Publication | Closed Access
Extreme Points of Moment Sets
94
Citations
6
References
1988
Year
Measure TheoryEngineeringGeneralized FunctionIntegrable ProbabilityInvariant MeasuresExtremal Set TheoryExtreme StatisticStochastic AnalysisProbability TheoryAffine FunctionalsExtreme ConditionFunctional AnalysisIntegral RepresentationExtreme PointsVariational Inequalities
The extreme points of sets of probability measures—determined by a finite number of generalized moment conditions—are characterized. Together with an integral representation theorem the characterization is used to optimize affine functionals.
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