Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

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Publication:3169108

DOI10.1287/moor.1100.0445zbMath1218.90215OpenAlexW2156168813MaRDI QIDQ3169108

Xuan Vinh Doan, Chung-Piaw Teo, Karthik Natarajan, Dimitris J. Bertsimas

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1100.0445




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