Algorithms for the solution of stochastic dynamic minimax problems

Robust optimal decisions with imprecise forecasts

Computational Statistics & Data Analysis

Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization

Computers and Operations Research

An interior point algorithm for continuous minimax: implementation and computation

Optimization Methods & Software

Distributionally Robust Optimization and Its Tractable Approximations

Operations Research

Robust Optimization Made Easy with ROME

Operations Research