Stochastic Robust Least Squares

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}