Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization

The wide applicability of chance-constrained programming, together with advances in convex optimization and probability theory, has created a surge of interest in finding efficient methods for processing chance constraints in recent years. One of the successes is the development of so-called safe tr...

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Veröffentlicht in:	SIAM journal on optimization 2012-01, Vol.22 (4), p.1394-1430
Hauptverfasser:	Cheung, Sin-Shuen, Man-Cho So, Anthony, Wang, Kuncheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Control theory Engineering Optimization Random variables Signal processing Systems engineering
Online-Zugang:	Volltext
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