SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861): Difference between revisions

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+Jean-Bernard Lasserre
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+Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
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+Geostochastic calculus
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+Semidefinite Programming
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+Semidefinite Programming vs. LP Relaxations for Polynomial Programming
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+Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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+Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion
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+https://doi.org/10.1081/stm-200033112
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+W2053199928
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