Primal and dual robust counterparts of uncertain linear programs: an application to portfolio selection

Subject Areas : Mathematical Optimization

P  Hanafizadeh ¹ (Assistant Professor, Department of Industrial Management, Allame Tabataba'ee University, Tehran, Iran)
A  Seifi ² (Associate Professor, Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran)
K  Ponnambalam ³ (Professor, Department of Systems Design Engineering, University of Waterloo, Waterloo, Canada)

Received: 2015-05-19 Accepted : 2015-05-19 Published : 2006-03-01

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