Parameter estimation with expected and residual-at-risk criteria
type: Item
instance of: scholarly article
title: Parameter estimation with expected and residual-at-risk criteria
zbMATH Open document ID: 1154.93038
author: Ufuk Topcu
author: Giuseppe Calafiore
author: Laurent El Ghaoui
published in: Systems \& Control Letters
publication date: 2009-02-10T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 5505646
zbMATH Keywords: uncertain least-squares
zbMATH Keywords: random uncertainty
zbMATH Keywords: robust convex optimization
zbMATH Keywords: value at risk
zbMATH Keywords: \(\ell _{1}\) norm approximation
MaRDI profile type: Publication
full work available at URL: j.sysconle.2008.07.007
OpenAlex ID: W2117078660
cites work: On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty
cites work: Q4517111
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cites work: Exact Regularization of Convex Programs
cites work: Robust Solutions to Least-Squares Problems with Uncertain Data
cites work: Robust Solutions to Uncertain Semidefinite Programs
cites work: A regularized robust design criterion for uncertain data
cites work: Semidefinite optimization
cites work: Semidefinite Programming
DOI: 10.1016/J.SYSCONLE.2008.07.007
description: scientific article; zbMATH DE number 5505646