"Worst-case robust Omega ratio."

Michalis Kapsos, Nicos Christofides, Berç Rustem (2014)

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DOI: 10.1016/J.EJOR.2013.04.025

access: closed

type: Journal Article

metadata version: 2020-02-21

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Michalis Kapsos, Nicos Christofides, Berç Rustem:
Worst-case robust Omega ratio. Eur. J. Oper. Res. 234(2): 499-507 (2014)

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