![]() It is shown that for a wide class of distributions, called log-concave symmetric distributions, the PCLP is a convex program. The PCLP is the counterpart of the classical linear program, where it is assumed that there is random uncertainty in the constraints and, therefore, the deterministic constraints are replaced by probabilistic ones. ![]() N2 - The focal point of this paper is the Probabilistically Constrained Linear Program (PCLP) and how it can be applied to control system design under risk constraints. T1 - Application of probabilistically constrained linear programs to risk-adjusted controller design
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