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

DOI10.1137/050638308zbMath1143.90366OpenAlexW2163991032MaRDI QIDQ5444285

Xiaoling Hou, Prékopa, András

Publication date: 25 February 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/5852a69add19f678a4a7e42d23fa4f4c52c8279b

zbMATH Keywords

transportation problemMonge arraysdistributions with given marginalsbounding expectations under incomplete information

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Linear programming (90C05) Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items

Polynomial bases on the numerical solution of the multivariate discrete moment problem ⋮ On almost Monge all scores matrices