Robust Optimization

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.

• | By (Author): Aharon Ben-Tal
• | Publisher: Princeton University Press
• | Publication Date: Aug 30, 2009
• | Country of Publication: United States
• | Number of Pages: 576 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 0691143684
• | ISBN-13: 9780691143682