The Discrete Moment Problem with Nonconvex Shape Constraints
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Publication:4994156
DOI10.1287/opre.2020.1990zbMath1470.90060arXiv1708.02079OpenAlexW3095328311MaRDI QIDQ4994156
Bo Jiang, Xi Chen, Teng Zhang, Simai He, Christopher Thomas Ryan
Publication date: 17 June 2021
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02079
optimizationreverse convex programmingmoment problemdistributionsrobust optimizationprogrammingshape constraintsstochastic and probability
Related Items (4)
Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions ⋮ Distortion risk measure under parametric ambiguity ⋮ Robust newsvendor problems with compound Poisson demands ⋮ The value of shape constraints in discrete moment problems: a review and extension
Uses Software
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