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]
@article{BertsimasDNT10,
title = {Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion},
author = {Dimitris Bertsimas and Xuan Vinh Doan and Karthik Natarajan and Chung-Piaw Teo},
year = {2010},
doi = {10.1287/moor.1100.0445},
url = {http://dx.doi.org/10.1287/moor.1100.0445},
tags = {optimization},
researchr = {https://researchr.org/publication/BertsimasDNT10},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {35},
number = {3},
pages = {580-602},
}