Moment Problems and Semidefinite Optimization
By Dimitris J. Bertsimas, J. Sethuraman. 2000
101 citations recorded by the source corpus.
Subfields: Computational Theory and Mathematics, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/f5dba8df36d6fdc88cdcbdd3445d67a8db1753ef
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
- Garud N. Iyengar
- Jean B. Lasserre
- Donald Goldfarb
- Monique Laurent
- Jiawang Nie
- Didier Henrion
- Claus Scheiderer
- Stephen P. Boyd
In Management Science and Operations Research
- Garud N. Iyengar
- Jean B. Lasserre
- Donald Goldfarb
- Shie Mannor
- Dimitris J. Bertsimas
- Arkadi Nemirovski
- Aharon Ben-Tal
- Huan Xu
In Statistics and Probability
Citations in the corpus
- Bounds on measures satisfying moment conditions (2002, methodology): “For basic theoretical results on Tchebycheff-type bounds, the interested reader is referred to the pioneering work of Isii [7], and later, among others, Anastassiou [1], Johnson and Taaffe [10], Bertsimas and Sethuraman [3], Bertsimas and Popescu [2], Smith [15], Whitt [16], in particular, for examp”
- Robust Portfolio Selection Problems (2003, result): “From the results in Bertsimas and Sethuraman (2000) it follows that all of our results continue to hold with slight modifications if one assumes that the distributions are unknown but second moments of the factor and residual returns lie in the sets Sv and Sd, respectively.”