Repetitive Scenario Design

DOI10.1109/TAC.2016.2575859zbMath1366.93202arXiv1602.03796MaRDI QIDQ5282364

Giuseppe Carlo Calafiore

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/1602.03796

Mathematics Subject Classification ID

Stochastic programming (90C15) Design techniques (robust design, computer-aided design, etc.) (93B51) Randomized algorithms (68W20)

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Probabilistic feasibility guarantees for convex scenario programs with an arbitrary number of discarded constraints ⋮ Exploiting structure of chance constrained programs via submodularity

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