A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization

Dimitris Bertsimas, Vineet Goyal, Brian Y. Lu. A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization. Math. Program., 150(2):281-319, 2015. [doi]

Authors

Dimitris Bertsimas

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Vineet Goyal

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Brian Y. Lu

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