Randomized Solutions to Convex Programs with Multiple Chance Constraints
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Publication:5408228
DOI10.1137/120878719zbMath1316.90035arXiv1205.2190OpenAlexW2080717363MaRDI QIDQ5408228
Lorenzo Fagiano, Georg Schildbach, Manfred Morari
Publication date: 9 April 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.2190
convex optimizationrandomized algorithmschance constraintsscenario approachuncertain optimizationmultistage decision problems
Convex programming (90C25) Stochastic programming (90C15) Semi-infinite programming (90C34) Randomized algorithms (68W20)
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