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Robust linear optimization under general norms

2004476 citationsJournal Article

Authors

Dimitris Bertsimas · Massachusetts Institute of Technology

Dessislava A. Pachamanova · Babson College

Melvyn Sim · National University of Singapore

Topics & Keywords

Risk and Portfolio Optimization Fuzzy Systems and Optimization Optimization and Mathematical Programming

UN Sustainable Development Goals

Peace, Justice and strong institutions

Publication Details

Published in: Operations Research Letters

Volume 32, Issue 6, pp. 510-516

DOI: 10.1016/j.orl.2003.12.007

Field-Weighted Citation Impact: 15.90

Robust linear optimization under general norms | Researchclopedia