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"Tractable stochastic analysis in high dimensions via robust optimization."

Chaithanya Bandi, Dimitris Bertsimas (2012)

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DOI: 10.1007/S10107-012-0567-2

access: closed

type: Journal Article

metadata version: 2020-12-29

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Chaithanya Bandi, Dimitris Bertsimas:
Tractable stochastic analysis in high dimensions via robust optimization. Math. Program. 134(1): 23-70 (2012)

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