A Posteriori Probabilistic Bounds of Convex Scenario Programs With Validation Tests

DOI10.1109/TAC.2020.3024273zbMath1471.91117arXiv1903.11734OpenAlexW3182613476MaRDI QIDQ4957693

Chao Shang, Fengqi You

Publication date: 9 September 2021

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

Full work available at URL: https://arxiv.org/abs/1903.11734

zbMATH Keywords

stochastic programmingBernoulli trialsscenario approachdata-driven decision-making

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15)

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