• A. Bental, L. El Ghaoui, A. Nemirovski. Robust Optimization, Princeton University Press, October 2009.


L. El Ghaoui. Optimization Models and Applications. This site is no longer maintained, visit the livebook version instead.

Edited books

Book chapters

  • A. Ben-Tal, A. Nemirovski, and L. El Ghaoui. Robustness. In Handbook of Semidefinite Programming, H. Wolkowicz, R. Saigal, L. Vandenberghe, Editors. Kluwer Academic Publishers, 2000.

  • L. El Ghaoui and G. Calafiore. Worst-Case Simulation of Uncertain Systems. In Robustness in Identification and Control, A. Garulli, A. Tesi and A. Vicino, Eds., Vol. 245 of Lecture Notes in Control and Information Sciences, Springer, 1999.

  • Laurent El Ghaoui and Silviu-Iulian Niculescu. Robust decision problems in engineering: a linear matrix inequality approach. In Advances in Linear Matrix Inequality Methods in Control, SIAM 1999