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...

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Bibliographic Details
Published in:Mathematics
Main Authors: Lei Gao, Dong Han
Format: Article
Language:English
Published: MDPI AG 2019-01-01
Subjects:
moment problem
maximum entropy
nonlinear expectation
existence and uniqueness
Online Access:http://www.mdpi.com/2227-7390/7/1/45

Internet

http://www.mdpi.com/2227-7390/7/1/45

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