Markovbounds.jl

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data
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Markovbounds.jl14
5 months agomitJulia
A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data
Mompy12
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solve polynomial optimization and generalized moment problem
Irene11
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Irene is a python package that aims to be a toolkit for global optimization problems that can be realized algebraically. It generalizes Lasserre's Relaxation method to handle theoretically any optimization problem with bounded feasibility set. The method is based on solutions of generalized truncated moment problems over commutative real algebras.
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