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A semidefinite programming method for moment approximation in stochastic differential algebraic systems

Andrew G. Lamperski, Sairaj V. Dhople. A semidefinite programming method for moment approximation in stochastic differential algebraic systems. In 56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, December 12-15, 2017. pages 2455-2460, IEEE, 2017. [doi]

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Andrew G. Lamperski

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Sairaj V. Dhople

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