FAST—Fast Algorithm for the Scenario Technique
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 125151
- An improved FastICA algorithm and its application
- On fastICA algorithms and some generalisations
- Fast computation algorithm for the random consideration set model
- A general framework for fast stagewise algorithms
- Rapid screening algorithms for stochastically constrained problems
- scientific article; zbMATH DE number 4205881
- A general method to speed up fixed-parameter-tractable algorithms
Cites work
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Constructing uncertainty sets for robust linear optimization
- Convex Approximations of Chance Constrained Programs
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- scientific article; zbMATH DE number 1424223 (Why is no real title available?)
- Improved sample complexity estimates for statistical learning control of uncertain systems
- Interval predictor models: identification and reliability
- Optimization models with probabilistic constraints
- Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
- Probabilistic design of LPV control systems.
- Probabilistic robust design with linear quadratic regulators
- Randomized Strategies for Probabilistic Solutions of Uncertain Feasibility and Optimization Problems
- Research on probabilistic methods for control system design
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
- Robust convex optimization
- Robust solutions of uncertain linear programs
- Robust Solutions to Uncertain Semidefinite Programs
- Sample average approximation method for chance constrained programming: Theory and applications
- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- The allocation of aircraft to routes -- an example of linear programming under uncertain demand
- The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
- The Price of Robustness
- The Scenario Approach to Robust Control Design
- Uncertain convex programs: randomized solutions and confidence levels
Cited in
(12)- Risk and complexity in scenario optimization
- On a class of interval predictor models with universal reliability
- The wait-and-judge scenario approach applied to antenna array design
- Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- Efficient Scenario Generation for Heavy-Tailed Chance Constrained Optimization
- On Conditional Risk Assessments in Scenario Optimization
- Parametric scenario optimization under limited data: a distributionally robust optimization view
- Non-convex scenario optimization
- Wait-and-judge scenario optimization
- ROBIST: robust optimization by iterative scenario sampling and statistical testing
- Distributionally robust optimization
This page was built for publication: FAST—Fast Algorithm for the Scenario Technique
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2935307)
