Robust Optimization
by A. Ben-Tal, L. El Ghaoui, A. Nemirovski
Publisher: Princeton University Press 2009
ISBN/ASIN: B0087I5CBO
Number of pages: 570
Description:
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.
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