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    Approximating integrals of multivariate exponentials: A moment approach
    13 years 11 months ago
    Approximating integrals of multivariate exponentials: A moment approach
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    We propose a method to calculate lower and upper bounds of some exponential multivariate integrals using moment relaxations and show that they asymptotically converge to the value...
    Dimitris Bertsimas, Xuan Vinh Doan, Jean B. Lasser...
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