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  • Autor: AHARON BEN-TALLAURENT EL GHAOUIARKADI NEMIROVSKI
  • Editor: Princeton university press
  • Los datos publicados: 2009-08-10
  • ISBN: 9781400831050
  • Formato de libro: PDF, Epub, DOCx, TXT
  • Numero de paginas: pages
  • Tamaño del archivo: 51MB
  • Clasificacion:

Sinopsis de Robust optimization de AHARON BEN-TALLAURENT EL GHAOUIARKADI NEMIROVSKI:

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 operate under lack of full information on the nature of uncertainty- to model the problem in a form that can be solved efficiently- and to provide guarantees about the performance of the solution.

The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations.

An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

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Comentarios

Alsalen

Este libro es simplemente increíble

Shirely

bajo este libro parece que esta bueno , agradesco su gran colaboración

Ishnfyn

honestamente puede decir que fue una de las mejores cosas que jamás he leído

Adontrius

Un libro sobre los favoritos estantería, mucho tiempo sin verte!

Gagrinn

gracias por el libro, se te agradece el aporte

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