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This paper addresses a family of robustness problems in which the system under consideration is affected by interval matrix uncertainty. The main contribution of the paper is a new vertex result that drastically reduces the number of extreme realizations required to check robust feasibility. This vertex result allows one to solve, in a deterministic way and without introducing conservatism, the corresponding...
This paper introduces a theoretical framework for the development of randomized algorithms for quadratic stability of uncertain systems affected by structured and unstructured uncertainty. We propose a general duality setting which deals with a probabilistic version of the classical primal-dual problems. In particular, the probabilistic primal problem is defined so that a Linear Matrix Inequality...
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