Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information

Krzysztof Postek, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg. Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information. Operations Research, 66(3):814-833, 2018. [doi]

Abstract

Abstract is missing.