Robust Optimization - Ben-Tal, Aharon; El Ghaoui, Laurent; Nemirovski, Arkadi
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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.

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Produktbeschreibung
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.
Autorenporträt
Aharon Ben-Tal, Laurent El Ghaoui & Arkadi Nemirovski