Robust optimization / Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski.

Author/creator Ben-Tal, A.
Other author El Ghaoui, Laurent.
Other author Nemirovskiĭ, A. S. (Arkadiĭ Semenovich)
Format Electronic
Publication InfoPrinceton : Princeton University Press,
Descriptionxxii, 542 p. : ill. ; 27 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesPrinceton series in applied mathematics
Princeton series in applied mathematics. ^A517163
Contents Pt. I. Robust Linear Optimization -- Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems -- Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Pt. II. Robust Conic Optimization -- Ch. 5. Uncertain Conic Optimization: The Concepts -- Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Ch. 8. Uncertain Semidefinite Problems with Tractable RCs -- Ch. 9. Approximating RCs of Uncertain Semidefinite Problems -- Ch. 10. Approximating Chance Constrained CQIs and LMIs -- Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Ch. 12. Robust Classification and Estimation -- Pt. III. Robust Multi-Stage Optimization -- Ch. 13. Robust Markov Decision Processes -- Ch. 14. Robust Adjustable Multistage Optimization -- Pt. IV. Selected Applications -- Ch. 15. Selected Applications -- App. A. Notation and Prerequisites -- App. B. Some Auxiliary Proofs -- App. C. Solutions to Selected Exercises -- Index.
Summary Robust optimization is a fairly new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. The authors are the principal developers of robust optimization.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2009013229
ISBN9780691143682 (hardcover : alk. paper)
ISBN0691143684 (hardcover : alk. paper)

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