Daniel Zhuoyu Long, Jin Qi. Distributionally robust discrete optimization with Entropic Value-at-Risk. Oper. Res. Lett., 42(8):532-538, 2014. [doi]
@article{LongQ14, title = {Distributionally robust discrete optimization with Entropic Value-at-Risk}, author = {Daniel Zhuoyu Long and Jin Qi}, year = {2014}, doi = {10.1016/j.orl.2014.09.004}, url = {http://dx.doi.org/10.1016/j.orl.2014.09.004}, researchr = {https://researchr.org/publication/LongQ14}, cites = {0}, citedby = {0}, journal = {Oper. Res. Lett.}, volume = {42}, number = {8}, pages = {532-538}, }