Chance-Constrained Covariance Steering in a Gaussian Random Field via Successive Convex Programming.

Jack Ridderhof Panagiotis Tsiotras

Published in: CoRR (2021)

Keyphrases

convex programming
chance constrained
gaussian random field
stochastic programming
linear program
linear programming
interior point methods
robust optimization
convex optimization
semidefinite programming
generalization error
maximum likelihood
primal dual
convex functions
pairwise
np hard
special case