Robust optimization /
Ben-Tal, Aharon
Robust optimization / Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski. - 1a ed. - Princeton, New Jersey : Princeton University Press, 2009 - xxii, 542 p. : il. ; 27 cm. - Princeton series in applied mathematics .
Bibliografía : p. 531-538 e índice
Contenido : Parte 1 Robust Linear Optimization -- Capítulo 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Capítulo 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Capítulo 3. Globalized Robust Counterparts of Uncertain LO Problems -- Capítulo 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Parte2 Robust Conic Optimization -- Capítulo 5. Uncertain Conic Optimization: The Concepts -- Capítulo 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Capítulo 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Capítulo 8. Uncertain Semidefinite Problems with Tractable RCs -- Capítulo 9. Approximating RCs of Uncertain Semidefinite Problems -- Capítulo 10. Approximating Chance Constrained CQIs and LMIs -- Capítulo 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Capítulo 12. Robust Classification and Estimation -- Parte 3. Robust Multi-Stage Optimization -- Capítulo 13. Robust Markov Decision Processes -- Capítulo 14. Robust Adjustable Multistage Optimization -- Parte 4. Selected Applications -- Capítulo 15. Selected Applications -- Apéndice A. Notation and Prerequisites -- Apéndice B. Some Auxiliary Proofs -- Apéndice C. Solutions to Selected Exercises -- Indice.
9780691143682
Optimización robusta--Matemáticas
Programación lineal
QA402.5 / B46 2009
Robust optimization / Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski. - 1a ed. - Princeton, New Jersey : Princeton University Press, 2009 - xxii, 542 p. : il. ; 27 cm. - Princeton series in applied mathematics .
Bibliografía : p. 531-538 e índice
Contenido : Parte 1 Robust Linear Optimization -- Capítulo 1. Uncertain Linear Optimization Problems and their Robust Counterparts -- Capítulo 2. Robust Counterpart Approximations of Scalar Chance Constraints -- Capítulo 3. Globalized Robust Counterparts of Uncertain LO Problems -- Capítulo 4. More on Safe Tractable Approximations of Scalar Chance Constraints -- Parte2 Robust Conic Optimization -- Capítulo 5. Uncertain Conic Optimization: The Concepts -- Capítulo 6. Uncertain Conic Quadratic Problems with Tractable RCs -- Capítulo 7. Approximating RCs of Uncertain Conic Quadratic Problems -- Capítulo 8. Uncertain Semidefinite Problems with Tractable RCs -- Capítulo 9. Approximating RCs of Uncertain Semidefinite Problems -- Capítulo 10. Approximating Chance Constrained CQIs and LMIs -- Capítulo 11. Globalized Robust Counterparts of Uncertain Conic Problems -- Capítulo 12. Robust Classification and Estimation -- Parte 3. Robust Multi-Stage Optimization -- Capítulo 13. Robust Markov Decision Processes -- Capítulo 14. Robust Adjustable Multistage Optimization -- Parte 4. Selected Applications -- Capítulo 15. Selected Applications -- Apéndice A. Notation and Prerequisites -- Apéndice B. Some Auxiliary Proofs -- Apéndice C. Solutions to Selected Exercises -- Indice.
9780691143682
Optimización robusta--Matemáticas
Programación lineal
QA402.5 / B46 2009