/Uncertainty-Set-Reconstruction

Reconstruction of Support of a Measure ( Uncertainty Set ) From Its Moments Information

Primary LanguageMATLAB

Uncertainty-Set-Reconstruction

Reconstruction of Support of a Measure ( Uncertainty Set ) From Its Moments Information

Description:

Given the moment sequence of a measure µ, we find a polynomial P : R^n → R such that the set K = {x ∈ R^n : P(x) ≥ 1} coincides with the support set of the measure µ.

These are working notes and codes and will be updated.

Publications

  1. Ashkan Jasour, C. Lagoa, ”Reconstruction of Support of a Measure From Its Moments”, 53 rd IEEE Conference on Decision and Control, Los Angeles, California, 2014. https://ieeexplore.ieee.org/document/7039677

  2. PhD Thesis, Ashkan M Jasour,"Convex Approximation of Chance Constrained Problems: Application in Systems and Control", School of Electrical Engineering and Computer Science, The Pennsylvania State University, 2016. https://etda.libraries.psu.edu/catalog/13313aim5346