Frameworks and results in distributionally robust optimization (Q2165596): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Entropic value-at-risk: a new coherent risk measure
+Normal rank
@@ Property / cites work @@
+Scenario reduction for stochastic programs with conditional value-at-risk
+Normal rank
@@ Property / cites work @@
+Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
+Normal rank
@@ Property / cites work @@
+On distributionally robust multiperiod stochastic optimization
+Normal rank
@@ Property / cites work @@
+Constructing Uncertainty Sets for Robust Linear Optimization
+Normal rank
@@ Property / cites work @@
+Theory and Applications of Robust Optimization
@@ Property / cites work: Theory and Applications of Robust Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Adaptability in Multistage Linear Optimization
+Normal rank
@@ Property / cites work @@
+A dynamic mechanism and surplus extraction under ambiguity
+Normal rank
@@ Property / cites work @@
+Relative Robust and Adaptive Optimization
@@ Property / cites work: Relative Robust and Adaptive Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
+Normal rank
@@ Property / cites work @@
+Algorithms for the solution of stochastic dynamic minimax problems
+Normal rank
@@ Property / cites work @@
+Q2825953
@@ Property / cites work: Q2825953 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4597712
@@ Property / cites work: Q4597712 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3881712
@@ Property / cites work: Q3881712 / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven robust optimization
@@ Property / cites work: Data-driven robust optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust sample average approximation
@@ Property / cites work: Robust sample average approximation / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
+Normal rank
@@ Property / cites work @@
+Data Analysis and Applications 3
@@ Property / cites work: Data Analysis and Applications 3 / rank @@
+Normal rank
@@ Property / cites work @@
+Sample Out-of-Sample Inference Based on Wasserstein Distance
+Normal rank
@@ Property / cites work @@
+Robust Wasserstein profile inference and applications to machine learning
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs
+Normal rank
@@ Property / cites work @@
+.1162/153244303321897690
@@ Property / cites work: 10.1162/153244303321897690 / rank @@
+Normal rank
@@ Property / cites work @@
+Assessing solution quality in stochastic programs
@@ Property / cites work: Assessing solution quality in stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Quantifying Distributional Model Risk via Optimal Transport
+Normal rank
@@ Property / cites work @@
+On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
+Normal rank
@@ Property / cites work @@
+Dynamic optimization with side information
@@ Property / cites work: Dynamic optimization with side information / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes
+Normal rank
@@ Property / cites work @@
+Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
+Normal rank
@@ Property / cites work @@
+Persistence in discrete optimization under data uncertainty
+Normal rank
@@ Property / cites work @@
+Optimal Inequalities in Probability Theory: A Convex Optimization Approach
+Normal rank
@@ Property / cites work @@
+Robust linear optimization under general norms.
@@ Property / cites work: Robust linear optimization under general norms. / rank @@
+Normal rank
@@ Property / cites work @@
+The Big Data Newsvendor: Practical Insights from Machine Learning
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Programming
@@ Property / cites work: Nonlinear Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Technical Note—Two-Stage Sample Robust Optimization
+Normal rank
@@ Property / cites work @@
+A Soft Robust Model for Optimization Under Ambiguity
+Normal rank
@@ Property / cites work @@
+Globalized Robust Optimization for Nonlinear Uncertain Inequalities
+Normal rank
@@ Property / cites work @@
+Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
+Normal rank
@@ Property / cites work @@
+Deriving robust counterparts of nonlinear uncertain inequalities
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Adjustable robust solutions of uncertain linear programs
+Normal rank
@@ Property / cites work @@
+More bounds on the expectation of a convex function of a random variable
+Normal rank
@@ Property / cites work @@
+Robust solutions of linear programming problems contaminated with uncertain data
+Normal rank
@@ Property / cites work @@
+On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities
+Normal rank
@@ Property / cites work @@
+Lectures on Modern Convex Optimization
@@ Property / cites work: Lectures on Modern Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Convex Optimization
@@ Property / cites work: Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
+Normal rank
@@ Property / cites work @@
+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
+Normal rank
@@ Property / cites work @@
+Bootstrap robust prescriptive analytics
@@ Property / cites work: Bootstrap robust prescriptive analytics / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs
+Normal rank
@@ Property / cites work @@
+Ambiguous Risk Measures and Optimal Robust Portfolios
+Normal rank
@@ Property / cites work @@
+Wasserstein Distance and the Distributionally Robust TSP
+Normal rank
@@ Property / cites work @@
+Uncertain convex programs: randomized solutions and confidence levels
