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  Robust Optimization(2009) BEN-TAL, AHARON,EL GHAOUI, LAURENT,NEMIROVSKI, ARKADI

  Features simple treatment of uncertain linear programming. This book also presents an analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach.

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  BEN-TAL, AHARON,EL GHAOUI, LAURENT,NEMIROVSKI, ARKADI

  Robust Optimization

  Features simple treatment of uncertain linear programming. This book also presents an analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach.

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