On safe tractable approximations of chance-constrained linear matrix inequalities

Mathematics of Operations Research

Volumn 34, Issue 1, 2009, Pages 1-25

  Ben Tal, Aharon ^a   Nemirovski, Arkadi ^b  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b Georgia Institute of Technology   (United States)

Author keywords

Chance constraints; Convex programming; Linear matrix inequalities; Measure concentration

Indexed keywords

CHANCE CONSTRAINT; CHANCE CONSTRAINTS; CHANCE-CONSTRAINED; CONVEX PROGRAMMING; FEASIBLE SOLUTION; GAUSSIAN; MEASURE CONCENTRATION; TAIL DISTRIBUTION;

DELAY CONTROL SYSTEMS; FUZZY CONTROL; LINEAR CONTROL SYSTEMS; SWITCHING SYSTEMS; UNCERTAIN SYSTEMS;

LINEAR MATRIX INEQUALITIES;

EID: 67649966243     PISSN: 0364765X     EISSN: 15265471     Source Type: Journal    
DOI: 10.1287/moor.1080.0352     Document Type: Article

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