Tractable stochastic analysis in high dimensions via robust optimization
Work
Year: 2012
Type: article
Source: Mathematical Programming
Authors Chaithanya Bandi, Dimitris Bertsimas
Institution Massachusetts Institute of Technology
Cites: 117
Cited by: 157
Related to: 10
FWCI: 13.83
Citation percentile (by year/subfield): 97.03
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed