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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+Time-average control of martingale problems: Existence of a stationary solution
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+Time-average control of martingale problems: A linear programming formulation
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+Stationary solutions and forward equations for controlled and singular martingale problems
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+Geostochastic calculus
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+Qualitative behavior of geostochastic systems
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+Q5798359
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+Semidefinite Programming
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+A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
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+Cones of Matrices and Set-Functions and 0–1 Optimization
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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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