Linear programming solutions of the truncated moment problem

DOI10.1016/0305-0548(91)90024-LzbMath0744.60020OpenAlexW1990411645MaRDI QIDQ1186925

Matthew J. Sobel, Kun-Jen Chung

Publication date: 28 June 1992

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(91)90024-l

zbMATH Keywords

Linear programmingtruncated moment problemeffectiveness of various estimators

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Linear programming (90C05) Distribution theory (60E99)

Cites Work

• Unnamed Item
• Unnamed Item
• On Approximations for Queues, II: Shape Constraints
• On a Linear Programming Technique for the Steady-State Behavior of Some Queuing Systems
• Extreme Points of Certain Sets of Probability Measures, with Applications
• Linear Programming in a Markov Chain