The Scenario Approach to Robust Control Design

DOI10.1109/TAC.2006.875041zbMATH Open1366.93457MaRDI QIDQ5281828FDOQ5281828

Authors: Giuseppe Calafiore, M. C. Campi

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Sensitivity (robustness) (93B35) Design techniques (robust design, computer-aided design, etc.) (93B51) Robust stability (93D09) Stochastic systems in control theory (general) (93E03)

Cited In (only showing first 100 items - show all)

On sample average approximation for two-stage stochastic programs without relatively complete recourse
Multi-cover inequalities for totally-ordered multiple knapsack sets: theory and computation
On Conditional Risk Assessments in Scenario Optimization
Design of survivable wireless backhaul networks with reliability considerations
A distributionally robust optimization approach for two-stage facility location problems
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
Risk and complexity in scenario optimization
Chance-constrained sneaking trajectory planning for reconnaissance robots
Robust event-driven interactions in cooperative multi-agent learning
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
Observer design with guaranteed RMS gain for discrete-time LPV systems with Markovian jumps
Stability analysis of LPV systems: scenario approach
The implicit rigid tube model predictive control
Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
Robust stability of Markov jump linear systems through randomized evaluations
A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
Semidefinite programming for chance constrained optimization over semialgebraic sets
Combining revenue and equity in capacity allocation of imaging facilities
Scenario-based verification of uncertain MDPs
Active fault diagnosis for linear stochastic systems subject to chance constraints
Eventual convexity of probability constraints with elliptical distributions
On the convexity of level-sets of probability functions
Chance-constrained economic dispatch with renewable energy and storage
A new robust MPC using an approximate convex hull
On distributionally robust chance constrained programs with Wasserstein distance
Statistical learning for probability-constrained stochastic optimal control
Probabilistic constraints via SQP solver: application to a renewable energy management problem
Relaxations and approximations of chance constraints under finite distributions
Consistency of the scenario approach
Multi-cover inequalities for totally-ordered multiple knapsack sets
Ergodic approach to robust optimization and infinite programming problems
A randomized approach to sensor placement with observability assurance
Data-driven tuning for chance constrained optimization: analysis and extensions
Random sampling with removal
Stochastic MPC with offline uncertainty sampling
The discrete yet ubiquitous theorems of Carathéodory, Helly, Sperner, Tucker, and Tverberg
Two-stage linear decision rules for multi-stage stochastic programming
Almost budget balanced mechanisms with scalar bids for allocation of a divisible good
Optimized Bonferroni approximations of distributionally robust joint chance constraints
Robust reliability method for non-fragile guaranteed cost control of parametric uncertain systems
On a class of interval predictor models with universal reliability
Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations
Saddle point approximation approaches for two-stage robust optimization problems
Chance-constrained sets approximation: a probabilistic scaling approach
Partial sample average approximation method for chance constrained problems
The wait-and-judge scenario approach applied to antenna array design
Generalized differentiation of probability functions acting on an infinite system of constraints
A polyhedral study of the static probabilistic lot-sizing problem
Design of probabilistic $l_2$-$l_\infty$ filter for uncertain Markov jump systems with partial information of the transition probabilities
Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
Data-driven robust chance constrained problems: a mixture model approach
Scenario approach for minmax optimization with emphasis on the nonconvex case: positive results and caveats
Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
Data driven stability analysis of black-box switched linear systems
Generation of signals with specified second-order properties for constrained systems
Interval predictor models: identification and reliability
Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach
Convergence analysis on a smoothing approach to joint chance constrained programs
Fixed-order $H_\infty$ controller design for nonparametric models by convex optimization
Input design for discrimination between classes of LTI models
A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
Learning noisy functions via interval models
Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
Scenario MIN-MAX optimization and the risk of empirical costs
$H_\infty$ gain-scheduled controller design for rejection of time-varying narrow-band disturbances applied to a benchmark problem
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
Bicriteria approximation of chance-constrained covering problems
A randomized algorithm for estimating the number of clusters
Randomized sampling for large zero-sum games
Gradient and Hessian of joint probability function with applications on chance-constrained programs
Clustering-based preconditioning for stochastic programs
Safe approximations for distributionally robust joint chance constrained program
Decomposition algorithms for two-stage chance-constrained programs
A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
A theory of the risk for empirical CVaR with application to portfolio selection
Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
A constraint sampling approach for multi-stage robust optimization
A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
Convexity and convex approximations of discrete-time stochastic control problems with constraints
Distributionally robust joint chance constraints with second-order moment information
An integer programming approach for linear programs with probabilistic constraints
On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
Non-probabilistic reliability method and reliability-based optimal LQR design for vibration control of structures with uncertain-but-bounded parameters
Varying confidence levels for CVaR risk measures and minimax limits
Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities
Sample average approximation method for chance constrained programming: Theory and applications
Portfolio optimization with $pw$-robustness
Automated verification and synthesis of stochastic hybrid systems: a survey
A statistical learning theory approach for uncertain linear and bilinear matrix inequalities
Value set iteration for Markov decision processes
Control: a perspective
On the expected probability of constraint violation in sampled convex programs
Expected shortfall: heuristics and certificates
Polynomial-time algorithms for probabilistic solutions of parameter-dependent linear matrix inequalities
On the sample size of random convex programs with structured dependence on the uncertainty
Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach

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