Methods of Moment and Maximum Entropy for Solving Nonlinear Expectation

In this paper, we consider a special nonlinear expectation problem on the special parameter space and give a necessary and sufficient condition for the existence of the solution. Meanwhile, we generalize the necessary and sufficient condition to the two-dimensional moment problem. Moreover, we use t...

Full description

Bibliographic Details
Main Authors: Lei Gao, Dong Han
Format: Article
Language:English
Published: MDPI AG 2019-01-01
Series:Mathematics
Subjects:
Online Access:http://www.mdpi.com/2227-7390/7/1/45