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  • Search: subject:"moment-SOS hierarchy"
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Subject
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Mathematical programming 2 Mathematische Optimierung 2 moment-SOS hierarchy 2 Estimation theory 1 Hierarchie 1 Hierarchy 1 Linear algebra 1 Lineare Algebra 1 Option pricing theory 1 Optionspreistheorie 1 Robust statistics 1 Robustes Verfahren 1 Schätztheorie 1 options pricing 1 polynomial matrix inequality 1 polynomial matrix optimization 1 robust optimization 1 semidefinite programming 1 semidefinite relaxation 1
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Free 1 Undetermined 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Guo, Feng 1 Henrion, Didier 1 Kirschner, Felix 1 Klerk, Etienne de 1 Korda, Milan 1 Lasserre, Jean-Bernard 1 Magron, Victor 1 Wang, Jie 1
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Mathematics of operations research 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Revisiting semidefinite programming approaches to options pricing : complexity and computational perspectives
Henrion, Didier; Kirschner, Felix; Klerk, Etienne de; … - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 2, pp. 335-349
Persistent link: https://www.econbiz.de/10014327623
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A moment-sum-of-squares hierarchy for robust polynomial matrix inequality optimization with sum-of-squares convexity
Guo, Feng; Wang, Jie - In: Mathematics of operations research 50 (2025) 3, pp. 1734-1761
Persistent link: https://www.econbiz.de/10015444276
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