Robust Optimization |
|
| Author:
| Ben-Tal, Aharon
El Ghaoui, Laurent
Nemirovski, Arkadi |
| Series title: | Princeton Series in Applied Mathematics Ser. |
| ISBN: | 978-0-691-14368-2 |
| Publication Date: | Aug 2009 |
| Publisher: | Princeton University Press
|
| Book Format: | Hardback |
| List Price: | USD $105.00 |
Book Description:
|
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.
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.