Recent advances in robust optimization: an overview (Q2256312): Difference between revisions

@@ Property / author @@
-Virginie Gabrel
@@ Property / author: Virginie Gabrel / rank @@
-Normal rank
@@ Property / author @@
+Virginie Gabrel
@@ Property / author: Virginie Gabrel / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q84606808
@@ Property / Wikidata QID: Q84606808 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+ROME
@@ Property / describes a project that uses: ROME / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+AIMMS
@@ Property / describes a project that uses: AIMMS / 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/10.1016/j.ejor.2013.09.036
+Normal rank
@@ Property / OpenAlex ID @@
+W2140496876
@@ Property / OpenAlex ID: W2140496876 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
+Normal rank
@@ Property / cites work @@
+Min-max regret robust optimization approach on interval data uncertainty
+Normal rank
@@ Property / cites work @@
+Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
+Normal rank
@@ Property / cites work @@
+Two-Stage Robust Network Flow and Design Under Demand Uncertainty
+Normal rank
@@ Property / cites work @@
+Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
+Normal rank
@@ Property / cites work @@
+Toward Robust Revenue Management: Competitive Analysis of Online Booking
+Normal rank
@@ Property / cites work @@
+Tractable stochastic analysis in high dimensions via robust optimization
+Normal rank
@@ Property / cites work @@
+Duality in robust optimization: Primal worst equals dual best
+Normal rank
@@ Property / cites work @@
+A Soft Robust Model for Optimization Under Ambiguity
+Normal rank
@@ Property / cites work @@
+Chance constrained uncertain classification via robust optimization
+Normal rank
@@ Property / cites work @@
+Robust multi-echelon multi-period inventory control
+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 @@
+Selected topics in robust convex optimization
@@ Property / cites work: Selected topics in robust convex optimization / rank @@
+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 @@
+Robust and data-driven approaches to call centers
@@ Property / cites work: Robust and data-driven approaches to call centers / rank @@
+Normal rank
@@ Property / cites work @@
+Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
+Normal rank
@@ Property / cites work @@
+Performance Analysis of Queueing Networks via Robust Optimization
+Normal rank
@@ Property / cites work @@
+On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
+Normal rank
@@ Property / cites work @@
+A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
+Normal rank
@@ Property / cites work @@
+Optimality of Affine Policies in Multistage Robust Optimization
+Normal rank
@@ Property / cites work @@
+Robust optimization with simulated annealing
@@ Property / cites work: Robust optimization with simulated annealing / rank @@
+Normal rank
@@ Property / cites work @@
+Nonconvex Robust Optimization for Problems with Constraints
+Normal rank
@@ Property / cites work @@
+Robust Optimization for Unconstrained Simulation-Based Problems
+Normal rank
@@ Property / cites work @@
+Robust multiperiod portfolio management in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+The Price of Robustness
@@ Property / cites work: The Price of Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Computing robust basestock levels
@@ Property / cites work: Computing robust basestock levels / rank @@
+Normal rank
@@ Property / cites work @@
+Locating a competitive facility in the plane with a robustness criterion
+Normal rank
@@ Property / cites work @@
+Robust Management of Motion Uncertainty in Intensity-Modulated Radiation Therapy
+Normal rank
@@ Property / cites work @@
+A multi-objective approach for robust airline scheduling
+Normal rank
@@ Property / cites work @@
+Nominal and robust train timetabling problems
@@ Property / cites work: Nominal and robust train timetabling problems / rank @@
+Normal rank
@@ Property / cites work @@
+Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
+Normal rank
@@ Property / cites work @@
+Robust portfolio selection for index tracking
@@ Property / cites work: Robust portfolio selection for index tracking / rank @@
+Normal rank
@@ Property / cites work @@
+A Robust Optimization Perspective on Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
+Normal rank
@@ Property / cites work @@
+On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory
+Normal rank
@@ Property / cites work @@
+On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. II: Applications
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Robust Estimation
