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  • Search: person:"Lasserre, J."
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Year of publication
Subject
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Polynomial optimization 2 Robust optimization 2 Semidefinite relaxations 2 Theorie 2 Theory 2 Algorithm 1 Algorithmus 1 Geometric programming 1 Mathematical programming 1 Mathematische Optimierung 1 Min-max optimization 1 Min–max optimization 1 Optimization 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Positive polynomials 1 Programmanalyse 1 Sums of squares 1 job-shop scheduling 1 mixed integer programming 1 production planning 1
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Online availability
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Undetermined 6 Free 1
Type of publication
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Article 17 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 15 English 3
Author
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Lasserre, J. B. 9 Lasserre, J.B. 4 Lasserre, J. 3 Prieto-Rumeau, T. 3 Roux, W. 3 Zervos, M. 3 Dauzere-Peres, S. 2 Lasserre, J.-B. 2 Dauzère-Pèrés, S. 1 Dauzère-Péres, S. 1 Dauzère-Pérès, S. 1 Ghasemi, M. 1 Laurent, M. 1 Marshall, M. 1 Rostalski, P. 1
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Institution
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Tilburg University, School of Economics and Management 1
Published in...
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European journal of operational research : EJOR 3 European Journal of Operational Research 2 Mathematical finance : an international journal of mathematics, statistics and financial theory 2 Computational Optimization and Applications 1 International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers 1 Journal of Global Optimization 1 Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering 1 Management Science 1 Mathematical Finance 1 Other publications TiSEM 1 Production planning & control : PPC 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Top : an official journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1
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Source
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RePEc 8 OLC EcoSci 7 ECONIS (ZBW) 3
Showing 1 - 10 of 18
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A unified approach to computing real and complex zeros of zero-dimensional ideals
Lasserre, J.B.; Laurent, M.; Rostalski, P. - Tilburg University, School of Economics and Management - 2009
Persistent link: https://www.econbiz.de/10011088957
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Lower bounds on the global minimum of a polynomial
Ghasemi, M.; Lasserre, J.; Marshall, M. - In: Computational Optimization and Applications 57 (2014) 2, pp. 387-402
We extend the method of Ghasemi and Marshall (SIAM J. Optim. 22(2):460–473, <CitationRef CitationID="CR1">2012</CitationRef>), to obtain a lower bound f <Subscript>gp,M </Subscript> for a multivariate polynomial <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$f(\mathbf{x}) \in\mathbb{R}[\mathbf {x}]$</EquationSource> </InlineEquation> of degree ≤2d in n variables <Emphasis Type="Bold">x=(x <Subscript>1</Subscript>,…,x <Subscript> n </Subscript>) on the closed ball <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$\{ \mathbf{x} \in\mathbb{R}^{n} :...</equationsource></inlineequation></subscript></subscript></emphasis></equationsource></inlineequation></subscript></citationref>
Persistent link: https://www.econbiz.de/10010998331
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An algorithm for semi-infinite polynomial optimization
Lasserre, J. B. - In: Top : transactions in operations research 20 (2012) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10009534180
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An algorithm for semi-infinite polynomial optimization
Lasserre, J. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10010557939
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An algorithm for semi-infinite polynomial optimization
Lasserre, J. B. - In: Top : an official journal of the Spanish Society of … 20 (2012) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10010004839
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Cover Image
Min-max and robust polynomial optimization
Lasserre, J. - In: Journal of Global Optimization 51 (2011) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009324653
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Min-max and robust polynomial optimization
Lasserre, J. B. - In: Journal of global optimization : an international … 51 (2011) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10009254167
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Pricing a class of exotic options via moments and SDP relaxations
Lasserre, J. B.; Prieto-Rumeau, T.; Zervos, M. - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 469-494
Persistent link: https://www.econbiz.de/10003338686
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PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
Lasserre, J. B.; Prieto-Rumeau, T.; Zervos, M. - In: Mathematical Finance 16 (2006) 3, pp. 469-494
Persistent link: https://www.econbiz.de/10005139668
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PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
Lasserre, J.B.; Prieto-Rumeau, T.; Zervos, M. - In: Mathematical finance : an international journal of … 16 (2006) 3, pp. 469-494
Persistent link: https://www.econbiz.de/10008222569
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