Mathematical Inequalities & Applications · Volume 14, Issue 1

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

14-09 Pages 101-122 DOI 10.7153/mia-14-09

Downloads

Short PDF Full PDF PNG

Authors

Gergely Mádi-Nagy András Prékopa

Keywords

Discrete moment problem Monge property pseudo-Boolean functions generating functions multiattribute utility functions

Subject classes

90C05 90C15 62H99 60E05