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming
@@ Property / cites work: Chance-Constrained Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
+Normal rank
@@ Property / cites work @@
+DUALITY, HAAR PROGRAMS, AND FINITE SEQUENCE SPACES
+Normal rank
@@ Property / cites work @@
+Duality in Semi-Infinite Programs and Some Works of Haar and Carathéodory
+Normal rank
@@ Property / cites work @@
+On the theory of semi‐infinite programming and a generalization of the kuhn‐tucker saddle point theorem for arbitrary convex functions
+Normal rank
@@ Property / cites work @@
+On distributionally robust chance-constrained linear programs
+Normal rank
@@ Property / cites work @@
+The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization with Principal Component Analysis
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Linear and Discrete Optimization with Marginals
+Normal rank
@@ Property / cites work @@
+A first-order primal-dual algorithm for convex problems with applications to imaging
+Normal rank
@@ Property / cites work @@
+Q4558150
@@ Property / cites work: Q4558150 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and robustness of kernel-based regression in convex risk minimization
+Normal rank
@@ Property / cites work @@
+Q3093211
@@ Property / cites work: Q3093211 / rank @@
+Normal rank
@@ Property / cites work @@
+Goal-Driven Optimization
@@ Property / cites work: Goal-Driven Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A Robust Optimization Perspective on Stochastic Programming
+Normal rank
@@ Property / cites work @@
+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+A Linear Decision-Based Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets
+Normal rank
@@ Property / cites work @@
+Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
+Normal rank
@@ Property / cites work @@
+Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
+Normal rank
@@ Property / cites work @@
+Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
+Normal rank
@@ Property / cites work @@
+Q5201293
@@ Property / cites work: Q5201293 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3336497
@@ Property / cites work: Q3336497 / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach
+Normal rank
@@ Property / cites work @@
+Shortfall Risk Models When Information on Loss Function Is Incomplete
+Normal rank
@@ Property / cites work @@
+JuMP: A Modeling Language for Mathematical Optimization
+Normal rank
@@ Property / cites work @@
+Q4040285
@@ Property / cites work: Q4040285 / rank @@
+Normal rank
@@ Property / cites work @@
+Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics
+Normal rank
@@ Property / cites work @@
+Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Stochastic Dual Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Robust Estimation
@@ Property / cites work: Portfolio Selection with Robust Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
+Normal rank
@@ Property / cites work @@
+Optimization with multivariate stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Robust stochastic dominance and its application to risk-averse optimization
+Normal rank
@@ Property / cites work @@
+The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
+Normal rank
@@ Property / cites work @@
+The Speed of Mean Glivenko-Cantelli Convergence
@@ Property / cites work: The Speed of Mean Glivenko-Cantelli Convergence / rank @@
+Normal rank
@@ Property / cites work @@
+The minimax approach to stochastic programming and an illustrative application
+Normal rank
@@ Property / cites work @@
+Stability and sensitivity-analysis for stochastic programming
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4353201
@@ Property / cites work: Q4353201 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Solutions to Uncertain Semidefinite Programs
+Normal rank
@@ Property / cites work @@
+Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
+Normal rank
@@ Property / cites work @@
+Ambiguous chance constrained problems and robust optimization
+Normal rank
@@ Property / cites work @@
+Bounds for functions of multivariate risks
@@ Property / cites work: Bounds for functions of multivariate risks / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust stochastic programs with side information based on trimmings
+Normal rank
@@ Property / cites work @@
+On the rate of convergence in Wasserstein distance of the empirical measure
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+Normal rank
@@ Property / cites work @@
+Light Robustness
@@ Property / cites work: Light Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Handbook of simulation optimization
@@ Property / cites work: Handbook of simulation optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Robust empirical optimization is almost the same as mean-variance optimization
+Normal rank
@@ Property / cites work @@
+Calibration of Distributionally Robust Empirical Optimization Models
+Normal rank
@@ Property / cites work @@
+The decision rule approach to optimization under uncertainty: methodology and applications
+Normal rank
@@ Property / cites work @@
+Distributionally robust \(L_1\)-estimation in multiple linear regression
+Normal rank
@@ Property / cites work @@
+The Distribution Free Newsboy Problem: Review and Extensions
+Normal rank
@@ Property / cites work @@
+Recent advances in robust optimization: an overview
+Normal rank
@@ Property / cites work @@
+Incorporating statistical model error into the calculation of acceptability prices of contingent claims
