On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
From MaRDI portal
(Redirected from Publication:271981)
Recommendations
- The discrete moment problem with fractional moments
- On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities
- The discrete moment problem and linear programming
- Polynomial bases on the numerical solution of the multivariate discrete moment problem
- On Multivariate Discrete Moment Problems: Generalization of the Bivariate Min Algorithm for Higher Dimensions
Cites work
- scientific article; zbMATH DE number 1664573 (Why is no real title available?)
- scientific article; zbMATH DE number 3650305 (Why is no real title available?)
- scientific article; zbMATH DE number 3885130 (Why is no real title available?)
- scientific article; zbMATH DE number 3129782 (Why is no real title available?)
- scientific article; zbMATH DE number 4006173 (Why is no real title available?)
- scientific article; zbMATH DE number 1187208 (Why is no real title available?)
- scientific article; zbMATH DE number 176260 (Why is no real title available?)
- scientific article; zbMATH DE number 3577176 (Why is no real title available?)
- scientific article; zbMATH DE number 1261204 (Why is no real title available?)
- scientific article; zbMATH DE number 568836 (Why is no real title available?)
- scientific article; zbMATH DE number 978377 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 4122947 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- scientific article; zbMATH DE number 3246461 (Why is no real title available?)
- scientific article; zbMATH DE number 3248272 (Why is no real title available?)
- scientific article; zbMATH DE number 3190567 (Why is no real title available?)
- scientific article; zbMATH DE number 3200861 (Why is no real title available?)
- scientific article; zbMATH DE number 3086337 (Why is no real title available?)
- scientific article; zbMATH DE number 3107192 (Why is no real title available?)
- A Generalization of Hermite's Interpolation Formula
- A Two-Stage Stepwise Estimation Procedure
- A maximum entropy approach to the newsvendor problem with partial information
- A minimax distribution-free procedure for a newsvendor problem with free shipping
- A note on the background of several Bonferroni–Galambos-type inequalities
- A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing
- A semidefinite programming approach to the generalized problem of moments
- A sharp upper probability bound for the occurrence of at least m out of n events
- An Inequality for Probabilities
- An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
- An inequality from genetics
- An iterative error-free algorithm to solve Vandermonde systems
- Applications of semidefinite programming
- Best Linear Bonferroni Bounds
- Binomial determinants, paths, and hook length formulae
- Boole-Bonferroni Inequalities and Linear Programming
- Bounds on the probability of the union and intersection of m events
- Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
- Computing best bounds for nonlinear risk measures with partial information
- DUALITY, HAAR PROGRAMS, AND FINITE SEQUENCE SPACES
- Discrete moment problems with distributions known to be unimodal
- Duality gaps in semi-infinite linear programming—an approximation problem
- Error analysis of the Björck-Pereyra algorithms for solving Vandermonde systems
- Extinction in a branching process: why some of the fittest strategies cannot guarantee survival
- Generalized Chebyshev Bounds via Semidefinite Programming
- Hypermultitrees and sharp Bonferroni inequalities
- Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
- Inequalities on expectations based on the knowledge of multivariate moments
- Inference on the Minimum Effective Dose Using Binary Data
- Investigations about continued fractions (reprint)
- Large deviations
- Matrices, moments and quadrature with applications
- Moment bounds on discrete expected stop-loss transforms, with applications
- Most Stringent Bounds on Aggregated Probabilities of Partially Specified Dependent Probability Systems
- New bounds and approximations for the probability distribution of the length of the critical path
- On Bonferroni-Type Inequalities of the Same Degree for the Probability of Unions and Intersections
- On Multivariate Discrete Moment Problems and Their Applications to Bounding Expectations and Probabilities
- On Representations of Semi-Infinite Programs which Have No Duality Gaps
- On \(s\)-convex stochastic extrema for arithmetic risks
- On duality theory of conic linear problems.
- On sharpness of Tchebycheff-type inequalities
- On the Existence of a Feasible Flow in a Stochastic Transportation Network
- On the distribution-free newsboy problem with some non-skewed demands
- On the theory of interpolation
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Parameterfreie Abschätzung und Realisierung von Erwartungswerten
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Probabilistic bounds and algorithms for the maximum satisfiability problem
- Regret in the Newsvendor Model with Partial Information
- Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday
- Semi-Infinite Programming: Theory, Methods, and Applications
- Semidefinite Programming
- Sharp Bounds on Probabilities Using Linear Programming
- Solution of Vandermonde systems of equations
- Stochastic Optimization Problems with Incomplete Information on Distribution Functions
- The Distribution Free Newsboy Problem: Review and Extensions
- The General Moment Problem, A Geometric Approach
- The discrete moment method for the numerical integration of piecewise higher order convex functions
- The discrete moment problem and linear programming
- The early history of the moment problem
- The extrema of probability determined by generalized moments. I: Bounded random variables
- The use of discrete moment bounds in probabilistic constrained stochastic programming models
- Third-order extensions of Lo's semiparametric bound for European call options
- Tight bounds for some risk measures, with applications to robust portfolio selection
- Tractable robust expected utility and risk models for portfolio optimization
- Variants of the graph dependent model in extreme value theory
Cited in
(13)- The value of shape constraints in discrete moment problems: a review and extension
- Sharp bounds for the probability of union of \(n\) events when \(m\) number of binomial moments are known
- Analysis and optimization of recruitment stocking problems
- From discrete to absolutely continuous solutions of indeterminate moment problems
- Recent contributions to linear semi-infinite optimization: an update
- Selected applications of linear semi-infinite systems theory
- Recent contributions to linear semi-infinite optimization
- The discrete moment problem with fractional moments
- New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
- Bounding the values of financial derivatives by the use of the moment problem
- Robust newsvendor problems with compound Poisson demands
- The Discrete Moment Problem with Nonconvex Shape Constraints
- Robust newsvendor problems: effect of discrete demands
This page was built for publication: On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q271981)
