Pt. I. Robust Linear Optimization
Ch. 1. Uncertain Linear Optimization Problems and their Robust Counterparts
Ch. 2. Robust Counterpart Approximations of Scalar Chance Constraints
Ch. 3. Globalized Robust Counterparts of Uncertain LO Problems
Ch. 4. More on Safe Tractable Approximations of Scalar Chance Constraints
Pt. II. Robust Conic Optimization
Ch. 5. Uncertain Conic Optimization: The Concepts
Ch. 6. Uncertain Conic Quadratic Problems with Tractable RCs
Ch. 7. Approximating RCs of Uncertain Conic Quadratic Problems
Ch. 8. Uncertain Semidefinite Problems with Tractable RCs
Ch. 9. Approximating RCs of Uncertain Semidefinite Problems
Ch. 10. Approximating Chance Constrained CQIs and LMIs
Ch. 11. Globalized Robust Counterparts of Uncertain Conic Problems
Ch. 12. Robust Classification and Estimation
Pt. III. Robust Multi-Stage Optimization
Ch. 13. Robust Markov Decision Processes
Ch. 14. Robust Adjustable Multistage Optimization
Pt. IV. Selected Applications
Ch. 15. Selected Applications
App. A. Notation and Prerequisites
App. B. Some Auxiliary Proofs
App. C. Solutions to Selected Exercises
Index.
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Robust optimization by A. Ben-Tal. ISBN 9780691143682. Published by Princeton University Press in 2009. Publication and catalogue information, links to buy online and reader comments.
