共 19 条
- [1] Averbakh I., Minmax regret linear resource allocation problems, Operat. Res. Lett., 32, 2, pp. 174-180, (2004)
- [2] Ben-Tal A., Nemirovski A., Robust convex optimization, Math. Operat. Res., 23, 4, pp. 769-805, (1998)
- [3] Ben-Tal A., Nemirovski A., Robust solutions of uncertain linear programs, Operat. Res. Lett., 25, 1, pp. 1-13, (1999)
- [4] Ben-Tal A., Nemirovski A., Robust solutions of linear programming problems contaminated with uncertain data, Math. Programming, 88, 3, pp. 411-424, (2000)
- [5] Bertsimas D., Sim M., Robust discrete optimization and network flows, Math. Programming, 98, 1-3, pp. 49-71, (2003)
- [6] Bertsimas D., Sim M., Robust Discrete Opimization and Downside Risk Measures, (2004)
- [7] Bertsimas D., Sim M., Price of Robustness, Operat. Res., 52, 1, pp. 35-53, (2004)
- [8] Bertsimas D., Thiele A., A robust optimization approach to inventory theory, Operat. Res. Inform., 54, 1, pp. 150-168, (2006)
- [9] Dantzig G., Linear programming under uncertainty, Manage. Sci., 1, 3-4, pp. 197-206, (1955)
- [10] El-Ghaoui L., Oks M., Oustry F., Worstcase value-at-risk and robust portfolio optimization: A conic programming approach, Operat. Res., 51, 4, pp. 543-556, (2003)