Adjustable Robust Optimization Models for a Nonlinear Two-Period System

On Nonlinear Fractional Programming

Werner Dinkelbach · Management Science · 1967 · 3.1K citations

Mathematical Programming, Parametric Programming, Engineering +13

Robust Convex Optimization

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematics of Operations Research · 1998 · 2.6K citations

Mathematical Programming, Engineering, Data Science +12

Robust solutions of uncertain linear programs

Aharon Ben‐Tal, Arkadi Nemirovski · Operations Research Letters · 1999 · 1.8K citations

Uncertainty Quantification, Linear Programming, Combinatorial Optimization +3

Adjustable robust solutions of uncertain linear programs

Aharon Ben‐Tal, Alexander Goryashko, E. Guslitzer et al. · Mathematical Programming · 2004 · 1.4K citations

Mathematical Programming, Engineering, Uncertainty Quantification +5

Robust Portfolio Selection Problems

Donald Goldfarb, Garud Iyengar · Mathematics of Operations Research · 2003 · 912 citations

Mathematical Programming, Portfolio Optimization, Engineering +15