Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
| Year of publication: |
2010
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|---|---|
| Authors: | Bertsimas, Dimitris ; Doan, Xuan Vinh ; Natarajan, Karthik ; Teo, Chung-Piaw |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 35.2010, 3 (11.8.), p. 580-603
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