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- W2007703755 abstract "The probability measureP O on multidimensional intervals in the extension of the Edmundson-Madansky upper bound for stochastically dependent random variables, derived recently in [7], is shown to be the uniquely determined extremal solution of a particular multivariate moment problem. A necessary and sufficient condition for the feasibility of this moment problem is derived, which is shown to coincide for the univariate moment problem with the simplex containing the moment space (see [15])." @default.
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- W2007703755 title "Stochastic programs with recourse: An upper bound and the related moment problem" @default.
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- W2007703755 doi "https://doi.org/10.1007/bf01259340" @default.
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