Performance Bounds for the Scenario Approach and an Extension to a Class of Non-convex Programs

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Author

Date

2015

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

IEEE Transactions on Automatic Control

Volume

60(1)

Pages / Article No.

46 - 58

Publisher

IEEE

Subject

Chance-constrained programs; Performance bound; Randomized algorithm; Scenario program; Semi-infinite programming; Uncertain convex optimization

Organisational unit

03751 - Lygeros, John / Lygeros, John

Notes

See also: http://arxiv.org/abs/1307.0345v2.

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yes

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