000			02096nam a22002417a 4500
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008			140612t nju||||| |||| 00| 0 eng d
020			_a9780691143682
050	0	4	_aQA402.5 _bB46 2009
100	1		_aBen-Tal, Aharon
245	1	0	_aRobust optimization / _cAharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski.
250			_a1a ed.
260			_aPrinceton, New Jersey : _bPrinceton University Press, _c2009
300			_axxii, 542 p. : _bil. ; _c27 cm.
490	0		_aPrinceton series in applied mathematics
504			_aBibliografía : p. 531-538 e índice
505	0		_aContenido : 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.
650		4	_aOptimización robusta _xMatemáticas
650		4	_aProgramación lineal
700	1		_aEl Ghaoui, Laurent, _ecoaut.
700	1		_aNemirovski, Arkadi, _ecoaut.
942			_2lcc _cLIB
999			_c57170 _d57170