On Conditional Risk Assessments in Scenario Optimization
Author:
Affiliation:
1. Dipartimento di Elettronica, Informazione e Bioingegneria - Politecnico di Milano, piazza L. da Vinci 32, 20133 Milan, Italy.
2. Dipartimento di Ingegneria dell’Informazione - Università di Brescia, via Branze 38, 25123 Brescia, Italy.
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software,Applied Mathematics
Reference44 articles.
1. Randomized Strategies for Probabilistic Solutions of Uncertain Feasibility and Optimization Problems
2. Randomized methods for design of uncertain systems: Sample complexity and sequential algorithms
3. Probability Theory
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1. Scenario based optimisation over uncertain system identification models;Automatica;2024-07
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