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Theory and Applications of Robust Optimization.

Dimitris BertsimasDavid B. BrownConstantine Caramanis
Published in: SIAM Rev. (2011)
Keyphrases
  • robust optimization
  • chance constrained
  • decision theory
  • portfolio optimization
  • risk measures
  • theoretical framework
  • mathematical programming
  • multi objective
  • optimization problems
  • game theory
  • lot sizing