We consider a conic-quadratic (and in particular a quadratically constrained) optimization problem with uncertain data, known only to reside in some uncertainty set U. The robust ...
Abstract. Robust Optimization (RO) is a modeling methodology, combined with computational tools, to process optimization problems in which the data are uncertain and is only known ...
We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
: The paper considers a model validation problem for a class of uncertain systems in which the uncertainty is described by an integral quadratic constraint and the uncertain system...
Stability in presence of bounded uncertain time-varying delays in the feedback loop of a system is studied. The delay parameter is assumed to be an unknown time-varying function f...