Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski. Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems. Math. Program., 107(1-2):63-89, 2006. [doi]

@article{Ben-TalBN06,
  title = {Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems},
  author = {Aharon Ben-Tal and Stephen Boyd and Arkadi Nemirovski},
  year = {2006},
  doi = {10.1007/s10107-005-0679-z},
  url = {http://dx.doi.org/10.1007/s10107-005-0679-z},
  tags = {optimization},
  researchr = {https://researchr.org/publication/Ben-TalBN06},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {107},
  number = {1-2},
  pages = {63-89},
}