Log-concavity of compound distributions with applications in stochastic optimization

DOI10.1016/j.dam.2013.07.007zbMath1291.60032OpenAlexW2009803113MaRDI QIDQ2446894

Anh Ninh, Prékopa, András

Publication date: 23 April 2014

Published in: Discrete Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.dam.2013.07.007

zbMATH Keywords

stochastic optimizationBell polynomialslog-concavitycompound distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites Work

• Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures
• On new identities for Bell's polynomials
• Bounds for probabilistic integer programming problems
• Log-concavity and related properties of the cycle index polynomials
• On the Entropy of Compound Distributions on Nonnegative Integers
• Concavity and efficient points of discrete distributions in probabilistic programming.
• Bell numbers, log-concavity, and log-convexity
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