Robust optimization

Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski

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

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Year of publication:	[2009]
Authors:	Ben-Tal, Aharon ; El Ghaoui, Laurent ; Nemirovskij, Arkadij S.
Publisher:	Princeton, NJ : Princeton University Press
Subject:	Mathematische Optimierung \| Mathematical programming \| Robustes Verfahren \| Robust statistics \| Theorie \| Theory \| Optimierung \| Robustheit \| Lineare Optimierung
Description of contents:	Table of Contents [gbv.de] ; Table of Contents [bvbr.bib-bvb.de] ; Description [zbmath.org]

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Extent:	xxii, 542 Seiten Diagramme
Series:	Princeton series in applied mathematics
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Lehrbuch
Language:	English
Notes:	Literaturverzeichnis Seiten [531] - 538 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.
ISBN:	978-0-691-14368-2 ; 0-691-14368-4
Classification:	Angewandte Mathematik
Source:	ECONIS - Online Catalogue of the ZBW

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