Probability Bounds with Cherry Trees
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Publication:2757676
DOI10.1287/moor.26.1.174.10596zbMath1073.60502OpenAlexW1992032143MaRDI QIDQ2757676
József Bukszár, Prékopa, András
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.26.1.174.10596
Inequalities; stochastic orderings (60E15) Linear programming (90C05) Stochastic programming (90C15) Combinatorial probability (60C05)
Related Items (13)
New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions ⋮ Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs ⋮ An integer programming approach for linear programs with probabilistic constraints ⋮ Hypergraphs as a mean of discovering the dependence structure of a discrete multivariate probability distribution ⋮ Discovering a junction tree behind a Markov network by a greedy algorithm ⋮ Computing bounds for the probability of the union of events by different methods ⋮ Complexity of some graph-based bounds on the probability of a union of events ⋮ On the analytical–numerical valuation of the Bermudan and American options ⋮ Probability bounds given by hypercherry trees ⋮ Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations ⋮ Polynomially Computable Bounds for the Probability of the Union of Events ⋮ The value of shape constraints in discrete moment problems: a review and extension ⋮ Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
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