On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities

DOI10.1287/MOOR.1030.0064MaRDI QIDQ5704169zbMATH OpenOpenAlexFDO

Authors Gergely Mádi-Nagy, András Prékopa

Publication date 11 November 2005

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/26936a4625a140b6be2380dfde89b77969f0df90

zbMATH Keywords

discrete moment problem, multivariate Lagrange interpolation, linear programming, expectation bounds, probability bounds

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear programming (90C05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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