Bazovkin, Pavel; Mosler, Karl A general solution for robust linear programs with distortion risk constraints. (English) Zbl 1318.90052 Ann. Oper. Res. 229, 103-120 (2015). MSC: 90C15 90C25 52B11 62H30 PDFBibTeX XMLCite \textit{P. Bazovkin} and \textit{K. Mosler}, Ann. Oper. Res. 229, 103--120 (2015; Zbl 1318.90052) Full Text: DOI
Mosler, Karl; Bazovkin, Pavel Stochastic linear programming with a distortion risk constraint. (English) Zbl 1305.90321 OR Spectrum 36, No. 4, 949-969 (2014). MSC: 90C15 90C05 91G10 PDFBibTeX XMLCite \textit{K. Mosler} and \textit{P. Bazovkin}, OR Spectrum 36, No. 4, 949--969 (2014; Zbl 1305.90321) Full Text: DOI arXiv