Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571): Difference between revisions

@@ Property / cites work @@
+Distributionally robust joint chance constraints with second-order moment information
+Normal rank
@@ Property / cites work @@
+Measure Theory and Probability Theory
@@ Property / cites work: Measure Theory and Probability Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Truss Topology Design via Semidefinite Programming
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3260984
@@ Property / cites work: Q3260984 / rank @@
+Normal rank
@@ Property / cites work @@
+Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
+Normal rank
@@ Property / cites work @@
+Optimal Inequalities in Probability Theory: A Convex Optimization Approach
+Normal rank
@@ Property / cites work @@
+Robust optimization - a comprehensive survey
@@ Property / cites work: Robust optimization - a comprehensive survey / rank @@
+Normal rank
@@ Property / cites work @@
+Q4269108
@@ Property / cites work: Q4269108 / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain convex programs: randomized solutions and confidence levels
+Normal rank
@@ Property / cites work @@
+Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems
+Normal rank
@@ Property / cites work @@
+Optimization and nonsmooth analysis
@@ Property / cites work: Optimization and nonsmooth analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+Uncertainties in minimax stochastic programs
@@ Property / cites work: Uncertainties in minimax stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Performance Bounds for the Scenario Approach and an Extension to a Class of Non-Convex Programs
+Normal rank
@@ Property / cites work @@
+Fatou's Lemma for Weakly Converging Probabilities
@@ Property / cites work: Fatou's Lemma for Weakly Converging Probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization and Its Tractable Approximations
+Normal rank
@@ Property / cites work @@
+Robust Portfolio Selection Problems
@@ Property / cites work: Robust Portfolio Selection Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
+Normal rank
@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+Duality gaps in semi-infinite linear programming—an approximation problem
+Normal rank
@@ Property / cites work @@
+The Cutting-Plane Method for Solving Convex Programs
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
+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 @@
+Multistage Stochastic Optimization
@@ Property / cites work: Multistage Stochastic Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity in portfolio selection
@@ Property / cites work: Ambiguity in portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Mean-Covariance Solutions for Stochastic 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 @@
+Q3240992
@@ Property / cites work: Q3240992 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999495
@@ Property / cites work: Q3999495 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q2776650
@@ Property / cites work: Q2776650 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling approach to stochastic programming
+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 @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
+Normal rank
@@ Property / cites work @@
+Moment inequalities for sums of random matrices and their applications in optimization
+Normal rank
@@ Property / cites work @@
+SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
+Normal rank
@@ Property / cites work @@
+Distributionally robust chance constraints for non-linear uncertainties
+Normal rank
@@ Property / cites work @@
+Robust resource allocations in temporal networks
@@ Property / cites work: Robust resource allocations in temporal networks / rank @@
+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 @@
+Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
+Normal rank
@@ Property / cites work @@
+Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
+Normal rank
@@ Property / cites work @@
+Q5543208
@@ Property / cites work: Q5543208 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints
+Normal rank
@@ Property / DBLP publication ID @@
+journals/mp/XuLS18
@@ Property / DBLP publication ID: journals/mp/XuLS18 / rank @@
+Normal rank