Distributionally robust chance-constrained minimum variance beamforming.
Xiao ZhangQiang FengNing GeJianhua LuPublished in: ICASSP (2016)
Keyphrases
- robust optimization
- chance constrained
- minimum variance
- portfolio optimization
- stochastic programming
- mathematical programming
- portfolio selection
- chance constraints
- decision theory
- multistage
- linear program
- chance constrained programming
- computationally tractable
- cost function
- np hard
- objective function
- decision making