+Normal rank
@@ Property / cites work @@
+On Choosing and Bounding Probability Metrics
@@ Property / cites work: On Choosing and Bounding Probability Metrics / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization and Its Tractable Approximations
+Normal rank
@@ Property / cites work @@
+Robust Optimization Made Easy with ROME
@@ Property / cites work: Robust Optimization Made Easy with ROME / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Robust risk measurement and model risk
@@ Property / cites work: Robust risk measurement and model risk / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
+Normal rank
@@ Property / cites work @@
+BOUNDING WRONG‐WAY RISK IN CVA CALCULATION
@@ Property / cites work: BOUNDING WRONG‐WAY RISK IN CVA CALCULATION / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax Robust Hypothesis Testing
@@ Property / cites work: Minimax Robust Hypothesis Testing / rank @@
+Normal rank
@@ Property / cites work @@
+Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula
+Normal rank
@@ Property / cites work @@
+Sample average approximation of stochastic dominance constrained programs
+Normal rank
@@ Property / cites work @@
+Stochastically weighted stochastic dominance concepts with an application in capital budgeting
+Normal rank
@@ Property / cites work @@
+Q4175062
@@ Property / cites work: Q4175062 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4161092
@@ Property / cites work: Q4161092 / rank @@
+Normal rank
@@ Property / cites work @@
+Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
+Normal rank
@@ Property / cites work @@
+Semi-Infinite Programming: Theory, Methods, and Applications
+Normal rank
@@ Property / cites work @@
+<i>K</i>-Adaptability in Two-Stage Robust Binary Programming
+Normal rank
@@ Property / cites work @@
+$K$-adaptability in two-stage distributionally robust binary programming
+Normal rank
@@ Property / cites work @@
+Distributionally robust multi-item newsvendor problems with multimodal demand distributions
+Normal rank
@@ Property / cites work @@
+A Data-Driven Functionally Robust Approach for Simultaneous Pricing and Order Quantity Decisions with Unknown Demand Function
+Normal rank
@@ Property / cites work @@
+Pyomo -- optimization modeling in Python
@@ Property / cites work: Pyomo -- optimization modeling in Python / rank @@
+Normal rank
@@ Property / cites work @@
+A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
+Normal rank
@@ Property / cites work @@
+Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
+Normal rank
@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+Scenario tree modeling for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Scenario tree reduction for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+A distributionally robust perspective on uncertainty quantification and chance constrained programming
+Normal rank
@@ Property / cites work @@
+Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
+Normal rank
@@ Property / cites work @@
+Stability of Multistage Stochastic Programs
@@ Property / cites work: Stability of Multistage Stochastic Programs / rank @@
+Normal rank
@@ Property / cites work @@
+Second order optimality conditions for generalized semi-infinite programming problems
+Normal rank
@@ Property / cites work @@
+An interior-point method for a class of saddle-point problems
+Normal rank
@@ Property / cites work @@
+A Robust Version of the Probability Ratio Test
@@ Property / cites work: A Robust Version of the Probability Ratio Test / rank @@
+Normal rank
@@ Property / cites work @@
+On sharpness of Tchebycheff-type inequalities
@@ Property / cites work: On sharpness of Tchebycheff-type inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven chance constrained stochastic program
@@ Property / cites work: Data-driven chance constrained stochastic program / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
+Normal rank
@@ Property / cites work @@
+Cutting planes for the multistage stochastic unit commitment problem
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
+Normal rank
@@ Property / cites work @@
+Data-Driven Optimization of Reward-Risk Ratio Measures
+Normal rank
@@ Property / cites work @@
+Integer Programming Approaches for Appointment Scheduling with Random No-Shows and Service Durations
+Normal rank
@@ Property / cites work @@
+An Introduction to Statistical Learning
@@ Property / cites work: An Introduction to Statistical Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Worst-case robust Omega ratio
@@ Property / cites work: Worst-case robust Omega ratio / rank @@
+Normal rank
@@ Property / cites work @@
+A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Primal and dual linear decision rules in stochastic and robust optimization
+Normal rank
@@ Property / cites work @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+Robust Sensitivity Analysis for Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
+Normal rank
@@ Property / cites work @@
+Q3757846
@@ Property / cites work: Q3757846 / rank @@
+Normal rank
@@ Property / cites work @@
+Global Optimization with Polynomials and the Problem of Moments
+Normal rank
@@ Property / cites work @@
+.1162/153244303321897726
@@ Property / cites work: 10.1162/153244303321897726 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Hypothesis Testing With a Relative Entropy Tolerance
+Normal rank
@@ Property / cites work @@
+Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization
