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]
@article{PostekBHM18,
title = {Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information},
author = {Krzysztof Postek and Aharon Ben-Tal and Dick den Hertog and Bertrand Melenberg},
year = {2018},
doi = {10.1287/opre.2017.1688},
url = {https://doi.org/10.1287/opre.2017.1688},
researchr = {https://researchr.org/publication/PostekBHM18},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {66},
number = {3},
pages = {814-833},
}