2 papers
math.OC2026
Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization
Jaeseok Choi, Anand Deo, Constantino Lagoa +1
Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a pop…
math.OC2024
Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling
Jaeseok Choi, Anand Deo, Constantino Lagoa +1
The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability…