Extreme Points of Certain Sets of Probability Measures, with Applications
DOI10.1287/MOOR.8.1.74zbMATH Open0509.60007DBLPjournals/mor/Karr83OpenAlexW2147936548WikidataQ88199581 ScholiaQ88199581MaRDI QIDQ4747293FDOQ4747293
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
extreme pointsweakly compactTchebycheff systeminverse balayage problem for Markov chainsprobability measures with prescribed moments
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
- Tchebycheff Systems for Probabilistic Analysis
- On the extreme points of moments sets
- Algorithms for the solution of stochastic dynamic minimax problems
- 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
- On the safe side of stochastic programming: bounds and approximations
- Linear programming solutions of the truncated moment problem
- Energy on spheres and discreteness of minimizing measures
- 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
- Potential theory and quadratic programming
- Optimal policies for constrained average-cost Markov decision processes
- The weirdness theorem and the origin of quantum paradoxes
- Exact Lower Bounds on the Exponential Moments of Truncated Random Variables
- An upper bound on the expectation of simplicial functions of multivariate random variables
- Applying the minimax criterion in stochastic recourse programs
- Consistency of Archetypal Analysis
- Uncertainty quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information
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