Risk and complexity in scenario optimization
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Publication:2118077
DOI10.1007/s10107-019-01446-4zbMath1491.90104OpenAlexW2991484107WikidataQ126775600 ScholiaQ126775600MaRDI QIDQ2118077
Marco C. Campi, Simone Garatti
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-019-01446-4
Convex programming (90C25) Stochastic programming (90C15) Empirical decision procedures; empirical Bayes procedures (62C12)
Related Items (5)
Robust Control for Dynamical Systems with Non-Gaussian Noise via Formal Abstractions ⋮ On Conditional Risk Assessments in Scenario Optimization ⋮ Sampling-Based Verification of CTMCs with Uncertain Rates ⋮ Unnamed Item ⋮ Robust event-driven interactions in cooperative multi-agent learning
Uses Software
Cites Work
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