| Article ID: | iaor20084093 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 6 |
| Start Page Number: | 743 |
| End Page Number: | 746 |
| Publication Date: | Nov 2007 |
| Journal: | Operations Research Letters |
| Authors: | Pnar Mustafa, Derinkuyu Krad, Camc Ahmet |
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.