An upper bound on the expected value of a non-increasing convex function with convex marginal return functions

An upper bound on the expected value of a non-increasing convex function with convex marginal return functions

by John R. Birge, University of Michigan. Dept. of Industrial and Operations Engineering, Christopher J. Donohue

Part of Technical report (University of Michigan. Dept. of Industrial and Operations Engineering) -- 95-6

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