Article ID: | iaor1988251 |
Country: | United States |
Volume: | 13 |
Issue: | 4 |
Start Page Number: | 581 |
End Page Number: | 587 |
Publication Date: | Nov 1988 |
Journal: | Mathematics of Operations Research |
Authors: | Winkler Gerhard |
The extreme points of sets of probability measures-determined by a finite number of generalized moment conditions-are characterized. Together with an integral representation theorem the characterization is used to optimize affine functions.