On the Optimality of Affine Policies for Budgeted Uncertainty Sets

Omar El Housni, Vineet Goyal. On the Optimality of Affine Policies for Budgeted Uncertainty Sets. Math. Oper. Res., 46(2):674-711, 2021. [doi]

Authors

Omar El Housni

This author has not been identified. Look up 'Omar El Housni' in Google

Vineet Goyal

This author has not been identified. Look up 'Vineet Goyal' in Google