Duality in robust optimization: Primal worst equals dual best

Amir Beck, Aharon Ben-Tal. Duality in robust optimization: Primal worst equals dual best. Oper. Res. Lett., 37(1):1-6, 2009. [doi]

Authors

Amir Beck

This author has not been identified. Look up 'Amir Beck' in Google

Aharon Ben-Tal

This author has not been identified. Look up 'Aharon Ben-Tal' in Google