| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6898630 | European Journal of Operational Research | 2012 | 12 Pages |
Abstract
⺠We build conservative tractable approximations of conic chance constraints. ⺠We focus on approximations of high-confidence constraints. ⺠The results include: Bernstein approximation of affinely perturbed scalar linear inequalities. ⺠Lagrangian approximation of quadratically perturbed scalar linear inequalities. ⺠Approximation of affinely perturbed conic quadratic/semidefinite inequalities.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Arkadi Nemirovski,