Selected topics in robust convex optimization

DOI10.1007/s10107-006-0092-2zbMath1135.90046OpenAlexW2089326092WikidataQ57392913 ScholiaQ57392913MaRDI QIDQ995791

Arkadi Nemirovski, Aharon Ben-Tal

Publication date: 10 September 2007

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0092-2

zbMATH Keywords

chance constraintsoptimization under uncertaintyrobust linear control

Mathematics Subject Classification ID

Semidefinite programming (90C22) Quadratic programming (90C20) Linear programming (90C05) Stochastic programming (90C15) Semi-infinite programming (90C34)

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