Add to ORKGhttp://deepblue.lib.umich.edu/bitstream/2027.42/3666/5/bam4184.0001.001.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/3666/4/bam4184.0001.001.tx
Abstract. In this paper we consider stochastic programming problems where the objective function is ...
Separable sublinear functions are used to provide upper bounds on the recourse function of a stochas...
Abstract. Stochastic-approximation gradient methods are attractive for large-scale convex optimizati...
http://deepblue.lib.umich.edu/bitstream/2027.42/3665/5/bal9394.0001.001.pdfhttp://deepblue.lib.umich...
In this paper we consider stochastic programming problems where the objec-tive function is given as ...
http://deepblue.lib.umich.edu/bitstream/2027.42/4629/5/bbm0277.0001.001.pdfhttp://deepblue.lib.umich...
http://deepblue.lib.umich.edu/bitstream/2027.42/3670/5/bal9396.0001.001.pdfhttp://deepblue.lib.umich...
We develop a decreasing sequence of upper bounds on the expectation of a convex function. The n-th t...
Current results in bounding the expectation of convex functions in a single and in multiple dimensio...
In this paper we consider stochastic programming problems where the objective function is given as a...
We develop a class of lower bounds on the expectation of a convex function. The bounds utilize the f...
Many planning problems involve choosing a set of optimal decisions for a system in the face of uncer...
http://deepblue.lib.umich.edu/bitstream/2027.42/3619/5/bam7807.0001.001.pdfhttp://deepblue.lib.umich...
This work was completed during my tenure as a scientific assistant and d- toral student at the Insti...
http://deepblue.lib.umich.edu/bitstream/2027.42/3648/5/bap3231.0001.001.pdfhttp://deepblue.lib.umich...
Abstract. In this paper we consider stochastic programming problems where the objective function is ...
Separable sublinear functions are used to provide upper bounds on the recourse function of a stochas...
Abstract. Stochastic-approximation gradient methods are attractive for large-scale convex optimizati...
http://deepblue.lib.umich.edu/bitstream/2027.42/3665/5/bal9394.0001.001.pdfhttp://deepblue.lib.umich...
In this paper we consider stochastic programming problems where the objec-tive function is given as ...
http://deepblue.lib.umich.edu/bitstream/2027.42/4629/5/bbm0277.0001.001.pdfhttp://deepblue.lib.umich...
http://deepblue.lib.umich.edu/bitstream/2027.42/3670/5/bal9396.0001.001.pdfhttp://deepblue.lib.umich...
We develop a decreasing sequence of upper bounds on the expectation of a convex function. The n-th t...
Current results in bounding the expectation of convex functions in a single and in multiple dimensio...
In this paper we consider stochastic programming problems where the objective function is given as a...
We develop a class of lower bounds on the expectation of a convex function. The bounds utilize the f...
Many planning problems involve choosing a set of optimal decisions for a system in the face of uncer...
http://deepblue.lib.umich.edu/bitstream/2027.42/3619/5/bam7807.0001.001.pdfhttp://deepblue.lib.umich...
This work was completed during my tenure as a scientific assistant and d- toral student at the Insti...
http://deepblue.lib.umich.edu/bitstream/2027.42/3648/5/bap3231.0001.001.pdfhttp://deepblue.lib.umich...
Abstract. In this paper we consider stochastic programming problems where the objective function is ...
Separable sublinear functions are used to provide upper bounds on the recourse function of a stochas...
Abstract. Stochastic-approximation gradient methods are attractive for large-scale convex optimizati...