Uncertain convex programs: randomized solutions and confidence levels

Giuseppe C. Calafiore, Marco C. Campi. Uncertain convex programs: randomized solutions and confidence levels. Math. Program., 102(1):25-46, 2005. [doi]

@article{CalafioreC05,
  title = {Uncertain convex programs: randomized solutions and confidence levels},
  author = {Giuseppe C. Calafiore and Marco C. Campi},
  year = {2005},
  doi = {10.1007/s10107-003-0499-y},
  url = {http://dx.doi.org/10.1007/s10107-003-0499-y},
  tags = {C++},
  researchr = {https://researchr.org/publication/CalafioreC05},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {102},
  number = {1},
  pages = {25-46},
}