Pages that link to "Item:Q3395012"
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The following pages link to The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs (Q3395012):
Displaying 50 items.
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs (Q313286) (← links)
- Scenario-based model predictive control for multi-echelon supply chain management (Q322928) (← links)
- A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
- Robust control of uncertain systems: classical results and recent developments (Q458745) (← links)
- A statistical learning theory approach for uncertain linear and bilinear matrix inequalities (Q458858) (← links)
- Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach (Q473311) (← links)
- Randomized sampling for large zero-sum games (Q490542) (← links)
- Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach (Q509522) (← links)
- On robust input design for nonlinear dynamical models (Q510130) (← links)
- Stochastic model predictive control of LPV systems via scenario optimization (Q522845) (← links)
- Automated driving: the role of forecasts and uncertainty -- a control perspective (Q522871) (← links)
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
- Fixed-order \(H_\infty\) controller design for nonparametric models by convex optimization (Q608454) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- Learning noisy functions via interval models (Q709215) (← links)
- Data-driven estimation in equilibrium using inverse optimization (Q747777) (← 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)
- On the sample size of random convex programs with structured dependence on the uncertainty (Q900216) (← links)
- Iterative robust control: speeding up improvement through iterations (Q962180) (← links)
- On the expected probability of constraint violation in sampled convex programs (Q1039379) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- A survey of adjustable robust optimization (Q1740490) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- On safe tractable approximations of chance constraints (Q1926690) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Robust stability of Markov jump linear systems through randomized evaluations (Q2008417) (← links)
- A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Chance-constrained sets approximation: a probabilistic scaling approach (Q2071956) (← links)
- Near-optimal solutions of convex semi-infinite programs via targeted sampling (Q2095909) (← links)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty (Q2140173) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Random sampling with removal (Q2207595) (← links)
- Research on probabilistic methods for control system design (Q2276096) (← links)
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions (Q2278545) (← links)
- Exploiting structure of chance constrained programs via submodularity (Q2280674) (← links)
- Chance-constrained \(H_\infty\) control for a class of time-varying systems with stochastic nonlinearities: the finite-horizon case (Q2280840) (← links)
- Data driven stability analysis of black-box switched linear systems (Q2280933) (← links)
- Optimal disturbance compensation for constrained linear systems operating in stationary conditions: a scenario-based approach (Q2280962) (← links)
- On a class of interval predictor models with universal reliability (Q2280963) (← links)
- Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
- Approximate cutting plane approaches for exact solutions to robust optimization problems (Q2301927) (← links)
- Random variables with moment-matching staircase density functions (Q2306998) (← links)
