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Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization

Sin-Shuen Cheung, Anthony Man-Cho So, Kuncheng Wang. Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization. SIAM Journal on Optimization, 22(4):1394-1430, 2012. [doi]

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