1.

Apkarian, P., Tuan, H.D.: Parameterized LMIs in control theory. SIAM J. Control Optim

**38** (4), 1241–1264 (2000)

CrossRefMathSciNet2.

Barmish, B.R., Sherbakov, P.: On avoiding vertexization of robustness problems: the approximate feasibility concept. IEEE Trans. Aut. Control

**47**, 819–824 (2002)

CrossRefMathSciNet3.

Ben-Tal, A., Nemirovski, A.: Robust truss topology design via semidefinite programming. SIAM J. Optim

**7** (4), 991–1016 (1997)

CrossRefMathSciNet4.

Ben-Tal, A., Nemirovski, A.: Robust convex optimization. Math. Oper. Res.

**23** (4), 769–805 (1998)

MathSciNet5.

Ben-Tal, A., Nemirovski, A.: Robust solutions of uncertain linear programs. Oper. Res. Lett.

**25** (1), 1–13 (1999)

CrossRefMathSciNet6.

Ben-Tal, A., Nemirovski, A.: On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty. SIAM J. Optim.

**12** (3), 811–833 (2002)

CrossRefMathSciNet7.

Calafiore, G., Campi, M.C., El Ghaoui, L.: Identification of reliable predictor models for unknown systems: a data-consistency approach based on learning theory. In: Proceedings of IFAC 2002 World Congress, Barcelona, Spain, 2002

8.

Calafiore, G., Dabbene, F.: A probabilistic framework for problems with real structured uncertainty in systems and control. Automatica

**38** (8), 1265–1276 (2002)

CrossRefMathSciNet9.

Calafiore, G., Polyak, B.: Stochastic algorithms for exact and approximate feasibility of robust LMIs. IEEE Trans. Aut. Control

**46** (11), 1755–1759, November 2001

CrossRefMathSciNet10.

Charnes, A., Cooper, W.W.: Chance constrained programming. Manag. Sci.

**6**, 73–79 (1959)

MATHMathSciNetCrossRef11.

Dantzig, G.B.: Linear programming under uncertainty. Manage. Sci.

**1**, 197–206 (1955)

MATHMathSciNet12.

de Farias, D.P., Van Roy, B.: On constraint sampling in the linear programming approach to approximate dynamic programming. Technical Report Dept. Management Sci. Stanford University, 2001

13.

El Ghaoui, L., Calafiore, G.: Robust filtering for discrete-time systems with bounded noise and parametric uncertainty IEEE Trans. Aut. Control

**46** (7), 1084–1089, July 2001

CrossRef14.

El Ghaoui, L., Lebret, H.: Robust solutions to least-squares problems with uncertain data. SIAM J. Matrix Anal. Appl.

**18** (4), 1035–1064 (1997)

CrossRef15.

El Ghaoui, L., Lebret, H.: Robust solutions to uncertain semidefinite programs. SIAM J. Optim.

**9** (1), 33–52 (1998)

CrossRefMathSciNet16.

Goberna, M.A., Lopez, M.A.: Linear Semi-Infinite Optimization. Wiley, 1998

17.

Goemans, M.X., Williamson, D.P.: .878-approximation for MAX CUT and MAX 2SAT. Proc. 26th ACM Sym. Theor. Computing, 1994, pp. 422–431

18.

Guestrin, C., Koller, D., Parr, R.: Efficient solution algorithms for factored MDPs. To appear in J. Artificial Intelligence Research, submitted 2002

19.

Hoeffding, W.: Probability inequalities for sums of bounded random variables. J. Am. Statistical Association

**58**, 13–30 (1963)

MATHMathSciNet20.

Kelley, J.E.: The cutting-plane method for solving convex programs. J. Soc. Ind. Appl. Math.

**8** (4), 703–712 (1961)

MathSciNet21.

Krishnan, K.: Linear programming (LP) approaches to semidefinite programming (SDP) problems. Rensselaer Polytechnic Institute, Ph.D. Thesis, Troy, New York, 2001

22.

Lobo, M., Vandenberghe, L., Boyd, S., Lebret, H.: Applications of second-order cone programming. Linear Algebra and its Applications **284**, 193–228 November 1998

23.

Luebbecke, M.E., Desrosiers, J.: Selected topics in column generation. Les Cahiers de GERAD G-2002-64, 2002, pp. 193–228

24.

Morrison, J.R., Kumar, P.R.: New linear program performance bound for queuing networks J. Optim. Theor. Appl.

**100** (3), 575–597 (1999)

CrossRefMathSciNet25.

Motwani, R., Raghavan, P.: Randomized Algorithms. Cambridge University Press, Cambridge, 1995

26.

Mulvey, J.M., Vanderbei, R.J., Zenios, S.A.: Robust optimization of large-scale systems. Oper. Res.

**43**, 264–281 (1995)

MATHMathSciNet27.

Prékopa, A.: Stochastic Programming. Kluwer, 1995

28.

Schuurmans, D., Patrascu, R.: Direct value-approximation for factored MDPs. Adv. Neural Infor. Processing (NIPS), 2001

29.

Shapiro, A., Homem-de-Mello, T.: On rate of convergence of Monte Carlo approximations of stochastic programs. SIAM J. Optim.

**11**, 70–86 (2000)

CrossRefMATHMathSciNet30.

Still, G.: Discretization in semi-infinite programming: Rate of convergence. Math. Program. Ser. A

**91**, 53–69 (2001)

MATHMathSciNet31.

Todd, M.J.: Semidefinite optimization. Acta Numerica

**10**, 515–560 (2001)

CrossRefMATHMathSciNet32.

Vandenberghe, L., Boyd, S.: Semidefinite programming. SIAM Rev.

**38** (1), 49–95, March 1996

MathSciNet33.

Vapnik, V.N., Ya.Chervonenkis, A.: On the uniform convergence of relative frequencies to their probabilities. Theor. Probab. Appl.

**16** (2), 264–280 (1971)

MathSciNet34.

Vidyasagar, M.: A theory of learning and generalization. Springer-Verlag, London, 1997