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Moment Problems and Semidefinite Optimization

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Handbook of Semidefinite Programming

Part of the book series: International Series in Operations Research & Management Science ((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.

Chance favors the prepared mind. Quoted in H. Eves Return to Mathematical Circles, Prindle, Wever and Schmidt, Boston, 1988

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Authors
  1. Dimitris Bertsimas
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  2. Jay Sethuraman
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Editor information

Editors and Affiliations

  1. Department of Combinatorics and Optimization Faculty of Mathematics, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada

    Henry Wolkowicz

  2. Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan, 48109-2117, USA

    Romesh Saigal

  3. Electrical Engineering Department, UCLA, Los Angeles, CA, 90095-1594, USA

    Lieven Vandenberghe

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© 2000 Springer Science+Business Media New York

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Bertsimas, D., Sethuraman, J. (2000). Moment Problems and Semidefinite Optimization. In: Wolkowicz, H., Saigal, R., Vandenberghe, L. (eds) Handbook of Semidefinite Programming. International Series in Operations Research & Management Science, vol 27. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-4381-7_16

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  • DOI: https://doi.org/10.1007/978-1-4615-4381-7_16

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-6970-7

  • Online ISBN: 978-1-4615-4381-7

  • eBook Packages: Springer Book Archive

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