Amir Beck, Aharon Ben-Tal. Duality in robust optimization: Primal worst equals dual best. Oper. Res. Lett., 37(1):1-6, 2009. [doi]
@article{BeckB09,
title = {Duality in robust optimization: Primal worst equals dual best},
author = {Amir Beck and Aharon Ben-Tal},
year = {2009},
doi = {10.1016/j.orl.2008.09.010},
url = {http://dx.doi.org/10.1016/j.orl.2008.09.010},
tags = {optimization},
researchr = {https://researchr.org/publication/BeckB09},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {37},
number = {1},
pages = {1-6},
}