A Distributional Interpretation of Robust Optimization

Huan Xu, Constantine Caramanis, Shie Mannor. A Distributional Interpretation of Robust Optimization. Math. Oper. Res., 37(1):95-110, 2012. [doi]

@article{XuCM12-3,
  title = {A Distributional Interpretation of Robust Optimization},
  author = {Huan Xu and Constantine Caramanis and Shie Mannor},
  year = {2012},
  doi = {10.1287/moor.1110.0531},
  url = {http://dx.doi.org/10.1287/moor.1110.0531},
  researchr = {https://researchr.org/publication/XuCM12-3},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {37},
  number = {1},
  pages = {95-110},
}