On convexity of stochastic optimization problems with constraints

2009 European Control Conference, ECC 2009

Volumn , Issue , 2014, Pages 2827-2832

  Agarwal, Mayank ^a   Cinquemani, Eugenio ^b   Chatterjee, Debasish ^b   Lygeros, John ^b  

^a Stanford University   (United States)

^b ETH ZURICH   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMICAL SYSTEMS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; RELAXATION PROCESSES;

CONSTRAINED OPTIMAL CONTROL PROBLEMS; CONVEX RELAXATION; HARD CONSTRAINTS; OPTIMIZATION PROBLEMS; PARAMETRIZATIONS; PROBABILISTIC CONSTRAINTS; STOCHASTIC DYNAMICAL SYSTEM; STOCHASTIC OPTIMIZATION PROBLEMS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 84955191054     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.2009.7074836     Document Type: Conference Paper

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