Constantino M. Lagoa, Xiang Li, Mario Sznaier. Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design. SIAM Journal on Optimization, 15(3):938-951, 2005. [doi]
@article{LagoaLS05,
title = {Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design},
author = {Constantino M. Lagoa and Xiang Li and Mario Sznaier},
year = {2005},
doi = {10.1137/S1052623403430099},
url = {http://dx.doi.org/10.1137/S1052623403430099},
tags = {design},
researchr = {https://researchr.org/publication/LagoaLS05},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {15},
number = {3},
pages = {938-951},
}