Robust Optimization

Review of the book
This book is focused on robust optimization, which is one of the new areas of research in operations with consideration of uncertainty, which has received much attention in recent years. Many problems that happen in the real world can be far from optimal or even impossible due to not taking into account uncertain phenomena. This topic has differences with probabilistic programming that requires knowledge of robust optimization. In this book, it focuses on understanding robust optimization.

Table of Contents
The topics covered in this book are as follows:
1- non-deterministic linear programming and robust counterpart
2- Robust peer approximation
3- Global robust counterpart
4- Checkable approximations in the chance limit
5- non-deterministic cone optimization
6- Nondeterministic conic quadratic problem
7- Approximation of non-deterministic conic quadratic problems
8- Indeterminate semi-definite problems
9- Uncertain semi-definite estimation
10- Robust classification and estimation
11- Robust Markov chain process
12- Robust multi-stage optimization