Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

Dimitris Bertsimas, Xuan Vinh Doan, Karthik Natarajan, Chung-Piaw Teo. Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion. Math. Oper. Res., 35(3):580-602, 2010. [doi]

Authors

Dimitris Bertsimas

This author has not been identified. Look up 'Dimitris Bertsimas' in Google

Xuan Vinh Doan

This author has not been identified. Look up 'Xuan Vinh Doan' in Google

Karthik Natarajan

This author has not been identified. Look up 'Karthik Natarajan' in Google

Chung-Piaw Teo

This author has not been identified. Look up 'Chung-Piaw Teo' in Google