Pages that link to "Item:Q2982877"
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The following pages link to Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs (Q2982877):
Displayed 17 items.
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Exploiting structure of chance constrained programs via submodularity (Q2280674) (← links)
- From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming (Q4571046) (← links)
- Consistency of the Scenario Approach (Q4600842) (← links)
- Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats (Q5107211) (← links)
- Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
- Real algebraic geometry with a view toward Koopman operator methods. Abstracts from the workshop held March 12--17, 2023 (Q6076084) (← links)
- Formal safety verification of unknown continuous-time systems (Q6120679) (← links)
- Poster Abstract: Data-Driven Estimation of Collision Risks for Autonomous Vehicles with Formal Guarantees* (Q6120730) (← links)
- Learning stability guarantees for constrained switching linear systems from noisy observations (Q6122789) (← links)
- On Conditional Risk Assessments in Scenario Optimization (Q6155877) (← links)
