On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems
暂无分享,去创建一个
John Lygeros | Kostas Margellos | Paul J. Goulart | J. Lygeros | P. Goulart | K. Margellos | Kostas Margellos
[1] Eduardo F. Camacho,et al. A new vertex result for robustness problems with interval matrix uncertainty , 2007, 2007 European Control Conference (ECC).
[2] Arkadi Nemirovski,et al. Robust Convex Optimization , 1998, Math. Oper. Res..
[3] R. Tempo,et al. Probabilistic robustness analysis: explicit bounds for the minimum number of samples , 1997 .
[4] Giuseppe Carlo Calafiore,et al. Research on probabilistic methods for control system design , 2011, Autom..
[5] John Lygeros,et al. Stochastic Optimization on Continuous Domains With Finite-Time Guarantees by Markov Chain Monte Carlo Methods , 2009, IEEE Transactions on Automatic Control.
[6] A Ben Tal,et al. ROBUST SOLUTIONS TO UNCERTAIN PROGRAMS , 1999 .
[7] G. Calafiore,et al. Probabilistic and Randomized Methods for Design under Uncertainty , 2006 .
[8] G. Calafiore,et al. Reduced Vertex Set Result for Interval Semidefinite Optimization Problems , 2008 .
[9] Marco C. Campi,et al. The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs , 2008, SIAM J. Optim..
[10] Giuseppe Carlo Calafiore,et al. Random Convex Programs , 2010, SIAM J. Optim..
[11] Melvyn Sim,et al. The Price of Robustness , 2004, Oper. Res..
[12] Alexander Shapiro,et al. Convex Approximations of Chance Constrained Programs , 2006, SIAM J. Optim..
[13] Arkadi Nemirovski,et al. Robust solutions of uncertain linear programs , 1999, Oper. Res. Lett..
[14] John Lygeros,et al. A Probabilistic Framework for Reserve Scheduling and ${\rm N}-1$ Security Assessment of Systems With High Wind Power Penetration , 2013, IEEE Transactions on Power Systems.
[15] Melvyn Sim,et al. Robust linear optimization under general norms , 2004, Oper. Res. Lett..
[16] Melvyn Sim,et al. Tractable Approximations to Robust Conic Optimization Problems , 2006, Math. Program..
[17] R. Tempo,et al. Randomized Algorithms for Analysis and Control of Uncertain Systems , 2004 .
[18] Giuseppe Carlo Calafiore,et al. The scenario approach to robust control design , 2006, IEEE Transactions on Automatic Control.
[19] Christodoulos A. Floudas,et al. A new robust optimization approach for scheduling under uncertainty: : I. Bounded uncertainty , 2004, Comput. Chem. Eng..
[20] Laurent El Ghaoui,et al. Robust Solutions to Uncertain Semidefinite Programs , 1998, SIAM J. Optim..
[21] Thomas D. Sandry,et al. Probabilistic and Randomized Methods for Design Under Uncertainty , 2007, Technometrics.
[22] R. Tempo,et al. On the sample complexity of randomized approaches to the analysis and design under uncertainty , 2010, Proceedings of the 2010 American Control Conference.
[23] Johan Löfberg,et al. YALMIP : a toolbox for modeling and optimization in MATLAB , 2004 .
[24] Alexander Shapiro,et al. Stochastic programming approach to optimization under uncertainty , 2007, Math. Program..
[25] Eduardo F. Camacho,et al. Randomized Strategies for Probabilistic Solutions of Uncertain Feasibility and Optimization Problems , 2009, IEEE Transactions on Automatic Control.
[26] Mathukumalli Vidyasagar,et al. A Theory of Learning and Generalization , 1997 .
[27] Giuseppe Carlo Calafiore,et al. Notes on the Scenario Design Approach , 2009, IEEE Transactions on Automatic Control.
[28] Marco C. Campi,et al. A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality , 2011, J. Optim. Theory Appl..