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Showing 1 to 5 of 5 for “"Jensen's inequality"”.
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Implication of the Jensen's inequality for system dynamic simulations : application to a plug & play integrated refinery supply chain model
… uncertainty to a dynamic model because of Jensen's Inequality. This is done using as an example the supply chain of a refinery, which illustrates that the difference between probable and expected results can be significant, arguing that the distributions and probabilities can be …
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Productivity variation and group optimization
… provides an abundance of opportunities to apply Jensen's inequality and the concepts surrounding it. Past research has acknowledged Jensen's inequality but never formalized its treatment in a production economics setting. In group production, individuals enter the production process and exit the …
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Three essays on mispricing and market efficiency
… different from the return bias related to Jensen's inequality. This paper thus provides new insights about the determinants of expected stock returns, and new supporting evidence that idiosyncratic risk is priced. The third essay examines whether the upward return bias generated by Jensen's …
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Near-Optimal Sensor Placement for Detection of Poisson Distributed Targets
… method based on a lower bound derived from Jensen's inequality. This approach leverages the mean of the uncertain target model to yield a suboptimal yet tractable solution suitable for real-time applications. We evaluate the accuracy of this approximation by quantifying its deviation from …
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Analysis of Wireless Networks With Massive Connectivity
… available radio frequency (RF) chains. With the Jensen's inequality and the power consumption model, the original problem is converted into a combinatorial optimization problem. Utilizing the learning-based stochastic gradient descent framework and the rare event simulation method, we propose an …