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}, }