Agent independent probabilistic robustness certificates for robust optimization programs with uncertain quadratic cost
This paper focuses on a specific class of convex multi-agent programs, prevalent in many practical applications, where agents cooperate to minimize a common cost, expressed as a function of the aggregate decision and affected by uncertainty. We model uncertainty by means of scenarios and use an epig...
Main Authors: | , , |
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Format: | Conference item |
Language: | English |
Published: |
IEEE
2021
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