Convex Optimal Uncertainty Quantification

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

zbMATH Keywords

convex optimizationduality theoryuncertainty quantification

Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to probability theory (60-08) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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Uses Software

• CVX

Cites Work

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