Optimal Bounds for Integrals with Respect to Copulas and Applications.

Markus Hofer Maria Rita Iacò

Published in: J. Optim. Theory Appl. (2014)

Keyphrases

worst case
optimal solution
lower bound
upper bound
upper and lower bounds
aggregation functions
asymptotically optimal
closed form
optimal design
optimal control
data structure
dynamic programming
tight bounds
error tolerance
lp norm