Robust Optimization

Name: Robust Optimization
Brand: Princeton University Press
SKU: 1937261
Author: Aharon Ben-Tal

Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski

Princeton University Press

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Krátký popis

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.

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