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