On reduced semidefinite programs for second order moment bounds with applications
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Cites work
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- scientific article; zbMATH DE number 3246461 (Why is no real title available?)
- scientific article; zbMATH DE number 3111121 (Why is no real title available?)
- A Convex Optimization Approach for Computing Correlated Choice Probabilities With Many Alternatives
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- Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
- Distributionally robust joint chance constraints with second-order moment information
- Distributionally robust mixed integer linear programs: persistency models with applications
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Expectation bounds on linear estimators from dependent samples
- Extremal problems on the set of nonnegative definite matrices
- Generalized Chebyshev Bounds via Semidefinite Programming
- Geometry of cuts and metrics
- LIMITS OF THE RATIO OF MEAN RANGE TO STANDARD DEVIATION
- Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
- Modeling ordered choices. A primer
- Models for minimax stochastic linear optimization problems with risk aversion
- Multivariate Chebyshev Inequalities
- ON THE RANGE OF PARTIAL SUMS OF A FINITE NUMBER OF INDEPENDENT NORMAL VARIATES
- On sharpness of Tchebycheff-type inequalities
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
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Cited in
(16)- Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Disruption risk mitigation in supply chains: the risk exposure index revisited
- Building a completely positive factorization
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- Exploiting partial correlations in distributionally robust optimization
- Distributionally robust optimization with principal component analysis
- Robust quadratic programming with mixed-integer uncertainty
- A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
- Computing best bounds for nonlinear risk measures with partial information
- Distributionally robust optimization. A review on theory and applications
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
- Bounds on linear PDEs via semidefinite optimization
- Frameworks and results in distributionally robust optimization
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