scientific article; zbMATH DE number 4006173
From MaRDI portal
Publication:3757846
Cited in
(24)- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Minimax and risk averse multistage stochastic programming
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints
- Hessenberg-Sobolev matrices and Favard type theorem
- Frameworks and results in distributionally robust optimization
- A distributionally robust optimization approach for two-stage facility location problems
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- A matrix-based approach to the image moment problem
- A class of two-stage distributionally robust games
- Worst-case distribution analysis of stochastic programs
- Compressive statistical learning with random feature moments
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- Inference problems involving moment determinacy of distributions
- On the Convergence of Moment Problems
- Flat extensions of positive moment matrices: recursively generated relations
- Gain-loss pricing under ambiguity of measure
- Robust unit commitment with n-1 security criteria
- Constrained contests with a continuum of battles
- On the sufficiency of K-positivity for truncated compactly supported generalized moment problems
- On the moment problem and the linear difference equations with periodic coefficients
- Moments, equilibrium equations, and mutual distances
- Mean squared error minimization for inverse moment problems
- Coin tossing and moment sequences
- Non-commutative moment problems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3757846)
