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]

Authors

Krzysztof Postek

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Aharon Ben-Tal

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Dick den Hertog

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Bertrand Melenberg

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