Robust Optimization /

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

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Robust optimization is still a relatively 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. Written by the principal developers of r...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton Series in Applied Mathematics eBook-Package
VerfasserIn:
Ben-Tal, Aharon,
El Ghaoui, Laurent,
Nemirovski, Arkadi,
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2009]
©2009
Year of Publication:2009
Edition:Course Book
Language:English
Series:Princeton Series in Applied Mathematics ; 28
Online Access:
Physical Description:1 online resource (576 p.) :; 36 line illus. 41 tables.
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Table of Contents:
  • Frontmatter
  • Contents
  • Preface
  • Part I. Robust Linear Optimization
  • Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts
  • Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints
  • Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems
  • Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints
  • Part II. Robust Conic Optimization
  • Chapter Five. Uncertain Conic Optimization: The Concepts
  • Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs
  • Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems
  • Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs
  • Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems
  • Chapter Ten. Approximating Chance Constrained CQIs and LMIs
  • Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems
  • Chapter Twelve. Robust Classi¯cation and Estimation
  • Part III. Robust Multi-Stage Optimization
  • Chapter Thirteen. Robust Markov Decision Processes
  • Chapter Fourteen. Robust Adjustable Multistage Optimization
  • Part IV. Selected Applications
  • Chapter Fifteen. Selected Applications
  • Appendix A: Notation and Prerequisites
  • Appendix B: Some Auxiliary Proofs
  • Appendix C: Solutions to Selected Exercises
  • Bibliography
  • Index

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