On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities
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Publication:3169014
DOI10.1287/moor.1080.0352zbMath1218.90140OpenAlexW2000034396WikidataQ57392909 ScholiaQ57392909MaRDI QIDQ3169014
Aharon Ben-Tal, Arkadi Nemirovski
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1080.0352
Semidefinite programming (90C22) Convex programming (90C25) Stochastic programming (90C15) Large deviations (60F10)
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