Details

Autor(en) / Beteiligte

• Ben-Tal, Aharon
• Ghaoui, Laurent El
• Nemirovski, Arkadi

Titel

Robust optimization

Auflage

1

Ort / Verlag

Princeton: Princeton University Press

Erscheinungsjahr

2009

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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 operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution.