Probabilistic and Randomized Methods for Design under Uncertainty

Part I.Chance-Constrained and Stochastic Optimization

1. Scenario Approximations of Chance Constraints
Arkadi Nemirovski, Alexander Shapiro

2. Optimization Models with Probabilistic Constraints
Darinka Dentcheva

3. Theoretical Framework for Comparing Several Stochastic Optimization Approaches
James C. Spall, Stacy D. Hill, David R. Stark

4. Optimization of Risk Measures
Andrzej Ruszczynski, Alexander Shapiro

Part II.Robust Optimization and Random Sampling

5. Sampled Convex Programs and Probabilistically Robust Design
Giuseppe Calafiore, Marco C. Campi

6. Tetris: A Study of Randomized Constraint Sampling
Vivek F. Farias, Benjamin Roy

7. Near Optimal Solutions to Least-Squares Problems with Stochastic Uncertainty
Giuseppe Calafiore, Fabrizio Dabbene

8. The Randomized Ellipsoid Algorithm for Constrained Robust Least Squares Problems
Stoyan Kanev, Michel Verhaegen

9. Randomized Algorithms for Semi-Infinite Programming Problems
Vladislav B. Tadic, Sean P. Meyn, Roberto Tempo

Part III.Probabilistic Methods in Identification and Control

10. A Learning Theory Approach to System Identification and Stochastic Adaptive Control
Mathukumalli Vidyasagar, Rajeeva L. Karandikar

11. Probabilistic Design of a Robust Controller Using a Parameter-Dependent Lyapunov Function
Yasuaki Oishi

12. Probabilistic Robust Controller Design: Probable Near Minimax Value and Randomized Algorithms
Yasumasa Fujisaki, Yasuaki Kozawa

13. Sampling Random Transfer Functions
Constantino M. Lagoa, Xiang Li, Maria Cecilia Mazzaro, Mario Sznaier

14. Nonlinear Systems Stability via Random and Quasi-Random Methods
Peter F. Hokayem, Silvia Mastellone, Chaouki T. Abdallah

15. Probabilistic Control of Nonlinear Uncertain Systems
Qian Wang, Robert F. Stengel

16. Fast Randomized Algorithms for Probabilistic Robustness Analysis
Xinjia Chen, Kemin Zhou, Jorge Aravena

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Keywords: TECHNOLOGY & ENGINEERING / General TEC000000