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Primal and dual linear decision rules in stochastic and robust optimization

<13>Mathematical Programming Series A is top optimisation journal. I was invited as a keynote speaker to present the results of this research at the XIII Stochastic Programming Conference, University of Bergamo July 8-12, 2013, http://dinamico2.unibg.it/icsp2013/. This is the main conference on Stochastic Programming; it takes place every three years since 1974. I was also invited to present this work at a high-profile IPAM workshop on robust optimisation at UCLA in December 2010 (https://www.ipam.ucla.edu/scheduleprint.aspx?pc=opws4). The method of this paper was later extended to the realm of control engineering, which led to a publication in the IEEE Transactions on Automatic Control (http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=5742976).