Random Convex Programs - MaRDI portal

Cited In (42)

Random algorithms for solving convex inequalities
Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case
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Networked Parallel Algorithms for Robust Convex Optimization via the Scenario Approach
A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibria
Learning noisy functions via interval models
Robust stability of Markov jump linear systems through randomized evaluations
Randomized sampling for large zero-sum games
Data-driven portfolio management with quantile constraints
A constraint sampling approach for multi-stage robust optimization
On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
Varying confidence levels for CVaR risk measures and minimax limits
Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities
Portfolio optimization with \(pw\)-robustness
Random convex programs with \(L_1\)-regularization: sparsity and generalization
Value set iteration for Markov decision processes
A simple randomised algorithm for convex optimisation
Comments on: ``Data driven stability analysis of black-box switched linear systems
Random gradient-free minimization of convex functions
Stable and robust LQR design via scenario approach
A new probabilistic robust control approach for system with uncertain parameters
Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
On the sample size of random convex programs with structured dependence on the uncertainty
Stochastic MPC with offline uncertainty sampling
Exploiting structure of chance constrained programs via submodularity
The voice of optimization
Random linear programs with many variables and few constraints
Research on probabilistic methods for control system design
Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
Approximate convex hull based scenario truncation for chance constrained trajectory optimization
Robust control of uncertain systems: classical results and recent developments
Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints
Stochastic model predictive control of LPV systems via scenario optimization
Chance-constrained sets approximation: a probabilistic scaling approach
ROPI—a robust optimization programming interface for C++
Approximate cutting plane approaches for exact solutions to robust optimization problems
Random optimization on random sets
Conditional scenario-based model predictive control
Learning stability guarantees for constrained switching linear systems from noisy observations
Learning stability of partially observed switched linear systems
Data driven stability analysis of black-box switched linear systems
Automated driving: the role of forecasts and uncertainty -- a control perspective

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