scientific article; zbMATH DE number 3891104

MaRDI QIDQ3347639zbMATH OpenFDO

Authors Tomáš Cipra

Publication date 1985

zbMATH Keywords

given covariance structureincomplete informationminimax principlemoment problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

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(3)

• A numerical method for solving stochastic programming problems with moment constraints on a distribution function
• Bounding separable recourse functions with limited distribution information
• An upper bound on the expectation of simplicial functions of multivariate random variables

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