Part of the International Series in Operations Research & Management Science book series (ISOR, volume 27)
Moment Problems and Semidefinite Optimization
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.
KeywordsPositive 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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