References
- Ben-Tal A, Nemirovski A. Robust optimization – methodology and applications. Math. Program. Ser. B. 2002;92:453–480.
- Bertsimas D, Duan XV, Natarajan K, Teo C-P. Model for minimax stochastic linear optimization problems with risk aversion. Math. Oper. Res. 2010;35:580–602.
- Ang SK, Meng F, Sun J. Two-stage stochastic linear programs with incomplete information on uncertainty. Eur. J. Oper. Res. 2014;233:16–22.
- Sion M. On general minimax theorems. Pac. J. Math. 1958;8:171–176.
- Rockafellar RT, Wets R-JB. Variational analysis. Berlin: Springer-Verlag; 1998.
- Anderson EJ, Nash P. Linear programming in infinite-dimensional spaces: theory and applications. Singapore: Wiley; 1987.
- Bertsimas D, Freund R. Data, models, and decisions: the fundamentals of management science. Cincinnati (OH): South-Western College; 2000.