Chaithanya Bandi, Dimitris Bertsimas. Tractable stochastic analysis in high dimensions via robust optimization. Math. Program., 134(1):23-70, 2012. [doi]
@article{BandiB12,
title = {Tractable stochastic analysis in high dimensions via robust optimization},
author = {Chaithanya Bandi and Dimitris Bertsimas},
year = {2012},
doi = {10.1007/s10107-012-0567-2},
url = {http://dx.doi.org/10.1007/s10107-012-0567-2},
researchr = {https://researchr.org/publication/BandiB12},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {134},
number = {1},
pages = {23-70},
}