On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems

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Author
Margellos, Kostas
Goulart, Paul
Lygeros, John
Date
2014-08
Type
  • Journal Article
Publication status
published
External links
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Journal / series
IEEE transactions on automatic control
Volume
59(8)
Pages
2258 - 2263
Publisher
IEEE
Subject
Chance constrained optimization; Randomized algorithms; Robust optimization; Scenario approach
Organisational unit
03751 - Lygeros, John
Notes
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