Robust Optimization

Aharon Ben-Tal, Arkadi Nemirovski, Laurent El Ghaoui

Princeton University Press, 2009

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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.

ISBN-13
9780691143682
ISBN-10
0691143684
Publisher
Princeton University Press
Year
2009
Publication date
2009-08-30
Pages
576
Dimensions
261x187x36
Weight
1248