TY - GEN T1 - Robust optimization T2 - Princeton series in applied mathematics. A1 - Ben-Tal, A. A2 - El Ghaoui, Laurent A2 - Nemirovskiĭ, A. S. (Arkadiĭ Semenovich) LA - English PP - Princeton PB - Princeton University Press YR - 2009 UL - https://ebooks.jgu.edu.in/Record/ebsco_acadsubs_ocn439040007 AB - 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 opera. OP - 542 CN - QA402.5 .B445 2009eb SN - 9781400831050 SN - 1400831059 SN - 1282259288 SN - 9781282259287 SN - 9786612259289 SN - 6612259280 SN - 9780691143682 SN - 0691143684 KW - Robust optimization. KW - Linear programming. KW - Optimisation robuste. KW - Programmation linéaire. KW - MATHEMATICS : Optimization. KW - MATHEMATICS : Linear & Nonlinear Programming. KW - Linear programming KW - Robust optimization KW - 0O. KW - Accuracy and precision. KW - Additive model. KW - Almost surely. KW - Approximation algorithm. KW - Approximation. KW - Best, worst and average case. KW - Bifurcation theory. KW - Big O notation. KW - Candidate solution. KW - Central limit theorem. KW - Chaos theory. KW - Coefficient. KW - Computational complexity theory. KW - Constrained optimization. KW - Convex hull. KW - Convex optimization. KW - Convex set. KW - Cumulative distribution function. KW - Curse of dimensionality. KW - Decision problem. KW - Decision rule. KW - Degeneracy (mathematics). KW - Diagram (category theory). KW - Duality (optimization). KW - Dynamic programming. KW - Exponential function. KW - Feasible region. KW - Floor and ceiling functions. KW - For All Practical Purposes. KW - Free product. KW - Ideal solution. KW - Identity matrix. KW - Inequality (mathematics). KW - Infimum and supremum. KW - Integer programming. KW - Law of large numbers. KW - Likelihood-ratio test. KW - Linear dynamical system. KW - Linear inequality. KW - Linear map. KW - Linear matrix inequality. KW - Linear regression. KW - Loss function. KW - Margin classifier. KW - Markov chain. KW - Markov decision process. KW - Mathematical optimization. KW - Max-plus algebra. KW - Maxima and minima. KW - Multivariate normal distribution. KW - NP-hardness. KW - Norm (mathematics). KW - Normal distribution. KW - Optimal control. KW - Optimization problem. KW - Orientability. KW - P versus NP problem. KW - Pairwise. KW - Parameter. KW - Parametric family. KW - Probability distribution. KW - Probability. KW - Proportionality (mathematics). KW - Quantity. KW - Random variable. KW - Relative interior. KW - Robust control. KW - Robust decision-making. KW - Semi-infinite. KW - Sensitivity analysis. KW - Simple set. KW - Singular value. KW - Skew-symmetric matrix. KW - Slack variable. KW - Special case. KW - Spherical model. KW - Spline (mathematics). KW - State variable. KW - Stochastic calculus. KW - Stochastic control. KW - Stochastic optimization. KW - Stochastic programming. KW - Stochastic. KW - Strong duality. KW - Support vector machine. KW - Theorem. KW - Time complexity. KW - Uncertainty. KW - Uniform distribution (discrete). KW - Unimodality. KW - Upper and lower bounds. KW - Variable (mathematics). KW - Virtual displacement. KW - Weak duality. KW - Wiener filter. KW - With high probability. KW - Without loss of generality. ER -