Robust Optimization

Overview

Robust optimization addresses optimization problems with uncertain data and applications.

Selected recent publications

• R. Bental, L. El Ghaoui, A. Nemirovski. Robust Optimization, book to appear in early 2009.

• G. Calafiore, L. El Ghaoui, U. Topcu. Parameter Estimation with Expected and Residual-at-Risk Criteria.

• G. C. Calafiore and L. El Ghaoui. On Distributionally Robust Chance-Constrained Linear Programs.