The General Moment Problem, A Geometric Approach

Cited in

(66)

An optimal Berry-Esseen type theorem for integrals of smooth functions
A prophet inequality for L^2-martingales
Algorithms for the solution of stochastic dynamic minimax problems
The Lévy radius of a set of probability measures satisfying basic moment conditions involving \(\{t,t^ 2\}\)
On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
The multidimensional truncated moment problem: Gaussian and log-normal mixtures, their Carathéodory numbers, and set of atoms
Uncertainties in minimax stochastic programs
Constrained contests with a continuum of battles
Range of posterior measures for priors with arbitrary contaminations
The multidimensional truncated moment problem: atoms, determinacy, and core variety
Two dimensional probabilities with a given conditional structure.
Worst case risk measurement: back to the future?
The minimax approach to stochastic programming and an illustrative application
On Chebyshev-Markov-Krein inequalities
The discrete moment problem and linear programming
Una clase de problemas de decision bajo incertidumbre parcial
Third-order extensions of Lo's semiparametric bound for European call options
Uniform convergence with rates of smooth Gauss–Weierstrass singular integral operators
An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
Robust Bayesian analysis: sensitivity to the prior
On the safe side of stochastic programming: bounds and approximations
Moment problems and their applications to the stability of queueing models
The minimum probability on an interval when the mean and variance are known
Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
An upper bound for SLP using first and total second moments
A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis
A measure approximation for distributionally robust PDE-constrained optimization problems
Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
Smooth rate of weak convergence of convex type positive finite measures
Worst-case large-deviation asymptotics with application to queueing and information theory
The Dutch Identity: a new tool for the study of item response models
The rate of weak convergence of convex type positive finite measure
Multiperiod portfolio optimization with terminal liability: bounds for the convex case
A study of positive linear operators by the method of moments, one- dimensional case
Bounding separable recourse functions with limited distribution information
Prophet regions and sharp inequalities for pth absolute moments of martingales
Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior
Computing best bounds for nonlinear risk measures with partial information
Principal representations and canonical moment sequences for distributions on an interval
On ε-contaminated priors with quantile and piece-wise unimodality constraints
Moment problems on random rounding rules subject to two moment conditions
The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments
Martingale transforms of bounded random variables and indicator functions of events
Polynomial bounds for probability generating functions. II
Revisiting the role of multiplicative uncertainty in a model without inflationary bias
On the degree of weak convergence of a sequence of finite measures to the unit measure under convexity
Weak convergence and the Prokhorov radius
The multidimensional truncated moment problem: the moment cone
Absolutely continuous representing measures of moment functionals: the general truncated case
An upper bound on the expectation of simplicial functions of multivariate random variables
Applications of geometric moment theory related to optimal portfolio management
Applying the minimax criterion in stochastic recourse programs
A K-attainable inequality related to the convergence of positive linear operators
Optimal residence time policy for product yield maximization in chemical reactors
Rate of convergence of non-positive generalized convolution type operators
The multidimensional truncated moment problem: Carathéodory numbers
The multidimensional truncated moment problem: Carathéodory numbers from Hilbert functions
Sharp inequalities for convolution-type operators
Uniform convergence with rates for smooth Poisson-Cauchy-type singular integral operators
Rates of uniform Prokhorov convergence of probability measures with given three moments to a Dirac one
Concentration function and sensitivity to the prior
A generalization of Löwner-John's ellipsoid theorem
Stationary-excess operator and convex stochastic orders
Problemas de decision en incertidumbre parcial bajo hipotesis de monotonias
Minimax analysis of stochastic problems
Survey article: Bellman function method and sharp inequalities for martingales

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