On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems - Margellos, Kostas; Goulart, Paul; Lygeros, John (IEEE transactions on automatic control, 2014)
Keywords: Algorithms; Chance constrained optimization; Computational efficiency; Constraints; Guidelines; Mathematical analysis; Nickel; Optimization; Probabilistic logic; Randomization; randomized algorithms; Roads; robust optimization; Robustness; scenario approach; Uncertainty; Vectors; Chance constrained optimization; randomized algorithms; scenario approach; robust optimization