Abstract:
The method of sample-based minimax optimization is developed for the minimization problem with an uncertain quadratic objective function subject to linear constraints. Se...Show MoreMetadata
Abstract:
The method of sample-based minimax optimization is developed for the minimization problem with an uncertain quadratic objective function subject to linear constraints. Several examples based on confidence statistical estimation are considered to define the uncertainty set. Analytical and numerical techniques are proposed for finding the optimal robust strategy.
Published in: 2009 European Control Conference (ECC)
Date of Conference: 23-26 August 2009
Date Added to IEEE Xplore: 02 April 2015
Print ISBN:978-3-9524173-9-3