Oracle-based robust optimization via online learning. Ben-Tal, A., Hazan, E., Koren, T., & Mannor, S. Operations Research, 63(3):628–638, INFORMS, 2015.
doi  bibtex   
@Article{ben2015oracle,
  author    = {Ben-Tal, Aharon and Hazan, Elad and Koren, Tomer and Mannor, Shie},
  title     = {Oracle-based robust optimization via online learning},
  journal   = {Operations Research},
  year      = {2015},
  volume    = {63},
  number    = {3},
  pages     = {628--638},
  doi       = {10.1287/opre.2015.1374},
  publisher = {INFORMS},
}

Downloads: 0