Sharp Bounds on Probabilities Using Linear Programming
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(46)- Upper bounds of degree 3 for the probability of the union of events via linear programming
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- Bounding the probability of the union of events by aggregation and disaggregation in linear programs
- Improved bounds on the probability of the union of events some of whose intersections are empty
- Bounds for probabilistic integer programming problems
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- 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
- Bounds for probabilistic programming with application to a blend planning problem
- The value of shape constraints in discrete moment problems: a review and extension
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- Bounding the values of financial derivatives by the use of the moment problem
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- Approximating two-stage chance-constrained programs with classical probability bounds
- Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
- New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
- Monge properties, discrete convexity and applications
- Properties and calculation of multivariate risk measures: MVaR and MCVaR
- The discrete moment problem with fractional moments
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- Boole-Bonferroni Inequalities and Linear Programming
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- The Discrete Moment Problem with Nonconvex Shape Constraints
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- scientific article; zbMATH DE number 4193453 (Why is no real title available?)
- Polynomially computable bounds for the probability of the union of events
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- Tight Probability Bounds with Pairwise Independence
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- Clusters of high-dimensional interval data and related Boolean functions of events in Euclidean space
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- Variable aggregation and its effect on union bounding problem
- Probabilistic complexity analysis for linear problems in bounded domains
- Analysis and optimization of recruitment stocking problems
- Strengthened bounds for the probability of \(k\)-out-of-\(n\) events
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