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]

@inproceedings{LamperskiD17,
  title = {A semidefinite programming method for moment approximation in stochastic differential algebraic systems},
  author = {Andrew G. Lamperski and Sairaj V. Dhople},
  year = {2017},
  doi = {10.1109/CDC.2017.8264009},
  url = {https://doi.org/10.1109/CDC.2017.8264009},
  researchr = {https://researchr.org/publication/LamperskiD17},
  cites = {0},
  citedby = {0},
  pages = {2455-2460},
  booktitle = {56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, December 12-15, 2017},
  publisher = {IEEE},
  isbn = {978-1-5090-2873-3},
}