Minimax analysis of stochastic problems

Alexander Shapiro, Anton J. Kleywegt. Minimax analysis of stochastic problems. Optimization Methods and Software, 17(3):523-542, 2002. [doi]

@article{ShapiroK02,
  title = {Minimax analysis of stochastic problems},
  author = {Alexander Shapiro and Anton J. Kleywegt},
  year = {2002},
  doi = {10.1080/1055678021000034008},
  url = {https://doi.org/10.1080/1055678021000034008},
  researchr = {https://researchr.org/publication/ShapiroK02},
  cites = {0},
  citedby = {0},
  journal = {Optimization Methods and Software},
  volume = {17},
  number = {3},
  pages = {523-542},
}