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
Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46)
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