On the expected probability of constraint violation in sampled convex programs (Q1039379)
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scientific article; zbMATH DE number 5640250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expected probability of constraint violation in sampled convex programs |
scientific article; zbMATH DE number 5640250 |
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On the expected probability of constraint violation in sampled convex programs (English)
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27 November 2009
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scenario optimization
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randomized methods
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robust convex optimization
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probabilistic robustness
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