Robust Optimization (Princeton Series in Applied Mathematics): 28

Robust Optimization (Princeton Series in Applied Mathematics): 28

by Laurent El Ghaoui (Author), Arkadi Nemirovski (Author), Laurent El Ghaoui (Author), Arkadi Nemirovski (Author), Aharon Ben-Tal (Author)

Synopsis

Features simple treatment of uncertain linear programming. This book also presents an analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach.

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More Information

Format: Hardcover
Pages: 566
Publisher: Princeton University Press
Published: 15 Oct 2015

ISBN 10: 0691143684
ISBN 13: 9780691143682