Generalized Gauss inequalities via semidefinite programming

DOI10.1007/s10107-015-0878-1zbMath1351.90125OpenAlexW2033487550MaRDI QIDQ263197

Paul J. Goulart, Daniel Kuhn, Bart P. G. Van Parys

Publication date: 4 April 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://www.optimization-online.org/DB_HTML/2014/01/4187.html

zbMATH Keywords

semidefinite programmingprobability boundsmultivariate probability

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15)

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Uses Software

• SDPT3
• YALMIP

Cites Work

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