This paper proposes a perturbed sample average approximation for stochastic polynomial optimization, solved via Lasserre Moment-SOS relaxations, and proves the relaxation is tight exactly when the moment matrix is rank one.
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Stochastic Polynomial Optimization
This paper proposes a perturbed sample average approximation for stochastic polynomial optimization, solved via Lasserre Moment-SOS relaxations, and proves the relaxation is tight exactly when the moment matrix is rank one.