Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs

DOI10.1109/TAC.2014.2330702zbMath1360.90251arXiv1307.0345MaRDI QIDQ2982877

Peyman Mohajerin Esfahani, Tobias Sutter, John Lygeros

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0345

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Semi-infinite programming (90C34)

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