Probabilistically constrained linear programs and risk-adjusted controller design

SIAM Journal on Optimization

Volumn 15, Issue 3, 2005, Pages 938-951

  Lagoa, Constantino M ^a   Li, Xiang ^a   Sznaier, Mario ^a  

^a The Pennsylvania State University   (United States)

Author keywords

Convexity; Linear program; Probabilistic constraints; Risk adjusted controller

Indexed keywords

CONVEXITY; LINEAR PROGRAMS; PROBABILISTIC CONSTRAINTS; RISK-ADJUSTED CONTROLLER;

CLOSED LOOP CONTROL SYSTEMS; CONSTRAINT THEORY; CONTROL EQUIPMENT; CONTROL SYSTEMS; LINEAR PROGRAMMING; PROBABILITY DENSITY FUNCTION; RISKS;

PROBABILISTIC LOGICS;

EID: 23844451412     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403430099     Document Type: Article

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