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Chapter Fifteen. Selected Applications
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Kapitel in diesem Buch
- Frontmatter i
- Contents v
- Preface ix
-
Part I. Robust Linear Optimization
- Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts 3
- Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints 27
- Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems 67
- Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints 81
-
Part II. Robust Conic Optimization
- Chapter Five. Uncertain Conic Optimization: The Concepts 149
- Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs 159
- Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems 179
- Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs 203
- Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems 225
- Chapter Ten. Approximating Chance Constrained CQIs and LMIs 235
- Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems 279
- Chapter Twelve. Robust Classi¯cation and Estimation 301
-
Part III. Robust Multi-Stage Optimization
- Chapter Thirteen. Robust Markov Decision Processes 341
- Chapter Fourteen. Robust Adjustable Multistage Optimization 355
-
Part IV. Selected Applications
- Chapter Fifteen. Selected Applications 417
- Appendix A: Notation and Prerequisites 447
- Appendix B: Some Auxiliary Proofs 469
- Appendix C: Solutions to Selected Exercises 511
- Bibliography 531
- Index 539
Kapitel in diesem Buch
- Frontmatter i
- Contents v
- Preface ix
-
Part I. Robust Linear Optimization
- Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts 3
- Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints 27
- Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems 67
- Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints 81
-
Part II. Robust Conic Optimization
- Chapter Five. Uncertain Conic Optimization: The Concepts 149
- Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs 159
- Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems 179
- Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs 203
- Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems 225
- Chapter Ten. Approximating Chance Constrained CQIs and LMIs 235
- Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems 279
- Chapter Twelve. Robust Classi¯cation and Estimation 301
-
Part III. Robust Multi-Stage Optimization
- Chapter Thirteen. Robust Markov Decision Processes 341
- Chapter Fourteen. Robust Adjustable Multistage Optimization 355
-
Part IV. Selected Applications
- Chapter Fifteen. Selected Applications 417
- Appendix A: Notation and Prerequisites 447
- Appendix B: Some Auxiliary Proofs 469
- Appendix C: Solutions to Selected Exercises 511
- Bibliography 531
- Index 539