Book eBook
language: english
Publisher: Princeton University Press, August of 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.

Robust Optimization

by Aharon Ben-Tal, Laurent El Ghaoui e Arkadi Nemirovski

Property Description
ISBN: 9780691143682
Publisher: Princeton University Press
Release Date: August of 2009
Language: English
Cover: Hardcover
Pages: 576
Format: Book
Collection: Princeton Series In Applied Mathematics
Categories: Books in English > Science > Mathematics
EAN: 9780691143682

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