Tighter bounds on transient moments of stochastic chemical systems
From MaRDI portal
Publication:6182326
DOI10.1007/s10957-023-02335-9arXiv2104.01309OpenAlexW3143210723MaRDI QIDQ6182326
Paul I. Barton, Flemming Holtorf
Publication date: 25 January 2024
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.01309
optimal controlsemidefinite programmingpolynomial optimizationstochastic chemical kineticsstochastic reaction networksbiochemical systemsmoment-sum-of-squares hierarchy
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Optimization over structured subsets of positive semidefinite matrices via column generation
- Interval analysis of worst-case stationary moments for stochastic chemical reactions with uncertain parameters
- On polyhedral and second-order cone decompositions of semidefinite optimization problems
- An extension of the moment closure method
- Bounds on linear PDEs via semidefinite optimization
- Occupation measures for controlled Markov processes: Characterization and optimality
- Global Optimization with Polynomials and the Problem of Moments
- Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming
- Convex Computation of the Region of Attraction of Polynomial Control Systems
- A Geometrical Characterization of Multidimensional Hausdorff Polytopes with Applications to Exit Time Problems
- Approximation Limits of Linear Programs (Beyond Hierarchies)
- Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
- Polynomials that are positive on an interval
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Time-Varying Semidefinite Programs
- Decentralized Schemes With Overlap for Solving Graph-Structured Optimization Problems
- On the Construction of Converging Hierarchies for Polynomial Optimization Based on Certificates of Global Positivity
- Nonlinear Optimal Control via Occupation Measures and LMI-Relaxations
- DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
- JuMP: A Modeling Language for Mathematical Optimization
- On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
- Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives
This page was built for publication: Tighter bounds on transient moments of stochastic chemical systems