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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]

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