Discrete Approximations of Probability Distributions
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(34)- Bounding separable recourse functions with limited distribution information
- An optimal point estimate method for uncertainty studies
- Operationalizing approximate multiattribute utility functions for use in practice
- CVaR distance between univariate probability distributions and approximation problems
- Appointment scheduling with multiple providers and stochastic service times
- Product and process yield estimation with Gaussian quadrature (GQ) reduction: Improvements over the GQ full factorial approach
- An optimal point estimate method for uncertainty studies. (Discussion paper)
- Point estimate methods based on Taylor series expansion - the perturbance moments method - A more coherent derivation of the second order statistical moment
- Characteristics of a process for subjective probability elicitation
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models
- Stochastic reduced-order models for stable nonlinear ordinary differential equations
- A new point estimation method for statistical moments based on dimension-reduction method and direct numerical integration
- On discrete probability approximations for transaction cost problems
- Project options valuation with net present value and decision tree analysis
- Gaussian cubature: a practitioner's guide
- Reexamining discrete approximations to continuous distributions
- A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand
- Discretizing distributions with exact moments: error estimate and convergence analysis
- Quantile-Parameterized Distributions
- A framework for solving hybrid influence diagrams containing deterministic conditional distributions
- Building a stochastic programming model from scratch: a harvesting management example
- Approximate hedging of options under jump-diffusion processes
- Self-consistent tomography of temporally correlated errors
- Dynamic reverse supply chain network design under uncertainty: mathematical modeling and solution algorithm
- The multifacility center problems with random demand weights
- Reliability-informed end-of-use decision making for product sustainability using two-stage stochastic optimization
- Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
- Efficient optimal Kolmogorov approximation of random variables
- A recombining lattice option pricing model that relaxes the assumption of lognormality
- Prior knowledge elicitation: the past, present, and future
- Reduced order models for random functions. Application to stochastic problems
- Time-dependent analysis of virtual waiting time behaviour in discrete time queues
- Using Bayesian networks for bankruptcy prediction: some methodological issues
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