Upper bounds for the reach-avoid probability via robust optimization.

Nikolaos Kariotoglou Maryam Kamgarpour Tyler H. Summers John Lygeros

Published in: CoRR (2015)

Keyphrases

robust optimization
upper bound
chance constraints
chance constrained
lower bound
stochastic programming
mathematical programming
probability distribution
portfolio optimization
risk measures
worst case
lot sizing
machine learning
multistage
decision theory
semidefinite programming