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A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems.

Nguyen DinhTran Hong MoGuy ValletMichel Volle
Published in: SIAM J. Optim. (2017)
Keyphrases
  • robust optimization
  • chance constrained
  • mathematical programming
  • stochastic programming
  • portfolio optimization
  • semidefinite programming
  • genetic algorithm
  • decision making