Bounds on convex reliability functions with known first moments.

Cindy Courtois Michel Denuit

Published in: Eur. J. Oper. Res. (2007)

Keyphrases

upper bound
lower bound
convex combinations
payoff functions
convex functions
piecewise linear
worst case
upper and lower bounds
moment invariants
average case
multi class
continuous functions
basis functions
error bounds
convex optimization
cost function
quasiconvex
objective function