Robust optimization

Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of r...

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Bibliographic Details
Main Author: Ben-Tal, A.
Other Authors: El Ghaoui, Laurent., Nemirovskiĭ, Arkadiĭ Semenovich.
Format: Electronic
Language:English
Published: Princeton : Princeton University Press, ©2009.
Series:Princeton series in applied mathematics.
Subjects:
Online Access:View fulltext via EzAccess
Description
Summary:Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to opera.
Physical Description:1 online resource (xxii, 542 pages) : illustrations.
Bibliography:Includes bibliographical references and index.
ISBN:9781400831050 (electronic bk.)
1400831059 (electronic bk.)
1282259288
9781282259287