Jean Pauphilet, Diego Kiner, Damien Faille, Laurent El Ghaoui. A tractable numerical strategy for robust MILP and application to energy management. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 1490-1495, IEEE, 2016. [doi]
Abstract is missing.