Data-driven robust optimization

2017/02/25 by Dimitris Bertsimas, Vishal Gupta, Nathan Kallus · 23 citations
Decision Sciences · Mathematics · #Risk and Portfolio Optimization #Fuzzy Systems and Optimization #Multi-Criteria Decision Making

paper · doi:10.1007/s10107-017-1125-8

Citations

• On Distributionally Robust Chance-Constrained Linear Programs

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