Dimitris BERTSIMAS and Akiko TAKEDA, Optimizing Over Coherent Risk Measures and Non-convexities: A Robust Mixed Integer Optimization Approach, 25pp., July 2014.
Dimitris BERTSIMAS and Akiko TAKEDA, Optimizing Over Coherent Risk Measures and Non-convexities: A Robust Mixed Integer Optimization Approach, 25pp., July 2014.