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 Info | Princeton : Princeton University Press, |
| Description | xxii, 542 p. : ill. ; 27 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | Princeton 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 note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2009013229 |
| ISBN | 9780691143682 (hardcover : alk. paper) |
| ISBN | 0691143684 (hardcover : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |