Robust optimization: Difference between revisions

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Ben-Tal A., El Ghaoui, L. and Nemirovski, A. (2006). <i>Mathematical Programming, Special issue on Robust Optimization,</i> Volume 107(1-2).
 
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Sniedovich, M. (2008). Wald's Maximin Model: a Treasure in Disguise!, <i>Journal of Risk Finance,</i> 9(3), 287-291.
 
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[[Category:Mathematical optimization]]