A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
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Publication:5085474
DOI10.1287/IJOC.2020.0982OpenAlexW3093357292MaRDI QIDQ5085474FDOQ5085474
Authors: Roya Karimi, Jianqiang Cheng, Miguel A. Lejeune
Publication date: 27 June 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2020.0982
semidefinite programminglinear matrix inequalitiesstochastic programmingchance-constrained programmingsampling-based approximation
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