scientific article; zbMATH DE number 1058091
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Publication:4353201
zbMATH Open0879.65107MaRDI QIDQ4353201FDOQ4353201
Author name not available (Why is that?)
Publication date: 22 January 1998
Title of this publication is not available (Why is that?)
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convex optimizationill-conditioned problemsleast squares problemsuncertain dataoverdetermined systemsrobust solutionssmallest worst-case residual error
General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
Cited In (17)
- Near optimal solutions to least-squares problems with stochastic uncertainty
- General robust-optimization formulation for nonlinear programming
- Parameter estimation with expected and residual-at-risk criteria
- Robust counterparts of errors-in-variables problems
- A uniqueness result concerning a robust regularized least-squares solution
- Robust approaches to \(N\)-leaching under uncertainties
- A robust method based on LOVO functions for solving least squares problems
- On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling
- Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
- Robust and stable predictive control with bounded uncertainties
- Robust constrained receding-horizon predictive control via bounded data uncertainties
- Title not available (Why is that?)
- Structured Least Squares Problems and Robust Estimators
- Chance constraint programming problems with parameters as exponential random variable
- Frameworks and results in distributionally robust optimization
- Near optimal solutions to least-squares problems with stochastic uncertainty
- A regularized robust design criterion for uncertain data
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