References

• 2011Introduction to Stochastic Programming6,469 cited
• 1928Zur Theorie der Gesellschaftsspiele2,580 cited
• 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
• 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
• 1997Introduction to Stochastic Programming959 cited
• 1953Minimax Theorems831 cited
• 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
• 2003Stochastic Programming Models453 cited
• 2007Modeling, Measuring and Managing Risk326 cited
• 2007Ambiguity in portfolio selection261 cited
• 2002Minimax analysis of stochastic problems244 cited
• 2007Ambiguous Risk Measures and Optimal Robust Portfolios165 cited
• 1987The minimax approach to stochastic programming and an illustrative application154 cited
• 2012A Distance For Multistage Stochastic Optimization Models134 cited
• 2006Stability of Multistage Stochastic Programs132 cited
• 2002Quantitative Stability in Stochastic Programming: The Method of Probability Metrics