The Scenario Approach to Robust Control Design

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)

Probabilistic constraints via SQP solver: application to a renewable energy management problem
On Conditional Risk Assessments in Scenario Optimization
The wait-and-judge scenario approach applied to antenna array design
Design of survivable wireless backhaul networks with reliability considerations
Ergodic approach to robust optimization and infinite programming problems
Stochastic MPC with offline uncertainty sampling
A randomized approach to sensor placement with observability assurance
Optimized Bonferroni approximations of distributionally robust joint chance constraints
Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
A distributionally robust optimization approach for two-stage facility location problems
Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
On distributionally robust chance constrained programs with Wasserstein distance
Design of probabilistic $l_2$-$l_\infty$ filter for uncertain Markov jump systems with partial information of the transition probabilities
An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
Risk and complexity in scenario optimization
Random sampling with removal
Statistical learning for probability-constrained stochastic optimal control
Relaxations and approximations of chance constraints under finite distributions
A polyhedral study of the static probabilistic lot-sizing problem
Generation of signals with specified second-order properties for constrained systems
Active fault diagnosis for linear stochastic systems subject to chance constraints
Chance-constrained sneaking trajectory planning for reconnaissance robots
Robust event-driven interactions in cooperative multi-agent learning
Data-driven tuning for chance constrained optimization: analysis and extensions
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
Robust reliability method for non-fragile guaranteed cost control of parametric uncertain systems
Data-driven robust chance constrained problems: a mixture model approach
Almost budget balanced mechanisms with scalar bids for allocation of a divisible good
Multi-cover inequalities for totally-ordered multiple knapsack sets
Scenario approach for minmax optimization with emphasis on the nonconvex case: positive results and caveats
Scenario-based verification of uncertain MDPs
Chance-constrained sets approximation: a probabilistic scaling approach
On a class of interval predictor models with universal reliability
Eventual convexity of probability constraints with elliptical distributions
A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
Risk-theoretic optimal design of output-feedback controllers via iterative convex relaxations
Partial sample average approximation method for chance constrained problems
Semidefinite programming for chance constrained optimization over semialgebraic sets
On sample average approximation for two-stage stochastic programs without relatively complete recourse
Stability analysis of LPV systems: scenario approach
Robust stability of Markov jump linear systems through randomized evaluations
Chance-constrained economic dispatch with renewable energy and storage
The implicit rigid tube model predictive control
Multi-cover inequalities for totally-ordered multiple knapsack sets: theory and computation
A new robust MPC using an approximate convex hull
On the convexity of level-sets of probability functions
Consistency of the scenario approach
Combining revenue and equity in capacity allocation of imaging facilities
Generalized differentiation of probability functions acting on an infinite system of constraints
Data driven stability analysis of black-box switched linear systems
Saddle point approximation approaches for two-stage robust optimization problems
The discrete yet ubiquitous theorems of Carathéodory, Helly, Sperner, Tucker, and Tverberg
Observer design with guaranteed RMS gain for discrete-time LPV systems with Markovian jumps
Two-stage linear decision rules for multi-stage stochastic programming
Distributionally robust joint chance constraints with second-order moment information
Robust control of uncertain systems: classical results and recent developments
An integer programming approach for linear programs with probabilistic constraints
Scenario MIN-MAX optimization and the risk of empirical costs
Safe approximations for distributionally robust joint chance constrained program
Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
Helly’s theorem: New variations and applications
A GRASP metaheuristic for the robust mapping and routing of dataflow process networks on manycore architectures
A survey of randomized algorithms for control synthesis and performance verification
Varying confidence levels for CVaR risk measures and minimax limits
Discussion on: ``Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
Probabilistic feasibility guarantees for solution sets to uncertain variational inequalities
$H_\infty$ gain-scheduled controller design for rejection of time-varying narrow-band disturbances applied to a benchmark problem
Research on probabilistic methods for control system design
Decomposition algorithms for two-stage chance-constrained programs
FAST—Fast Algorithm for the Scenario Technique
Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Clustering-based preconditioning for stochastic programs
ROPI -- a robust optimization programming interface for C++
The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks
Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
Expected shortfall: heuristics and certificates
Sample average approximation method for chance constrained programming: Theory and applications
Iterative robust control: speeding up improvement through iterations
Performance-oriented transfer for switching control
Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
Event-triggered $\varepsilon$ level $H_ \infty$ probabilistic control of uncertain systems
Portfolio optimization with $pw$-robustness
A probabilistic analytic center cutting plane method for feasibility of uncertain LMIs
Multi-resource allocation in stochastic project scheduling
Wait-and-judge scenario optimization
A constraint sampling approach for multi-stage robust optimization
Statistical learning theory: a pack-based strategy for uncertain feasibility and optimization problems
On the expected probability of constraint violation in sampled convex programs
Convergence analysis on a smoothing approach to joint chance constrained programs
Interval predictor models: identification and reliability
Optimization under uncertainty with applications to design of truss structures
On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
Worst-case violation of sampled convex programs for optimization with uncertainty
Bicriteria approximation of chance-constrained covering problems
Non-probabilistic reliability method and reliability-based optimal LQR design for vibration control of structures with uncertain-but-bounded parameters
Chance-Constrained Binary Packing Problems
Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
Randomized methods for design of uncertain systems: sample complexity and sequential algorithms

This page was built for publication: The Scenario Approach to Robust Control Design

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5281828)