The extrema of probability determined by generalized moments. I: Bounded random variables

Cites Work

Title not available (Why is that?)
The Extrema of the Expected Value of a Function of Independent Random Variables
On a method for generalizations of Chebyshev's inequality
Note on a characterization of unimodal distributions

Cited In (26)

Robust binary optimization using a safe tractable approximation
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
Robust two-stage stochastic linear optimization with risk aversion
Robust chance-constrained support vector machines with second-order moment information
Tight bounds for a class of data-driven distributionally robust risk measures
Worst case risk measurement: back to the future?
A semidefinite programming approach to the generalized problem of moments
On Chebyshev-Markov-Krein inequalities
A new distributionally robust reward-risk model for portfolio optimization
Robust tracking error portfolio selection with worst-case downside risk measures
Distributionally robust joint chance constraints with second-order moment information
Positivity and Optimization: Beyond Polynomials
The minimum probability on an interval when the mean and variance are known
Reduction and Discrete Approximation in Linear Semi-Infinite Programming
Boundedness relations in linear semi-infinite programming
One-sided approximation of functions
On sharpness of Tchebycheff-type inequalities
A distributionally robust chance-constrained model for humanitarian relief network design
Arbitrage bounds for prices of weighted variance swaps
Best bounds for expected financial payoffs. I: Algorithmic evaluation
Distributionally robust multi-item newsvendor problems with multimodal demand distributions
Guaranteed deterministic approach to superhedging: most unfavorable scenarios of market behavior and the moment problem
Chebyshev Inequalities for Products of Random Variables
Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
Title not available (Why is that?)
Small deviations of sums of independent random variables

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