TY  - BOOK
AU  - Ben-Tal,Aharon
AU  - El Ghaoui,Laurent
AU  - Nemirovski,Arkadi
TI  - Robust optimization
T2  - Princeton series in applied mathematics
SN  - 9780691143682
AV  - QA402.5 B46 2009
PY  - 2009///
CY  - Princeton, New Jersey
PB  - Princeton University Press
KW  - OptimizaciÃ³n robusta
KW  - MatemÃ¡ticas
KW  - ProgramaciÃ³n lineal
N1  - BibliografÃ­a : p. 531-538 e Ã­ndice; Contenido : Parte 1 Robust Linear Optimization -- CapÃ­tulo 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- CapÃ­tulo 2. Robust Counterpart Approximations of Scalar Chance Constraints -- CapÃ­tulo 3. Globalized Robust Counterparts of Uncertain LO Problems -- CapÃ­tulo 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Parte2 Robust Conic Optimization -- CapÃ­tulo 5. Uncertain Conic Optimization: The Concepts -- CapÃ­tulo 6. Uncertain Conic Quadratic Problems with Tractable RCs -- CapÃ­tulo 7. Approximating RCs of Uncertain Conic Quadratic Problems -- CapÃ­tulo 8. Uncertain Semidefinite Problems with Tractable RCs -- CapÃ­tulo 9. Approximating RCs of Uncertain Semidefinite Problems -- CapÃ­tulo 10. Approximating Chance Constrained CQIs and LMIs -- CapÃ­tulo 11. Globalized Robust Counterparts of Uncertain Conic Problems -- CapÃ­tulo 12. Robust Classification and Estimation -- Parte 3. Robust Multi-Stage Optimization -- CapÃ­tulo 13. Robust Markov Decision Processes -- CapÃ­tulo 14. Robust Adjustable Multistage Optimization -- Parte 4. Selected Applications -- CapÃ­tulo 15. Selected Applications -- ApÃ©ndice A. Notation and Prerequisites -- ApÃ©ndice B. Some Auxiliary Proofs -- ApÃ©ndice C. Solutions to Selected Exercises -- Indice
ER  -