Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization (Q4915171)
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scientific article; zbMATH DE number 6152384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization |
scientific article; zbMATH DE number 6152384 |
Statements
Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization (English)
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9 April 2013
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linear matrix inequalities
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large deviation bounds
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chance-constrained programming
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stochastic programming
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semidefinite programming
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controlled dynamical systems
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numerical results
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minimum-volume invariant ellipsoid problem
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