Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming

Juan Kuntz, Michela Ottobre, Guy-Bart Stan, Mauricio Barahona. Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming. SIAM J. Scientific Computing, 38(6), 2016. [doi]

@article{KuntzOSB16,
  title = {Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming},
  author = {Juan Kuntz and Michela Ottobre and Guy-Bart Stan and Mauricio Barahona},
  year = {2016},
  doi = {10.1137/16M107801X},
  url = {http://dx.doi.org/10.1137/16M107801X},
  researchr = {https://researchr.org/publication/KuntzOSB16},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {38},
  number = {6},
}