Models for minimax stochastic linear optimization problems with risk aversion

10.1287/moor.1100.0445

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Bibliographic Details
Main Authors:	Bertsimas, D., Doan, X.V., Natarajan, K., Teo, C.-P.
Other Authors:	DECISION SCIENCES
Format:	Article
Published:	2013
Subjects:	Minimax stochastic optimization Moments Risk aversion Semidefinite optimization
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44018
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-44018
record_format	dspace
spelling	sg-nus-scholar.10635-440182023-10-31T07:53:56Z Models for minimax stochastic linear optimization problems with risk aversion Bertsimas, D. Doan, X.V. Natarajan, K. Teo, C.-P. DECISION SCIENCES Minimax stochastic optimization Moments Risk aversion Semidefinite optimization 10.1287/moor.1100.0445 Mathematics of Operations Research 35 3 580-602 MORED 2013-10-09T03:24:46Z 2013-10-09T03:24:46Z 2010 Article Bertsimas, D., Doan, X.V., Natarajan, K., Teo, C.-P. (2010). Models for minimax stochastic linear optimization problems with risk aversion. Mathematics of Operations Research 35 (3) : 580-602. ScholarBank@NUS Repository. https://doi.org/10.1287/moor.1100.0445 0364765X http://scholarbank.nus.edu.sg/handle/10635/44018 000281719400004 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Minimax stochastic optimization Moments Risk aversion Semidefinite optimization
spellingShingle	Minimax stochastic optimization Moments Risk aversion Semidefinite optimization Bertsimas, D. Doan, X.V. Natarajan, K. Teo, C.-P. Models for minimax stochastic linear optimization problems with risk aversion
description	10.1287/moor.1100.0445
author2	DECISION SCIENCES
author_facet	DECISION SCIENCES Bertsimas, D. Doan, X.V. Natarajan, K. Teo, C.-P.
format	Article
author	Bertsimas, D. Doan, X.V. Natarajan, K. Teo, C.-P.
author_sort	Bertsimas, D.
title	Models for minimax stochastic linear optimization problems with risk aversion
title_short	Models for minimax stochastic linear optimization problems with risk aversion
title_full	Models for minimax stochastic linear optimization problems with risk aversion
title_fullStr	Models for minimax stochastic linear optimization problems with risk aversion
title_full_unstemmed	Models for minimax stochastic linear optimization problems with risk aversion
title_sort	models for minimax stochastic linear optimization problems with risk aversion
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44018
_version_	1781411252426244096

Models for minimax stochastic linear optimization problems with risk aversion

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