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Proceedings of the American Control Conference

Volumn , Issue , 2007, Pages 2642-2647

Linear programming with probability constraints - Part 2

(2) Calafiore, Giuseppe C a El Ghaoui, Laurent b

a POLITECNICO DI TORINO (Italy)

b UNIVERSITY OF CALIFORNIA (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; CONCURRENCY CONTROL; CONSTRAINED OPTIMIZATION; CONSTRAINT THEORY; EIGENVALUES AND EIGENFUNCTIONS; FINANCIAL DATA PROCESSING; LINEARIZATION; MODEL PREDICTIVE CONTROL; PREDICTIVE CONTROL SYSTEMS; PROBABILITY; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; SITE SELECTION;

CHANCE CONSTRAINED; DATA DISTRIBUTIONS; FEASIBLE SOLUTIONS; HIGH PROBABILITY; LINEAR PROGRAMS (LP); PORTFOLIO OPTIMIZATION; PREDICTIVE CONTROL; PROBABILITY CONSTRAINTS; SAMPLED DATA; SECOND ORDER CONE PROGRAMS (SOCP);

LINEAR PROGRAMMING;

EID: 46449094003 PISSN: 07431619 EISSN: None Source Type: Conference Proceeding
DOI: 10.1109/ACC.2007.4282191 Document Type: Conference Paper

Times cited : (6)

References (9)

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2
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- Calafiore, G.¹ El Ghaoui, L.²

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- Application of probabilistically constrained linear programs to risk-adjusted controller design
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