Robust Optimization

Robust Optimization
A. Bental, L. El Ghaoui, A. Nemirovski.
Publisher's book web site

Bibtex reference:

@book{BEN:09,
	Author = {Ben-Tal, A. and El Ghaoui, L. and Nemirovski, A.S.},
	Month = {October},
	Publisher = {Princeton University Press},
	Series = {Princeton Series in Applied Mathematics},
	Title = {Robust Optimization},
	Year = {2009}}

Related entries:
- A tutorial on robust optimization, given at the IMA, March 11, 2003.