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Moment Problems and Semidefinite Optimization

  • Dimitris Bertsimas
  • Jay Sethuraman
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 27)

Abstract

Problems involving moments of random variables arise naturally in many areas of mathematics, economics, and operations research. Let us give some examples that motivate the present paper.

Keywords

Positive Semidefinite Moment Problem Multivariate Normal Distribution Semidefinite Program Strong Duality 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Dimitris Bertsimas
  • Jay Sethuraman

There are no affiliations available

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