Sequential Randomized Algorithms for Robust Convex Optimization

DOI10.1109/TAC.2015.2423871MaRDI QIDQ2982492zbMATH OpenFDO

Authors Takayuki Wada, Yasumasa Fujisaki

Publication date 16 May 2017

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

Full work available at URL https://doi.org/10.1109/TAC.2015.2423871

Mathematics Subject Classification ID

Randomized algorithms (68W20) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31)

Cited in

(1)

• On incremental approximate saddle-point computation in zero-sum matrix games

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