Boole-Bonferroni Inequalities and Linear Programming
From MaRDI portal
Publication:3784915
DOI10.1287/opre.36.1.145zbMath0642.60012OpenAlexW2133282089WikidataQ93497273 ScholiaQ93497273MaRDI QIDQ3784915
Publication date: 1988
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.36.1.145
Gaussian processinclusion-exclusion formulasharp lower and upper boundsreliability of a stochastic system
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Related Items
New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions, On the relationship between the discrete and continuous bounding moment problems and their numerical solutions, Analysis and optimization of recruitment stocking problems, Bounds on skyline probability for databases with uncertain preferences, Continuous approximation schemes for stochastic programs, Two-dimensional discrete scan statistics, Sublinear upper bounds for stochastic programs with recourse, Polynomial bases on the numerical solution of the multivariate discrete moment problem, A numerical method for two-stage stochastic programs under uncertainty, Strengthened bounds for the probability of \(k\)-out-of-\(n\) events, Tight Probability Bounds with Pairwise Independence, Computing bounds for the probability of the union of events by different methods, Monge properties, discrete convexity and applications, Probabilistic bounds and algorithms for the maximum satisfiability problem, Properties and calculation of multivariate risk measures: MVaR and MCVaR, Modeling flexible generator operating regions via chance-constrained stochastic unit commitment, Stochastic ultimate load analysis:models and solution methods1, The discrete moment problem with fractional moments, Approximate inclusion-exclusion, On the probability of union in the $n$-space, Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points, Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events, Robust newsvendor problems with compound Poisson demands, Fréchet optimal bounds on the probability of a union with supplementary information, Upper and lower bounds for the probability that r events occur, Bounding the probability of the union of events by aggregation and disaggregation in linear programs, Bounds for increasing multi-state consecutive \(k\)-out-of-\(r\)-from-\(n\): \(F\) system with equal components probabilities, On the analytical–numerical valuation of the Bermudan and American options, Improved bounds on the probability of the union of events some of whose intersections are empty, Bounds for the probability of union of events following monotonic distribution, The maximal probability that k‐wise independent bits are all 1, The effect of redundancy on probability bounds, On bounds for probabilities of combinations of events, the Jordan formula, and the Bonferroni inequalities, Linear regression estimators for multinormal distributions in optimization of stochastic programming problems, The discrete moment problem and linear programming, Sharp bounds for the probability of union of \(n\) events when \(m\) number of binomial moments are known, Bounds for probabilistic programming with application to a blend planning problem, Robust newsvendor problems: effect of discrete demands, On the Multichannel Rendezvous Problem: Fundamental Limits, Optimal Hopping Sequences, and Bounded Time-to-Rendezvous, Approximating two-stage chance-constrained programs with classical probability bounds, Polynomially Computable Bounds for the Probability of the Union of Events, Bounds for probabilistic integer programming problems, 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