Xin Chen, Melvyn Sim, Peng Sun. A Robust Optimization Perspective on Stochastic Programming. Operations Research, 55(6):1058-1071, 2007. [doi]
@article{ChenSS07-0,
title = {A Robust Optimization Perspective on Stochastic Programming},
author = {Xin Chen and Melvyn Sim and Peng Sun},
year = {2007},
doi = {10.1287/opre.1070.0441},
url = {http://dx.doi.org/10.1287/opre.1070.0441},
tags = {optimization, programming, program optimization},
researchr = {https://researchr.org/publication/ChenSS07-0},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {55},
number = {6},
pages = {1058-1071},
}