SIAM review, 2011-01, Vol.53 (3), p.464-501
2011
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Details
- Autor(en) / Beteiligte
- Titel
- Theory and Applications of Robust Optimization
- Ist Teil von
- SIAM review, 2011-01, Vol.53 (3), p.464-501
- Ort / Verlag
- Philadelphia, PA: Society for Industrial and Applied Mathematics
- Erscheinungsjahr
- 2011
- Quelle
- Business Source Ultimate
- Beschreibungen/Notizen
- In this paper we survey the primary research, both theoretical and applied, in the area of robust optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multistage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0036-1445eISSN: 1095-7200DOI: 10.1137/080734510Titel-ID: cdi_proquest_journals_916596520
- Format
- –
- Schlagworte
- Algorithms, Analysis, Approximation, Calculus of variations and optimal control, Computer science, Covariance, Decision making, Dynamic programming, Exact sciences and technology, Linear programming, Mathematical analysis, Mathematical programming, Mathematical robustness, Mathematics, Matrices, Methods of scientific computing (including symbolic computation, algebraic computation), Motivation, Numerical analysis, Numerical analysis. Scientific computation, Numerical methods in mathematical programming, optimization and calculus of variations, Numerical methods in optimization and calculus of variations, Operator theory, Optimization, Robust control, Robust optimization, Sciences and techniques of general use, Stochastic models, Studies, SURVEY and REVIEW, Textbooks