The discrete moment problem and linear programming
From MaRDI portal
Publication:749441
DOI10.1016/0166-218X(90)90068-NzbMath0712.90045MaRDI QIDQ749441
Publication date: 1990
Published in: Discrete Applied Mathematics (Search for Journal in Brave)
probability measurelower and upper boundspower moment problemdiscrete random variablesclassical moment problem
Applications of mathematical programming (90C90) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)
Related Items (23)
New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions ⋮ On the relationship between the discrete and continuous bounding moment problems and their numerical solutions ⋮ Algorithms for the solution of stochastic dynamic minimax problems ⋮ The truncated moment problem on \(\mathbb{N}_0\) ⋮ Polynomial bases on the numerical solution of the multivariate discrete moment problem ⋮ Computing bounds for the probability of the union of events by different methods ⋮ Properties and calculation of multivariate risk measures: MVaR and MCVaR ⋮ The discrete moment problem with fractional moments ⋮ On the probability of union in the $n$-space ⋮ Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points ⋮ Stationary-excess operator and convex stochastic orders ⋮ Extinction in a branching process: why some of the fittest strategies cannot guarantee survival ⋮ A class of multiattribute utility functions ⋮ Robust newsvendor problems with compound Poisson demands ⋮ Bounding the values of financial derivatives by the use of the moment problem ⋮ Improved bounds on the probability of the union of events some of whose intersections are empty ⋮ Single Commodity Stochastic Network Design Under Probabilistic Constraint with Discrete Random Variables ⋮ Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution ⋮ The discrete moment method for the numerical integration of piecewise higher order convex functions ⋮ Robust Adaptive Routing Under Uncertainty ⋮ Sign consistent linear programming problems ⋮ Robust newsvendor problems: effect of discrete demands ⋮ The value of shape constraints in discrete moment problems: a review and extension
Cites Work
- Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Boole-Bonferroni Inequalities and Linear Programming
- Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
- New Finite Pivoting Rules for the Simplex Method
- The General Moment Problem, A Geometric Approach
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The discrete moment problem and linear programming
