Probabilistic Guarantees in Robust Optimization
Name
21m1390967.pdf
Description
Published version
Size
698.3 KB
Format
Adobe PDF
Checksum (MD5)
c7b43656100fc82627cf0864a6906097
Author(s)
Bertsimas, Dimitris
den Hertog, Dick
Pauphilet, Jean
Date Issued
2021
Journal
SIAM Journal on Optimization
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Citation
Bertsimas, Dimitris, den Hertog, Dick and Pauphilet, Jean. 2021. "Probabilistic Guarantees in Robust Optimization." SIAM Journal on Optimization, 31 (4).
Version
Final published version
MIT Department
Sloan School of Management
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1137/21M1390967
