Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances

DOI10.1137/050638308MaRDI QIDQ5444285zbMATH OpenOpenAlexFDO

Authors Xiaoling Hou, András Prékopa

Publication date 25 February 2008

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5852a69add19f678a4a7e42d23fa4f4c52c8279b

zbMATH Keywords

bounding expectations under incomplete informationdistributions with given marginalsMonge arraystransportation problem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Transportation, logistics and supply chain management (90B06) Linear programming (90C05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Stochastic programming (90C15)

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(5)

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• Polynomial bases on the numerical solution of the multivariate discrete moment problem
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