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On safe tractable approximations of chance-constrained linear matrix inequalities with partly dependent perturbations.

Cheung, Sin Shuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 55-59). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Preliminaries --- p.5 / Chapter 2.1 --- Heuristics by Hoeffding and Janson --- p.5 / Chapter 2.2 --- Facts in Matrix Theory --- p.10 / Chapter 2.3 --- Facts in Probability --- p.11 / Chapter 3 --- General Chance-Constrained LMIs --- p.18 / Chapter 3.1 --- Probability Inequalities --- p.18 / Chapter 3.2 --- Safe Tractable Approximations --- p.22 / Chapter 4 --- Chance-Constrained Quadratically Perturbed LMIs --- p.27 / Chapter 4.1 --- Exact Proper Fractional Covers --- p.27 / Chapter 4.2 --- Bounding the Matrix Moment Generating Functions --- p.32 / Chapter 5 --- Computational Study --- p.39 / Chapter 5.1 --- Update Procedures for Safe Tractable Approximations --- p.39 / Chapter 5.2 --- A Numerical Example and Comparisons --- p.44 / Chapter 6 --- Conclusion --- p.54 / Bibliography --- p.55

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327512
Date January 2011
ContributorsCheung, Sin Shuen., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vii, 59 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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