Deriving Robust Counterparts of Nonlinear Uncertain Inequalities

A. Ben-Tal, Dick Den Hertog and J.P. Vial
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A. Ben-Tal: Tilburg University, Center For Economic Research

No 2012-053, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Fenchel duality; robust counterpart; nonlinear inequality; robust optimization; support functions (search for similar items in EconPapers)
Date: 2012
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