Bounding expectations of functions of random vectors with given marginals and some moments: Applications of the multivariate discrete moment problem

DOI10.7153/MIA-14-09zbMATH Open1230.90132OpenAlexW2315921493MaRDI QIDQ3075427

Gergely Mádi-Nagy, András Prékopa

Publication date: 15 February 2011

Published in: Mathematical Inequalities & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7153/mia-14-09

zbMATH Keywords

generating functionsdiscrete moment problemMonge propertypseudo-Boolean functionsmultiattribute utility functions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Probability distributions: general theory (60E05) Linear programming (90C05) Stochastic programming (90C15)

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Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances

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