Abstract
Abstract The duality results and the computational tools developed within the theory of linear semi-infinite optimization can be successfully applied to several problems in probability and statistics, including a subjective view on probability theory maintained by de Finetti, a constrained maximum likelihood estimation problem, and some relevant topics in risk theory. This work is intended as an addendum to the review of LSIP applications contained in [5].
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Dall’Aglio, M. (2001). On Some Applications of LSIP to Probability and Statistics. In: Goberna, M.Á., López, M.A. (eds) Semi-Infinite Programming. Nonconvex Optimization and Its Applications, vol 57. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3403-4_11
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DOI: https://doi.org/10.1007/978-1-4757-3403-4_11
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