Author:
Bandi Chaithanya,Bertsimas Dimitris
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference18 articles.
1. Robust convex optimization;Ben-Tal;Mathematics of Operations Research,1998
2. When is time continuous?;Bertsimas;Journal of Financial Economics,2000
3. Hedging derivative securities and incomplete markets: An ∊-arbitrage approach;Bertsimas;Operations Research,2001
4. Robust linear optimization under general norms;Bertsimas;Operations Research Letters,2004
5. The price of robustness;Bertsimas;Operations Research,2004
Cited by
34 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献