+Normal rank
@@ Property / cites work @@
+Ambiguous risk constraints with moment and unimodality information
+Normal rank
@@ Property / cites work @@
+Portfolio selection under model uncertainty: a penalized moment-based optimization approach
+Normal rank
@@ Property / cites work @@
+A new exact penalty method for semi-infinite programming problems
+Normal rank
@@ Property / cites work @@
+Tail Analysis Without Parametric Models: A Worst-Case Perspective
+Normal rank
@@ Property / cites work @@
+Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
+Normal rank
@@ Property / cites work @@
+Distributionally robust optimization with decision dependent ambiguity sets
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
+Normal rank
@@ Property / cites work @@
+Distributionally robust discrete optimization with entropic Value-at-Risk
+Normal rank
@@ Property / cites work @@
+Semi-infinite programming
@@ Property / cites work: Semi-infinite programming / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust polynomial chance-constraints under mixture ambiguity sets
+Normal rank
@@ Property / cites work @@
+Primal-dual hybrid gradient method for distributionally robust optimization problems
+Normal rank
@@ Property / cites work @@
+The empirical likelihood approach to quantifying uncertainty in sample average approximation
+Normal rank
@@ Property / cites work @@
+Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances
+Normal rank
@@ Property / cites work @@
+Q4226453
@@ Property / cites work: Q4226453 / rank @@
+Normal rank
@@ Property / cites work @@
+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
+Normal rank
@@ Property / cites work @@
+Data-driven inverse optimization with imperfect information
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball
+Normal rank
@@ Property / cites work @@
+A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
+Normal rank
@@ Property / cites work @@
+Q4626279
@@ Property / cites work: Q4626279 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Optimization of Large-Scale Systems
@@ Property / cites work: Robust Optimization of Large-Scale Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Models and algorithms for distributionally robust least squares problems
+Normal rank
@@ Property / cites work @@
+Integral Probability Metrics and Their Generating Classes of Functions
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
+Normal rank
@@ Property / cites work @@
+Search and Knightian uncertainty
@@ Property / cites work: Search and Knightian uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+An axiomatic approach to \(\varepsilon\)-contamination
+Normal rank
@@ Property / cites work @@
+Constructing Risk Measures from Uncertainty Sets
@@ Property / cites work: Constructing Risk Measures from Uncertainty Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+Q5201292
@@ Property / cites work: Q5201292 / rank @@
+Normal rank
@@ Property / cites work @@
+A Probabilistic Model for Minmax Regret in Combinatorial Optimization
+Normal rank
@@ Property / cites work @@
+On reduced semidefinite programs for second order moment bounds with applications
+Normal rank
@@ Property / cites work @@
+Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
+Normal rank
@@ Property / cites work @@
+A Note on the Spectrum of the Time Structure Function
+Normal rank
@@ Property / cites work @@
+Global unicity in semi-infinite optimization
@@ Property / cites work: Global unicity in semi-infinite optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Q2756704
@@ Property / cites work: Q2756704 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5702553
@@ Property / cites work: Q5702553 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information
+Normal rank
@@ Property / cites work @@
+Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems
+Normal rank
@@ Property / cites work @@
+Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures
+Normal rank
@@ Property / cites work @@
+Distributionally robust SDDP
@@ Property / cites work: Distributionally robust SDDP / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluations of Risk Measures for Different Probability Measures
+Normal rank
@@ Property / cites work @@
+Minimax optimal control of stochastic uncertain systems with relative entropy constraints
+Normal rank
@@ Property / cites work @@
+A Semidefinite Programming Approach to Optimal-Moment Bounds for Convex Classes of Distributions
+Normal rank
@@ Property / cites work @@
+Robust Mean-Covariance Solutions for Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+A Distance For Multistage Stochastic Optimization Models
+Normal rank
@@ Property / cites work @@
+Multistage Stochastic Optimization
@@ Property / cites work: Multistage Stochastic Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A review on ambiguity in stochastic portfolio optimization
+Normal rank
@@ Property / cites work @@
+Bounds for joint portfolios of dependent risks
@@ Property / cites work: Bounds for joint portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Regret in the Newsvendor Model with Partial Information
+Normal rank
@@ Property / cites work @@
+Computation of sharp bounds on the distribution of a function of dependent risks
+Normal rank
@@ Property / cites work @@
+Sharp Bounds for Sums of Dependent Risks
@@ Property / cites work: Sharp Bounds for Sums of Dependent Risks / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
+Normal rank
@@ Property / cites work @@
