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math.OC2022★ 1 cited
A Unified Framework for Generalized Moment Problems: a Novel Primal-Dual Approach
Jiayi Guo, Simai He, Bo Jiang +1
Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurabl…
math.OC2020
Bounding probability of small deviation on sum of independent random variables: Combination of moment approach and Berry-Esseen theorem
Jiayi Guo, Simai He, Zi Ling +1
In the context of bounding probability of small deviation, there are limited general tools. However, such bounds have been widely applied in graph theory and inventory management.…
math.OC2017★ 3 cited
The discrete moment problem with nonconvex shape constraints
Xi Chen, Simai He, Bo Jiang +2
The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of mo…