Deterministic approximations of probability inequalities
From MaRDI portal
Publication:3825842
DOI10.1007/BF01423332zbMath0672.60032OpenAlexW103594849MaRDI QIDQ3825842
No author found.
Publication date: 1989
Published in: [https://portal.mardi4nfdi.de/entity/Q3031760 ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01423332
Related Items (22)
Elastoplastic analysis of structures under uncertainty: model and solution methods1 ⋮ On bounding the union probability using partial weighted information ⋮ Stochastic output feedback control: convex lifting approach ⋮ Relaxations and approximations of chance constraints under finite distributions ⋮ On safe tractable approximations of chance constraints ⋮ Optimal chance-constrained pension fund management through dynamic stochastic control ⋮ Robust and distributionally robust optimization models for linear support vector machine ⋮ An Inner-Outer Approximation Approach to Chance Constrained Optimization ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Capital rationing problems under uncertainty and risk ⋮ Convex relaxations of chance constrained optimization problems ⋮ A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints ⋮ Exploiting structure of chance constrained programs via submodularity ⋮ Selected topics in robust convex optimization ⋮ Bounds for probabilistic programming with application to a blend planning problem ⋮ Approximating two-stage chance-constrained programs with classical probability bounds ⋮ Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets ⋮ A robust approach to warped Gaussian process-constrained optimization ⋮ Stochastic modelling and optimization for environmental management ⋮ A stochastic approach for the optimization of open-loop engine control systems ⋮ Chance-constrained sneaking trajectory planning for reconnaissance robots ⋮ Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some inequalities relating to the partial sum of binomial probabilities
- Statistical decision theory and Bayesian analysis. 2nd ed
- A modified Bernstein-technique for estimating noise-perturbed function values
- Bonferroni inequalities
- Inequalities for Stochastic Linear Programming Problems
- On Generalizations of Tchebychef's Inequality
- An Extremal Problem in Probability Theory
- On Deviations of the Sample Mean
- Probability Inequalities for the Sum of Independent Random Variables
- A note on the background of several Bonferroni–Galambos-type inequalities
- Probability Bounds on the Sum of Independent Nonidentically Distributed Binomial Random Variables
- A sharp upper probability bound for the occurrence of at least m out of n events
- Inequalities for the probability of the occurrence of at least m out of n events
- Most Stringent Bounds on Aggregated Probabilities of Partially Specified Dependent Probability Systems
- Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
- The minimax approach to stochastic programming and an illustrative application
- Solving stochastic programming problems with recourse including error bounds
- Probability Inequalities for Sums of Bounded Random Variables
- An Inequality for Probabilities
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- Inequalities: theory of majorization and its applications
This page was built for publication: Deterministic approximations of probability inequalities