Polymatroids and mean-risk minimization in discrete optimization

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An analysis of approximations for maximizing submodular set functions—I

George L. Nemhauser, Laurence A. Wolsey, Marshall L. Fisher · Mathematical Programming · 1978 · 4.5K citations

Natural Sciences, Computer Science, Mathematics +10

The Price of Robustness

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Natural Sciences, Mathematics, Optimization +15

Robust Convex Optimization

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Robust solutions of uncertain linear programs

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

Natural Sciences, Systems Engineering, Optimization +10