Concepedia

A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality

Marco C. Campi, Simone Garatti

Journal of Optimization Theory and Applications · 2010 · 404 citations · 39 references

DOI

Concepts

References

39

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

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Robust solutions of Linear Programming problems contaminated with uncertain data

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematical Programming · 2000 · 1.7K citations

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Robust optimization ? methodology and applications

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematical Programming · 2002 · 1.4K citations

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Convex Approximations of Chance Constrained Programs

Arkadi Nemirovski, Alexander Shapiro · SIAM Journal on Optimization · 2006 · 1.2K citations

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The Scenario Approach to Robust Control Design

Giuseppe C. Calafiore, Marco C. Campi · IEEE Transactions on Automatic Control · 2006 · 1.1K citations

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