Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach
Crossref DOI link: https://doi.org/10.1007/s10589-015-9755-3
Published Online: 2015-05-03
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bertsimas, Dimitris
Takeda, Akiko
Text and Data Mining valid from 2015-05-03