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

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Author
Mohajerin Esfahani, Peyman
Sutter, Tobias
Lygeros, John
Date
2015
Type
  • Journal Article
Publication status
published
External links
Full text via SFX
Journal / series
IEEE Transactions on Automatic Control
Volume
60(1)
Pages
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
Notes
See also: http://arxiv.org/abs/1307.0345v2.
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