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]

@article{BertsimasGL15,
  title = {A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization},
  author = {Dimitris Bertsimas and Vineet Goyal and Brian Y. Lu},
  year = {2015},
  doi = {10.1007/s10107-014-0768-y},
  url = {http://dx.doi.org/10.1007/s10107-014-0768-y},
  researchr = {https://researchr.org/publication/BertsimasGL15},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {150},
  number = {2},
  pages = {281-319},
}