Uncertain convex programs: randomized solutions and confidence levels
暂无分享,去创建一个
[1] J. E. Kelley,et al. The Cutting-Plane Method for Solving Convex Programs , 1960 .
[2] W. Hoeffding. Probability Inequalities for sums of Bounded Random Variables , 1963 .
[3] Vladimir Vapnik,et al. Chervonenkis: On the uniform convergence of relative frequencies of events to their probabilities , 1971 .
[4] David P. Williamson,et al. .879-approximation algorithms for MAX CUT and MAX 2SAT , 1994, STOC '94.
[5] Robert J. Vanderbei,et al. Robust Optimization of Large-Scale Systems , 1995, Oper. Res..
[6] Arkadi Nemirovski,et al. Robust Truss Topology Design via Semidefinite Programming , 1997, SIAM J. Optim..
[7] Elijah Polak,et al. Semi-Infinite Optimization , 1997 .
[8] Mathukumalli Vidyasagar,et al. A Theory of Learning and Generalization , 1997 .
[9] Laurent El Ghaoui,et al. Robust Solutions to Least-Squares Problems with Uncertain Data , 1997, SIAM J. Matrix Anal. Appl..
[10] A. Shapiro,et al. On rate of convergence of Monte Carlo approximations of stochastic programs , 1998 .
[11] J Figueira,et al. Stochastic Programming , 1998, J. Oper. Res. Soc..
[12] Laurent El Ghaoui,et al. Robust Solutions to Uncertain Semidefinite Programs , 1998, SIAM J. Optim..
[13] Arkadi Nemirovski,et al. Robust Convex Optimization , 1998, Math. Oper. Res..
[14] M. A. López-Cerdá,et al. Linear Semi-Infinite Optimization , 1998 .
[15] Arkadi Nemirovski,et al. Robust solutions of uncertain linear programs , 1999, Oper. Res. Lett..
[16] J. R. Morrison,et al. New Linear Program Performance Bounds for Queueing Networks , 1999 .
[17] Russ Bubley,et al. Randomized algorithms , 1995, CSUR.
[18] Alexander Shapiro,et al. On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs , 2000, SIAM J. Optim..
[19] Pierre Apkarian,et al. Parameterized LMIs in Control Theory , 2000, SIAM J. Control. Optim..
[20] Giuseppe Carlo Calafiore,et al. Robust filtering for discrete-time systems with bounded noise and parametric uncertainty , 2001, IEEE Trans. Autom. Control..
[21] Giuseppe Carlo Calafiore,et al. Stochastic algorithms for exact and approximate feasibility of robust LMIs , 2001, IEEE Trans. Autom. Control..
[22] Dale Schuurmans,et al. Direct value-approximation for factored MDPs , 2001, NIPS.
[23] Georg Still,et al. Discretization in semi-infinite programming: the rate of convergence , 2001, Math. Program..
[24] Giuseppe Carlo Calafiore,et al. Identification of Reliable Predictor Models for Unknown Systems: a Data-Consistency Approach based on Learning Theory , 2002 .
[25] On avoiding vertexization of robustness problems: the approximate feasibility concept , 2002, IEEE Trans. Autom. Control..
[26] G. Calafiore,et al. Interval predictors for unknown dynamical systems: an assessment of reliability , 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..
[27] Giuseppe Carlo Calafiore,et al. A probabilistic framework for problems with real structured uncertainty in systems and control , 2002, Autom..
[28] Arkadi Nemirovski,et al. On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty , 2002, SIAM J. Optim..
[29] Kartik Krishnan. LINEAR PROGRAMMING (LP) APPROACHES TO SEMIDEFINITE PROGRAMMING (SDP) PROBLEMS , 2002 .
[30] Shobha Venkataraman,et al. Efficient Solution Algorithms for Factored MDPs , 2003, J. Artif. Intell. Res..
[31] D. D. Farias,et al. On constraint sampling in the linear programming approach to approximate linear programming , 2003, CDC.
[32] George B. Dantzig,et al. Linear Programming Under Uncertainty , 2004, Manag. Sci..
[33] Benjamin Van Roy,et al. On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming , 2004, Math. Oper. Res..
[34] Jacques Desrosiers,et al. Selected Topics in Column Generation , 2002, Oper. Res..