Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
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Publication:1785325
DOI10.1016/j.orl.2014.11.009zbMath1408.91100arXiv1407.6475OpenAlexW1988175771MaRDI QIDQ1785325
Publication date: 28 September 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.6475
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Related Items (10)
Joint Mixability ⋮ Multi-level bottleneck assignment problems: complexity and sparsity-exploiting formulations ⋮ Unnamed Item ⋮ Rearrangement algorithm and maximum entropy ⋮ Current open questions in complete mixability ⋮ Joint mixability of some integer matrices ⋮ Extremal dependence concepts ⋮ A model-free approach to multivariate option pricing ⋮ Centers of probability measures without the mean ⋮ Algorithms for Finding Copulas Minimizing Convex Functions of Sums
Cites Work
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- The complete mixability and convex minimization problems with monotone marginal densities
- Solution of a statistical optimization problem by rearrangement methods
- The approximability of three-dimensional assignment problems with bottleneck objective
- Ordering of distributions and rearrangement of functions
- Bounds for joint portfolios of dependent risks
- Computation of sharp bounds on the distribution of a function of dependent risks
- Advances in Complete Mixability
- Integer Programming with a Fixed Number of Variables
- Computational Complexity of Probabilistic Turing Machines
- `` Strong NP-Completeness Results
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