+Q4830009
@@ Property / cites work: Q4830009 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5638126
@@ Property / cites work: Q5638126 / rank @@
+Normal rank
@@ Property / cites work @@
+Programming under probabilistic constraints with a random technology matrix
+Normal rank
@@ Property / cites work @@
+Mathematical Foundations of Distributionally Robust Multistage Optimization
+Normal rank
@@ Property / cites work @@
+A Survey of the S-Lemma
@@ Property / cites work: A Survey of the S-Lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Q5305630
@@ Property / cites work: Q5305630 / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity in portfolio selection
@@ Property / cites work: Ambiguity in portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+Quantitative stability analysis for minimax distributionally robust risk optimization
+Normal rank
@@ Property / cites work @@
+A composite risk measure framework for decision making under uncertainty
+Normal rank
@@ Property / cites work @@
+Q3999495
@@ Property / cites work: Q3999495 / rank @@
+Normal rank
@@ Property / cites work @@
+Controlling risk and demand ambiguity in newsvendor models
+Normal rank
@@ Property / cites work @@
+Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit statistics for discrete multivariate data
+Normal rank
@@ Property / cites work @@
+Reducing Conservatism in Robust Optimization
@@ Property / cites work: Reducing Conservatism in Robust Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate distributions of order statistics. With applications to nonparametric statistics
+Normal rank
@@ Property / cites work @@
+Q3840143
@@ Property / cites work: Q3840143 / rank @@
+Normal rank
@@ Property / cites work @@
+Chebyshev Inequalities for Products of Random Variables
+Normal rank
@@ Property / cites work @@
+Q4050397
@@ Property / cites work: Q4050397 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
+Normal rank
@@ Property / cites work @@
+Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity
+Normal rank
@@ Property / cites work @@
+Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
+Normal rank
@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario reduction revisited: fundamental limits and guarantees
+Normal rank
@@ Property / cites work @@
+Q5201296
@@ Property / cites work: Q5201296 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Theory for Optimization under Stochastic Ambiguity
+Normal rank
@@ Property / cites work @@
+On a Class of Minimax Stochastic Programs
@@ Property / cites work: On a Class of Minimax Stochastic Programs / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization via Mass Transportation
@@ Property / cites work: Regularization via Mass Transportation / rank @@
+Normal rank
@@ Property / cites work @@
+The Theory of Statistical Decision
@@ Property / cites work: The Theory of Statistical Decision / rank @@
+Normal rank
@@ Property / cites work @@
+Q3244478
@@ Property / cites work: Q3244478 / rank @@
+Normal rank
@@ Property / cites work @@
+Some aspects of stability in stochastic programming
+Normal rank
@@ Property / cites work @@
+Q2925334
@@ Property / cites work: Q2925334 / rank @@
+Normal rank
@@ Property / cites work @@
+On the empirical estimation of integral probability metrics
+Normal rank
@@ Property / cites work @@
+A Hilbert Space Embedding for Distributions
@@ Property / cites work: A Hilbert Space Embedding for Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+\(K\)-adaptability in two-stage mixed-integer robust optimization
+Normal rank
@@ Property / cites work @@
+Q2776650
@@ Property / cites work: Q2776650 / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax and risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+On Kusuoka Representation of Law Invariant Risk Measures
+Normal rank
@@ Property / cites work @@
+Rectangular Sets of Probability Measures
@@ Property / cites work: Rectangular Sets of Probability Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Stochastic Programming
@@ Property / cites work: Distributionally Robust Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Q5547962
@@ Property / cites work: Q5547962 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust budget allocation via continuous submodular functions
+Normal rank
@@ Property / cites work @@
+Minimax analysis of stochastic problems
@@ Property / cites work: Minimax analysis of stochastic problems / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic two-stage stochastic optimization with coherent measures of risk
+Normal rank
@@ Property / cites work @@
+Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
+Normal rank
@@ Property / cites work @@
+Q5494167
@@ Property / cites work: Q5494167 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Approximation to Multiperiod Inventory Management
+Normal rank
@@ Property / cites work @@
+Understanding Machine Learning
@@ Property / cites work: Understanding Machine Learning / rank @@
+Normal rank
@@ Property / cites work @@
+.1162/153244302760185252
@@ Property / cites work: 10.1162/153244302760185252 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized semi-infinite programming: Theory and methods
+Normal rank
@@ Property / cites work @@
+Worst-Case-Expectation Approach to Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Q3093306
@@ Property / cites work: Q3093306 / rank @@
+Normal rank
@@ Property / cites work @@
+Machine Learning with Operational Costs
@@ Property / cites work: Machine Learning with Operational Costs / rank @@
