Performance Bounds for the Scenario Approach and an Extension to a Class of Non-convex Programs
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Author / Producer
Date
2015
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
60 (1)
Pages / Article No.
46 - 58
Publisher
IEEE
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
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.