Generalized Gauss inequalities via semidefinite programming
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- scientific article; zbMATH DE number 6385350
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- scientific article; zbMATH DE number 729680 (Why is no real title available?)
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- 10.1162/153244303321897726
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- Generalized Chebyshev Bounds via Semidefinite Programming
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- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Optimization under probabilistic envelope constraints
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- VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING
- Variational Analysis
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- Moment Problem and Its Applications to Risk Assessment
- Bootstrap robust prescriptive analytics
- Data-driven chance constrained stochastic program
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Distributionally robust optimization with principal component analysis
- A multivariate Chebyshev bound of the Selberg form
- Two-sided probability bound for a symmetric unimodal random variable
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- Worst-case range value-at-risk with partial information
- Grothendieck inequalities for semidefinite programs with rank constraint
- Distributionally robust expectation inequalities for structured distributions
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
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- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Tight tail probability bounds for distribution-free decision making
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Ambiguous risk constraints with moment and unimodality information
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