A semidefinite programming approach to the generalized problem of moments

Mathematical Programming

Volumn 112, Issue 1, 2008, Pages 65-92

  Lasserre, Jean B ^a  

^a LAAS CNRS   (France)

Author keywords

Problem of moments; Relaxations; Semidefinite programming

Indexed keywords

COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL PROGRAMMING; OPTIMAL CONTROL SYSTEMS; PROBLEM SOLVING;

FINANCIAL ECONOMICS; GENERALIZED PROBLEM OF MOMENTS (GPM); SEMIDEFINITE PROGRAMMING;

METHOD OF MOMENTS;

EID: 34547470409     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-006-0085-1     Document Type: Conference Paper

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