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Proceedings of 35th IEEE Conference on Decision and Control
The relationship between soft vs. hard bounds and probabilistic vs. worst-case problem formulations for robustness analysis has been a source of some apparent confusion in the control community, and this paper will attempt to clarify some of these issues. Essentially, worst-case analysis involves computing the maximum of a function which measures performance over some set of uncertainty. Probabilistic analysis assumes some distribution on the uncertainty and computes the resulting probabilitydoi:10.1109/cdc.1996.573688 fatcat:6ohdk3nllvcshau6nx4wuv3zia