Chapter Ten. Approximating Chance Constrained CQIs and LMIs

Chapters in this book

1. Frontmatter i
2. Contents v
3. Preface ix
4. Part I. Robust Linear Optimization
5. Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts 3
6. Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints 27
7. Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems 67
8. Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints 81
9. Part II. Robust Conic Optimization
10. Chapter Five. Uncertain Conic Optimization: The Concepts 149
11. Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs 159
12. Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems 179
13. Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs 203
14. Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems 225
15. Chapter Ten. Approximating Chance Constrained CQIs and LMIs 235
16. Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems 279
17. Chapter Twelve. Robust Classi¯cation and Estimation 301
18. Part III. Robust Multi-Stage Optimization
19. Chapter Thirteen. Robust Markov Decision Processes 341
20. Chapter Fourteen. Robust Adjustable Multistage Optimization 355
21. Part IV. Selected Applications
22. Chapter Fifteen. Selected Applications 417
23. Appendix A: Notation and Prerequisites 447
24. Appendix B: Some Auxiliary Proofs 469
25. Appendix C: Solutions to Selected Exercises 511
26. Bibliography 531
27. Index 539