Pages that link to "Item:Q3157861"
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The following pages link to SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems (Q3157861):
Displayed 7 items.
- A new full-Newton step \(O(n)\) infeasible interior-point algorithm for semidefinite optimization (Q735073) (← links)
- Exact relaxations of non-convex variational problems (Q941046) (← links)
- A semidefinite programming approach to the generalized problem of moments (Q995783) (← links)
- An alternative approach for nonlinear optimal control problems based on the method of moments (Q2457954) (← links)
- Numerical Methods for the Exit Time of a Piecewise-Deterministic Markov Process (Q2879913) (← links)
- Coarse-Convex-Compactification Approach to Numerical Solution of Nonconvex Variational Problems (Q3590027) (← links)
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259) (← links)