Extreme Points of Certain Sets of Probability Measures, with Applications

DOI10.1287/MOOR.8.1.74MaRDI QIDQ4747293zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Alan F. Karr

Publication date 1983

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.8.1.74

zbMATH Keywords

extreme pointsweakly compactTchebycheff systeminverse balayage problem for Markov chainsprobability measures with prescribed moments

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Inequalities and extremum problems involving convexity in convex geometry (52A40)

Cited in

(22)

• Exact Bounds on the Truncated-Tilted Mean, with Applications
• On the extreme points of moments sets
• Algorithms for the solution of stochastic dynamic minimax problems
• Tchebycheff Systems for Probabilistic Analysis
• The best constant in the Rosenthal inequality for nonnegative random variables
• Uncertainties in minimax stochastic programs
• A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding
• Consistency of archetypal analysis
• Linear programming solutions of the truncated moment problem
• Energy on spheres and discreteness of minimizing measures
• On the safe side of stochastic programming: bounds and approximations
• Robust optimization with ambiguous stochastic constraints under mean and dispersion information
• Exact lower bounds on the exponential moments of truncated random variables
• Bounds for path-dependent options
• Bounding separable recourse functions with limited distribution information
• Stochastic programs with recourse: An upper bound and the related moment problem
• Optimal policies for constrained average-cost Markov decision processes
• Potential theory and quadratic programming
• The weirdness theorem and the origin of quantum paradoxes
• An upper bound on the expectation of simplicial functions of multivariate random variables
• Applying the minimax criterion in stochastic recourse programs
• Uncertainty quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball

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