An improved probability bound for the Approximate S-Lemma
Date
2007
Authors
Derinkuyu, K.
Pınar, M. Ç.
Camcı, A.
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Abstract
The purpose of this note is to give a probability bound on symmetric matrices to improve an error bound in the Approximate S-Lemma used in establishing levels of conservatism results for approximate robust counterparts.
Source Title
Operations Research Letters
Publisher
Elsevier
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Language
English