Generalized Gauss inequalities via semidefinite programming
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Publication:263197
DOI10.1007/S10107-015-0878-1zbMATH Open1351.90125OpenAlexW2033487550MaRDI QIDQ263197FDOQ263197
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
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Cited In (23)
- Distributionally Robust Optimization with Principal Component Analysis
- Tight tail probability bounds for distribution-free decision making
- Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- Moment Problem and Its Applications to Risk Assessment
- Ambiguous risk constraints with moment and unimodality information
- Data-driven chance constrained stochastic program
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- A Conic Programming Approach to Generalized Tchebycheff Inequalities
- Two-sided probability bound for a symmetric unimodal random variable
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Worst-Case Range Value-at-Risk with Partial Information
- Distributionally robust chance constraint with unimodality-skewness information and conic reformulation
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- Grothendieck inequalities for semidefinite programs with rank constraint
- Generalized Chebyshev Bounds via Semidefinite Programming
- Distributionally robust optimization. A review on theory and applications
- A multivariate Chebyshev bound of the Selberg form
- Bootstrap robust prescriptive analytics
- Frameworks and results in distributionally robust optimization
- Distributionally robust expectation inequalities for structured distributions
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