On distributionally robust multiperiod stochastic optimization

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

Erick Delage, Yinyu Ye · Operations Research · 2010 · 1.9K citations

Business, Decision Sciences, Finance +16

On general minimax theorems

Maurice Sion · Pacific Journal of Mathematics · 1958 · 1.9K citations · Full text

Natural Sciences, Mathematics, Combinatorics +11

Ambiguity, Risk, and Asset Returns in Continuous Time

Zengjing Chen, Larry G. Epstein · Econometrica · 2002 · 1.1K citations · Full text

Business, Economics, Finance +14

Minimax Theorems

Ky Fan · Proceedings of the National Academy of Sciences · 1953 · 845 citations · Full text

Life Sciences, Biology, Evolutionary Theory +5

Distributionally Robust Optimization and Its Tractable Approximations

Joel Goh, Melvyn Sim · Operations Research · 2010 · 692 citations

Natural Sciences, Decision Sciences, Mathematics +16