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, Johncc
Date
2014-08
Type
    Journal Article
Publication status
published
External links
Journal / series
IEEE Transactions on Automatic Control
Volume
59(8)
Pages / Article No.
2258 - 2263
Publisher
IEEE
Subject
Chance constrained optimization; Randomized algorithms; Robust optimization; Scenario approach
Organisational unit
03751 - Lygeros, John / Lygeros, John  
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Citations
Cited 130 times in Web of Science
ETH Bibliography
yes
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