+Normal rank
@@ Property / cites work @@
+On combining machine learning with decision making
+Normal rank
@@ Property / cites work @@
+Theory of statistical inference and information. Transl. from the Slovak by the author
+Normal rank
@@ Property / cites work @@
+Generalized Chebyshev Bounds via Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Gauss inequalities via semidefinite programming
+Normal rank
@@ Property / cites work @@
+Distributionally robust expectation inequalities for structured distributions
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Control of Constrained Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Likelihood robust optimization for data-driven problems
+Normal rank
@@ Property / cites work @@
+Robust Markov Decision Processes
@@ Property / cites work: Robust Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Convex Optimization
@@ Property / cites work: Distributionally Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A framework for optimization under ambiguity
@@ Property / cites work: A framework for optimization under ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach
+Normal rank
@@ Property / cites work @@
+The complete mixability and convex minimization problems with monotone marginal densities
+Normal rank
@@ Property / cites work @@
+Feasible Method for Semi-Infinite Programs
@@ Property / cites work: Feasible Method for Semi-Infinite Programs / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally robust simple integer recourse
@@ Property / cites work: Distributionally robust simple integer recourse / rank @@
+Normal rank
@@ Property / cites work @@
+On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems
+Normal rank
@@ Property / cites work @@
+Optimized Bonferroni approximations of distributionally robust joint chance constraints
+Normal rank
@@ Property / cites work @@
+A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
+Normal rank
@@ Property / cites work @@
+Q2880935
@@ Property / cites work: Q2880935 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization Under Probabilistic Envelope Constraints
+Normal rank
@@ Property / cites work @@
+Time (in)consistency of multistage distributionally robust inventory models with moment constraints
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Inventory Control When Demand Is a Martingale
+Normal rank
@@ Property / cites work @@
+Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
+Normal rank
@@ Property / cites work @@
+On distributionally robust chance constrained programs with Wasserstein distance
+Normal rank
@@ Property / cites work @@
+Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Markov Decision Processes
@@ Property / cites work: Distributionally Robust Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Solving semi-infinite programs by smoothing projected gradient method
+Normal rank
@@ Property / cites work @@
+A dynamic game approach to distributionally robust safety specifications for stochastic systems
+Normal rank
@@ Property / cites work @@
+Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
+Normal rank
@@ Property / cites work @@
+Expected Value of Distribution Information for the Newsvendor Problem
+Normal rank
@@ Property / cites work @@
+Optimality conditions for semi-infinite and generalized semi-infinite programs via lower order exact penalty functions
+Normal rank
@@ Property / cites work @@
+A survey of adjustable robust optimization
@@ Property / cites work: A survey of adjustable robust optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Counterpart in Markov Decision Processes
+Normal rank
@@ Property / cites work @@
+Distributionally robust chance constraints for non-linear uncertainties
+Normal rank
@@ Property / cites work @@
+Robust optimization for the loss-averse newsvendor problem
+Normal rank
@@ Property / cites work @@
+Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support
+Normal rank
@@ Property / cites work @@
+Adjustable Robust Optimization via Fourier–Motzkin Elimination
+Normal rank
@@ Property / cites work @@
+Branch and Price for Chance-Constrained Bin Packing
+Normal rank
@@ Property / cites work @@
+Data-driven risk-averse stochastic optimization with Wasserstein metric
+Normal rank
@@ Property / cites work @@
+Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
+Normal rank
@@ Property / cites work @@
+Distributionally robust joint chance constraints with second-order moment information
+Normal rank
@@ Property / cites work @@
+Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints
+Normal rank
@@ Property / cites work @@
+Q5543208
@@ Property / cites work: Q5543208 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+ROC++
@@ Property / describes a project that uses: ROC++ / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+ROmodel
@@ Property / describes a project that uses: ROmodel / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Pyomo
@@ Property / describes a project that uses: Pyomo / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PICOS
@@ Property / describes a project that uses: PICOS / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+JuMP
@@ Property / describes a project that uses: JuMP / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.5802/ojmo.15
@@ Property / full work available at URL: https://doi.org/10.5802/ojmo.15 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W4288066793
@@ Property / OpenAlex ID: W4288066793 / rank @@
+Normal rank