Probabilistic Guarantees in Robust Optimization

Author(s)
Bertsimas, Dimitris; den Hertog, Dick; Pauphilet, Jean
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Date issued
2021
URI
https://hdl.handle.net/1721.1/144076
Department
Sloan School of Management
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
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