On the extreme points of moments sets

DOI10.1007/S00186-015-0530-0zbMath1351.49028arXiv1204.0249OpenAlexW2111450510WikidataQ93420685 ScholiaQ93420685MaRDI QIDQ530416

Iosif Pinelis

Publication date: 1 August 2016

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0249

zbMATH Keywords

measuresoptimizationconvex setsextreme pointsatomsqueueing systemsgeneralized momentsmoment sets

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Linear programming (90C05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20) Programming in abstract spaces (90C48) Inequalities and extremum problems involving convexity in convex geometry (52A40) Inequalities for sums, series and integrals (26D15) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Applications of functional analysis in probability theory and statistics (46N30) Convex sets in topological linear spaces; Choquet theory (46A55) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (7)

Extreme points of Lorenz and ROC curves with applications to inequality analysis ⋮ Quantifying Minimal Noncollinearity among Random Points ⋮ Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge ⋮ Exact Bounds on the Truncated-Tilted Mean, with Applications ⋮ An optimal Berry-Esseen type theorem for integrals of smooth functions ⋮ Excess versions of the Minkowski and Hölder inequalities ⋮ On linear optimization over Wasserstein balls

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