Robust optimization / Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski.
Material type: TextSeries: Princeton series in applied mathematicsPublication details: Princeton, New Jersey : Princeton University Press, 2009Edition: 1a edDescription: xxii, 542 p. : il. ; 27 cmISBN:- 9780691143682
- QA402.5 B46 2009
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Libro | Biblioteca del Posgrado en Ingeniería Eléctrica General | QA402.5 B46 2009 (Browse shelf(Opens below)) | 1 | Available | PBIE000000055 |
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QA402 .37 O57 2007 Applied stochastic control of jump diffusions / | QA402 .37 S45 2009 Stochastic control in discrete and continuous time / | QA402.37 Y66 1999 Stochastic controls | QA402.5 B46 2009 Robust optimization / | QA402.5 B47 1996 Constrained optimization and Lagrange multiplier methods | QA402.5 B69 r2013 Convex optimization / | QA402 .5 C37 1991 Infinite horizon optical control : |
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.
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