Treffer: Theory and Applications of Robust Optimization
Title:
Theory and Applications of Robust Optimization
Source:
SIAM review (Print). 53(3):464-501
Publisher Information:
Philadelphia, PA: Society for Industrial and Applied Mathematics, 2011.
Publication Year:
2011
Physical Description:
print, 137 ref
Original Material:
INIST-CNRS
Subject Terms:
Control theory, operational research, Automatique, recherche opérationnelle, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse mathématique, Mathematical analysis, Théorie des opérateurs, Operator theory, Calcul des variations et contrôle optimal, Calculus of variations and optimal control, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Optimisation et calcul variationnel numériques, Numerical methods in optimization and calculus of variations, Méthodes de calcul scientifique (y compris calcul symbolique, calcul algébrique), Methods of scientific computing (including symbolic computation, algebraic computation), Apprentissage, Learning, Aprendizaje, Calcul scientifique, Scientific computation, Computación científica, Enquête, Survey, Encuesta, Finance, Finanzas, Ingénierie, Engineering, Ingeniería, Mathématiques appliquées, Applied mathematics, Matemáticas aplicadas, Modélisation, Modeling, Modelización, Multiétage, Multistage, Poliescalonado, Méthode optimisation, Optimization method, Método optimización, Méthode statistique, Statistical method, Método estadístico, Méthodologie, Methodology, Metodología, Optimisation, Optimization, Optimización, Prise de décision, Decision making, Toma decision, Puissance, Power, Potencia, Recherche, Research, Investigación, Robustesse, Robustness, Robustez, Statistique, Statistics, Estadística, Superficie, Area, 47A10, 49XX, 65K10, 65Kxx, 68T05, Problème décision, 90C31, 93B40, 93D21, adaptable optimization, applications of robust optimization, robust optimization, robustness
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Sloan School of Management and Operations Research Center, Massachusetts Institute of Tech nology, E40-147, Cambridge, MA 02139, United States
Fuqua School of Business, Duke University, 100 Fuqua Drive, Box 90120, Durham, NC 27708, United States
Department of Electrical and Computer Engineering, The University of Texas at Austin, 1 University Station, Austin, TX 78712, United States
Fuqua School of Business, Duke University, 100 Fuqua Drive, Box 90120, Durham, NC 27708, United States
Department of Electrical and Computer Engineering, The University of Texas at Austin, 1 University Station, Austin, TX 78712, United States
ISSN:
0036-1445
Rights:
Copyright 2015 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Accession Number:
edscal.24523431
Database:
PASCAL Archive
Weitere Informationen
In this paper we survey the primary research, both theoretical and applied, in the area of robust optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying prominent theoretical results of RO, we also present some recent results linking RO to adaptable models for multistage decision-making problems. Finally, we highlight applications of RO across a wide spectrum of domains, including finance, statistics, learning, and various areas of engineering.