Convex Optimal Uncertainty Quantification
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Publication:5501231
DOI10.1137/13094712XzbMath1317.90236arXiv1311.7130WikidataQ59813835 ScholiaQ59813835MaRDI QIDQ5501231
Richard M. Murray, Shuo Han, Molei Tao, Houman Owhadi, Ufuk Topcu
Publication date: 3 August 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.7130
90C25: Convex programming
60-08: Computational methods for problems pertaining to probability theory
90C46: Optimality conditions and duality in mathematical programming
90C15: Stochastic programming
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Cites Work
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