On Reduced Semidefinite Programs for Second Order Moment Bounds with Applications

Karthik Natarajan, Engineering System and Design, Singapore University of Technology and Design, Singapore 138682. E-mail: karthik natarajan@sutd.edu.sg

Chung-Piaw Teo, Department of Decision Sciences, NUS Business School, Singapore 117591. E-mail: bizteocp@nus.edu.sg

ABSTRACT