The Price of Robustness

References

• Ben-Tal A., Nemirovski A. Robust convex optimization. Math. Oper. Res. (1998) 23:769–805Link, Google Scholar
• Ben-Tal A., Nemirovski A. Robust solutions to uncertain programs. Oper. Res. Lett. (1999) 25:1–13Crossref, Google Scholar
• Ben-Tal A., Nemirovski A. Robust solutions of linear programming problems contaminatedwith uncertain data. Math. Programming (2000) 88:411–424Crossref, Google Scholar
• El-Ghaoui L., Lebret H. Robust solutions to least-square problems to uncertain data matrices. SIAM J. Matrix Anal. Appl. (1997) 18:1035–1064Crossref, Google Scholar
• El-Ghaoui L., Oustry F., Lebret H. Robust solutions to uncertain semidefinite programs. SIAM J. Optim. (1998) 9:33–52Crossref, Google Scholar
• Freund R. M. Postoptimal analysis of a linear program under simultaneous changes in matrix coefficients. Math. Programming Stud. (1985) 24:1–13Crossref, Google Scholar
• Robbins H. A remark of Stirling's formula. Amer. Math. Monthly (1955) 62:26–29Crossref, Google Scholar
• Soyster A. L. Convex programming with set-inclusive constraints and applications to inexact linear programming. Oper. Res. (1973) 21:1154–1157Link, Google Scholar