Bounds on measures satisfying moment conditions
By Jean B. Lasserre. 2002
72 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Numerical Analysis, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/8f25cb58a34ecf1650089e5ecdd85fd71f794796
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
- L. Fialkow
- R. Curto
- Peter W. Glynn
- Assaf J. Zeevi
- Jean B. Lasserre
- Monique Laurent
- Christiane Lemieux
In Numerical Analysis
In Statistics and Probability
- L. Fialkow
- Peter W. Glynn
- R. Curto
- Assaf J. Zeevi
- Christiane Lemieux
- Yacine Aït-Sahalia
- Jialin Yu
- Bjørn Eraker
Citations in the corpus
- Bounding Stationary Expectations of Markov Processes (2008, background): “A related analysis that focuses on bounding the tails of the stationary distribution can be found in Hajek (1982), Lasserre (2002), Bertsimas, Gamarnik and Tsitsikilis (2001), and Gamarnik and Zeevi (2006); see also further references in the latter two papers.”
- Truncated K-moment problems in several variables (2005, background): “eal or complex variables. In [Las1], Lasserre developed applications of [CuFi4, Theorem 1.6] to optimization problems in the plane. These applications also extend to RN (N >2) (cf. [Las1], [Las2], [Las3]), but they require the above mentioned generalization of [CuFi4, Theorem 1.6] that we provide”