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MR2218121 (2006m:90169) 90C31 (90C05 90C25 90C34 93C55)
Ben-Tal, Aharon; Boyd, Stephen; Nemirovski, Arkadi Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems. Math. Program. 107 (2006), no. 1-2, Ser. B, 63–89.
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