IEEE - Institute of Electrical and Electronics Engineers, Inc. - On tractable approximations of randomly perturbed convex constraints

42nd IEEE International Conference on Decision and Control

Author(s): A. Nemirovski
Sponsor(s): Honeywell Lab.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2003
Conference Location: Maui, HI, USA
Conference Date: 9 December 2003
Volume: 3
Page Count: 4
ISBN (Paper): 0-7803-7924-1
ISSN (Paper): 0191-2216
DOI: 10.1109/CDC.2003.1272982
Regular:

We consider a chance constraint Prob{/spl xi/ : A(x, /spl xi/) /spl isin/ K} /spl ges/ 1 - e (x is the decision vector, /spl xi/ is a random perturbation, K is a closed convex cone, and A(/spl... View More

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