On the Optimality of Affine Policies for Budgeted Uncertainty Sets
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Publication:5000650
DOI10.1287/moor.2020.1082zbMath1471.90103arXiv1807.00163OpenAlexW3130935034MaRDI QIDQ5000650
Publication date: 15 July 2021
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.00163
Minimax problems in mathematical programming (90C47) Stochastic programming (90C15) Robustness in mathematical programming (90C17)
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