As an example of using (5.41), consider Example 1, but assume that Ξ is the entire non-negative orthant and that each ξi is exponentially distributed with mean 0.5 . Use a piecewise linear lower bound...

As an example of using (5.41), consider Example 1, but assume that Ξ is the entire non-negative orthant and that each ξi is exponentially distributed with mean 0.5 . Use a piecewise linear lower bound on the individual second moments that is zero for
 . Solve the moment problem using these regions to obtain an upper bound for all expected recourse functions with the same means and variances as the exponential. Also, solve the moment problem with only mean constraints and compare the results.