Pages that link to "Item:Q2982877"

The following pages link to Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs (Q2982877):

Displaying 19 items.

• On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286) (← links)
• Wait-and-judge scenario optimization (Q681495) (← links)
• An inexact primal-dual algorithm for semi-infinite programming (Q784788) (← links)
• The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• Expected shortfall: heuristics and certificates (Q1754277) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• Exploiting structure of chance constrained programs via submodularity (Q2280674) (← links)
• From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming (Q4571046) (← links)
• Consistency of the Scenario Approach (Q4600842) (← links)
• Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats (Q5107211) (← links)
• Discrete Approximation and Quantification in Distributionally Robust Optimization (Q5219706) (← links)
• Real algebraic geometry with a view toward Koopman operator methods. Abstracts from the workshop held March 12--17, 2023 (Q6076084) (← links)
• Learning stability guarantees for constrained switching linear systems from noisy observations (Q6122789) (← links)
• On Conditional Risk Assessments in Scenario Optimization (Q6155877) (← links)
• Data-driven verification and synthesis of stochastic systems via barrier certificates (Q6537278) (← links)
• Data-driven abstraction-based control synthesis (Q6551651) (← links)
• Regret optimal control for uncertain stochastic systems (Q6652201) (← links)
• Non-convex scenario optimization (Q6665391) (← links)