On the relationship between the discrete and continuous bounding moment problems and their numerical solutions

DOI10.1007/S10479-015-1995-1zbMATH Open1334.90184OpenAlexW2269349640MaRDI QIDQ271981FDOQ271981

Anh Ninh, András Prékopa, Gabriela Alexe

Publication date: 20 April 2016

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

Full work available at URL: https://doi.org/10.1007/s10479-015-1995-1

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zbMATH Keywords

bounding probabilities and expectationsdiscrete moment problemsmoment problemssemi-infinite linear programs

Mathematics Subject Classification ID

Semi-infinite programming (90C34)

Cites Work

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Cited In (12)

• Analysis and optimization of recruitment stocking problems
• Robust newsvendor problems with compound Poisson demands
• Bounding the values of financial derivatives by the use of the moment problem
• Selected applications of linear semi-infinite systems theory
• From discrete to absolutely continuous solutions of indeterminate moment problems
• The Discrete Moment Problem with Nonconvex Shape Constraints
• Robust newsvendor problems: effect of discrete demands
• New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
• Recent contributions to linear semi-infinite optimization
• Sharp bounds for the probability of union of \(n\) events when \(m\) number of binomial moments are known
• Recent contributions to linear semi-infinite optimization: an update
• The value of shape constraints in discrete moment problems: a review and extension

Uses Software

• QSIMVN

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