Conference paper
Channel coding considerations for wireless LANs
Daniel J. Costello Jr., Pierre R. Chevillat, et al.
ISIT 1997
Stochastic multi-stage linear programs are rarely used in practical applications due to their size and complexity. Using a general matrix to aggregate the constraints of the deterministic equivalent yields a lower bound. A similar aggregation in the dual space provides an upper bound on the optimal value of the given stochastic program. Jensen's inequality and other approximations based on aggregation are a special case of the suggested approach. The lower and upper bounds are tightened by updating the aggregating weights.
Daniel J. Costello Jr., Pierre R. Chevillat, et al.
ISIT 1997
Ziv Bar-Yossef, T.S. Jayram, et al.
Journal of Computer and System Sciences
J. LaRue, C. Ting
Proceedings of SPIE 1989
Igor Devetak, Andreas Winter
ISIT 2003