Robust Optimization¶
Ben-Tal, A., El Ghaoui, L., & Nemirovski, A. (2009). Robust Optimization. Princeton University Press.
Cited by¶
2 citations across 2 artifacts.
Each citation links to the sentence it supports in the citing article.
Mechanisms¶
- Portfolio Allocation Model
- This is the province of robust optimization, where the value of the answer depends entirely on how honestly the uncertainty set is drawn.
This sourceFrames the problem as robust optimization under explicitly modeled uncertainty sets.
- This is the province of robust optimization, where the value of the answer depends entirely on how honestly the uncertainty set is drawn.
- Robust Optimization Model
- Its strength is a provable guarantee rather than a sampled one: the returned design is certified to meet its constraints everywhere in the declared set, which is exactly what safety- or reliability-critical planning needs — the core promise of the robust-optimization program.
This sourceDocuments a provable guarantee rather than a sampled one; the returned design is certified to meet its constraints everywhere in the declared set; the core promise of the robust-optimization program.
- Its strength is a provable guarantee rather than a sampled one: the returned design is certified to meet its constraints everywhere in the declared set, which is exactly what safety- or reliability-critical planning needs — the core promise of the robust-optimization program.
Verification¶
Does it exist? Confirmed. This work's DOI resolves to a registered record, which fixes its identity. That is all it fixes.
Does it back the claim? Not recorded. Neither this nor any other of the 2 citations of this work carries a recorded support check.
Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.
See how references were verified.
Registry ID ref:fb64eb93848a · see in the full table