Distributionally robust discrete optimization with Entropic Value-at-Risk

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},
}