On the Expected Probability of Constraint Violation in Sampled Convex Programs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10957-009-9579-3.pdf
Reference6 articles.
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3. Campi, M., Garatti, S.: The exact feasibility of randomized solutions of robust convex programs. SIAM J. Optim. 19(3), 1211–1230 (2008)
4. Campi, M., Calafiore, G.: Notes on the scenario design approach. IEEE Trans. Autom. Control 54(2), 382–385 (2009)
5. Chernoff, H.: A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations. Ann. Math. Stat. 23, 493–507 (1952)
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