Robust Optimization - Ben-Tal, Aharon; El Ghaoui, Laurent; Nemirovski, Arkadi (Princeton University Press, 2009)
Keywords: Accuracy and precision; Additive model; Almost surely; Approximation; Approximation algorithm; Best, worst and average case; Bifurcation theory; Big O notation; Candidate solution; Central limit theorem; Chaos theory; Coefficient; Computational complexity theory; Constrained optimization; Convex hull; Convex optimization; Convex set; Cumulative distribution function; Curse of dimensionality; Decision problem; Decision rule; Degeneracy (mathematics); Diagram (category theory); Duality (optimization); Dynamic programming; Exponential function; Feasible region; Floor and ceiling functions; For All Practical Purposes; Free product; General Topics for Engineers; Ideal solution; Identity matrix; Inequality (mathematics); Infimum and supremum; Integer programming; Law of large numbers; Likelihood-ratio test; Linear dynamical system; Linear inequality; Linear map; Linear matrix inequality; Linear programming; Linear regression; Loss function; Margin classifier; Markov chain; Markov decision process; Mathematical optimization; MATHEMATICS; MATHEMATICS / Linear & Nonlinear Programming; Mathematische Optimierung; Max-plus algebra; Maxima and minima; Multivariate normal distribution; Norm (mathematics); Normal distribution; NP-hardness; Optimal control; Optimization problem; Orientability; P versus NP problem; Pairwise; Parameter; Parametric family; Probability; Probability distribution; Proportionality (mathematics); Quantity; Random variable; Relative interior; Robust control; Robust decision-making; Robust optimization; Robustes Verfahren; Semi-infinite; Sensitivity analysis; Simple set; Singular value; Skew-symmetric matrix; Slack variable; Special case; Spherical model; Spline (mathematics); State variable; Stochastic; Stochastic calculus; Stochastic control; Stochastic optimization; Stochastic programming; Strong duality; Support vector machine; Theorem; Theorie; Time complexity; Uncertainty; Uniform distribution (discrete); Unimodality; Upper and lower bounds; Variable (mathematics)