A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints

@article{AtaeiEsfahani2015APE,
  title={A probabilistic ellipsoid algorithm for linear optimization problems with uncertain LMI constraints},
  author={Armin Ataei-Esfahani and Qian Wang},
  journal={Automatica},
  year={2015},
  volume={52},
  pages={248-254}
}