A Soft Robust Model for Optimization Under Ambiguity

Aharon Ben-Tal, Dimitris Bertsimas, David B. Brown. A Soft Robust Model for Optimization Under Ambiguity. Operations Research, 58(4-Part-2):1220-1234, 2010. [doi]

@article{Ben-TalBB10,
  title = {A Soft Robust Model for Optimization Under Ambiguity},
  author = {Aharon Ben-Tal and Dimitris Bertsimas and David B. Brown},
  year = {2010},
  doi = {10.1287/opre.1100.0821},
  url = {http://dx.doi.org/10.1287/opre.1100.0821},
  tags = {optimization},
  researchr = {https://researchr.org/publication/Ben-TalBB10},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {58},
  number = {4-Part-2},
  pages = {1220-1234},
}