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

By: Contributor(s): Material type: TextTextSeries: Princeton series in applied mathematicsPublication details: Princeton, New Jersey : Princeton University Press, 2009Edition: 1a edDescription: xxii, 542 p. : il. ; 27 cmISBN:
  • 9780691143682
Subject(s): LOC classification:
  • QA402.5 B46 2009
Contents:
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Libro Libro Biblioteca del Posgrado en Ingeniería Eléctrica General QA402.5 B46 2009 (Browse shelf(Opens below)) 1 Available PBIE000000055

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.

There are no comments on this title.

to post a comment.

Powered by Koha