Bibliography
[Bng09] Ben-Tal, A. and El Ghaoui, L. and Nemirovski, A.:
Robust Optimization. Princeton Series in Applied Mathematics, 2009.
[Bmn00] Ben-Tal, A. and Margalit, T. and Nemirovski, A.: Robust Modeling of Multi-Stage Portfolio Problems. In Frenk, H. and Roos, K. and Terlaky, T. and Zhang, S., ed.,
High Performance Optimization. Kluwer Academic Publishers, 2000.
[GHP02] Guéret, C. and Heipcke, S. and Prins, C. and Sevaux, M.:
Applications of Optimization with Xpress-MP. Dash Optimization, Blisworth, UK, 2002. (
http://examples.xpress.fico.com/example.pl#mosel_book)
[BS2004] Bertsimas, D. and Sim, M.: The price of robustness.
Operations research, 52(1):35-53, 2004.