Duality in robust optimization: Primal worst equals dual best

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Publication:1002073

DOI10.1016/J.ORL.2008.09.010zbMath1154.90614OpenAlexW2076694117MaRDI QIDQ1002073

Amir Beck, Aharon Ben-Tal

Publication date: 23 February 2009

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2008.09.010






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