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@jemoka / Jemoka Knowledge Base / wiki/concepts/stochastic_robust_least_squares.md
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--- title: "Stochastic Robust Least Squares" type: concept source: https://www.jemoka.com/posts/kbhstochastic_robust_least_squares/ confidence: high status: active --- Consider the Robust Approximation problem: Robust Approximation Minimize \(\norm{Ax - b}\) with uncertain \(A\); two approaches— stochastic: minimize \(\mathbb{E}\norm{Ax -b }\) worst-case: set \(\mathcal{A}\) of possible values of \(A\), minimize \(\text{sup}_{A \in A} \norm{Ax - b}\)