Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts

DOI10.1016/J.AUTOMATICA.2010.05.008zbMATH Open1205.93171OpenAlexW2023934260MaRDI QIDQ608445FDOQ608445

Authors: Takayuki Wada, Yasumasa Fujisaki 

Publication date: 25 November 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.05.008

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zbMATH Keywords

randomized algorithmsrobust controlparameter-dependent linear matrix inequalitiesprobabilistic robustnessrobust feasibility problemsstochastic ellipsoid methods

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35)

Cites Work

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• Feature Article—The Ellipsoid Method: A Survey
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• A class of rank-two ellipsoid algorithms for convex programming
• Probabilistic design of LPV control systems.
• A probabilistic framework for problems with real structured uncertainty in systems and control
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• Family of algorithms for solving convex programming problems
• Modifications and implementation of the ellipsoid algorithm for linear programming
• Guaranteed cost regulator design: a probabilistic solution and a randomized algorithm

Cited In (2)

• The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems
• A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints

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