Pages that link to "Item:Q3635019"
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The following pages link to Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming (Q3635019):
Displayed 19 items.
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- The problem of moments on polytopes and other bounded regions. (Q1410244) (← links)
- Analysis of transient queues with semidefinite optimization (Q1935509) (← links)
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)
- Semi-algebraic approximation using Christoffel-Darboux kernel (Q2067503) (← links)
- A method for deriving hypergeometric and related identities from the<i>H</i><sup>2</sup>Hardy norm of conformal maps (Q2841927) (← links)
- Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process (Q2879913) (← links)
- Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming (Q2953227) (← links)
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861) (← links)
- Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
- The Exit Time Finite State Projection Scheme: Bounding Exit Distributions and Occupation Measures of Continuous-Time Markov Chains (Q4628404) (← links)
- Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model (Q4806057) (← links)
- A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization (Q4906406) (← links)
- On the finiteness of moments of the exit time of planar Brownian motion from comb domains (Q4958538) (← links)
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259) (← links)
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces (Q5853565) (← links)
- Tighter bounds on transient moments of stochastic chemical systems (Q6182326) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)