An improved probability bound for the Approximate S-Lemma

The purpose of this note is to give a probability bound on symmetric matrices to improve an error bound in the Approximate S-Lemma used in establishing levels of conservatism results for approximate robust counterparts.

• Type: Journal
• Year: 2007
• Where: ORL
• Authors: Kürsad Derinkuyu, Mustafa Ç. Pinar, Ahmet Camci
• Keywords: Approximate Robust Counterparts, Approximate S-Lemma, ORL 2007, Symmetric Matrices