@@ Property / cites work: Portfolio Selection with Robust Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Robust stochastic dominance and its application to risk-averse optimization
+Normal rank
@@ Property / cites work @@
+A robust algorithm for semidefinite programming
@@ Property / cites work: A robust algorithm for semidefinite programming / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness in stochastic programs with risk constraints
+Normal rank
@@ Property / cites work @@
+Robust Optimization for Empty Repositioning Problems
+Normal rank
@@ Property / cites work @@
+Robust portfolios: contributions from operations research and finance
+Normal rank
@@ Property / cites work @@
+Robust risk management
@@ Property / cites work: Robust risk management / rank @@
+Normal rank
@@ Property / cites work @@
+Light Robustness
@@ Property / cites work: Light Robustness / rank @@
+Normal rank
@@ Property / cites work @@
+Robust location transportation problems under uncertain demands
+Normal rank
@@ Property / cites work @@
+Robustness and duality in linear programming
@@ Property / cites work: Robustness and duality in linear programming / rank @@
+Normal rank
@@ Property / cites work @@
+New models for the robust shortest path problem: complexity, resolution and generalization
+Normal rank
@@ Property / cites work @@
+Linear programming with interval right hand sides
@@ Property / cites work: Linear programming with interval right hand sides / rank @@
+Normal rank
@@ Property / cites work @@
+Combinatorial and robust optimisation models and algorithms for railway applications
+Normal rank
@@ Property / cites work @@
+A robust robust optimization result
@@ Property / cites work: A robust robust optimization result / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness in multi-objective optimization using evolutionary algorithms
+Normal rank
@@ Property / cites work @@
+Portfolio value-at-risk optimization for asymmetrically distributed asset returns
+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 @@
+Technical Note—Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets
+Normal rank
@@ Property / cites work @@
+Robust energy cost optimization of water distribution system with uncertain demand
+Normal rank
@@ Property / cites work @@
+Robust optimization and portfolio selection: the cost of robustness
+Normal rank
@@ Property / cites work @@
+Robust strategies for facility location under uncertainty
+Normal rank
@@ Property / cites work @@
+Worst-case robust decisions for multi-period mean-variance portfolio optimization
+Normal rank
@@ Property / cites work @@
+Robust scheduling and robustness measures for the discrete time/cost trade-off problem
+Normal rank
@@ Property / cites work @@
+Belief-Free Equilibria in Games With Incomplete Information
+Normal rank
@@ Property / cites work @@
+Tractable approximate robust geometric programming
+Normal rank
@@ Property / cites work @@
+Robust decision making using a general utility set
+Normal rank
@@ Property / cites work @@
+Robust portfolio selection with uncertain exit time using worst-case VaR strategy
+Normal rank
@@ Property / cites work @@
+Portfolio selection under distributional uncertainty: a relative robust CVaR approach
+Normal rank
@@ Property / cites work @@
+Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
+Normal rank
@@ Property / cites work @@
+Fairness and Efficiency in Multiportfolio Optimization
+Normal rank
@@ Property / cites work @@
+Lexicographic \(\alpha \)-robustness: an alternative to min-max criteria
+Normal rank
@@ Property / cites work @@
+Discounted Robust Stochastic Games and an Application to Queueing Control
+Normal rank
@@ Property / cites work @@
+Short sales in log-robust portfolio management
@@ Property / cites work: Short sales in log-robust portfolio management / rank @@
+Normal rank
@@ Property / cites work @@
+A log-robust optimization approach to portfolio management
+Normal rank
@@ Property / cites work @@
+Robustness of efficient server assignment policies to service time distributions in finite-buffered lines
+Normal rank
@@ Property / cites work @@
+Primal and dual linear decision rules in stochastic and robust optimization
+Normal rank
@@ Property / cites work @@
+Min-max and robust polynomial optimization
@@ Property / cites work: Min-max and robust polynomial optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A successive SDP-NSDP approach to a robust optimization problem in finance
+Normal rank
@@ Property / cites work @@
+The Concept of Recoverable Robustness, Linear Programming Recovery, and Railway Applications
+Normal rank
@@ Property / cites work @@
+Robust portfolio modeling with incomplete cost information and project interdependencies
+Normal rank
@@ Property / cites work @@
+Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
+Normal rank
@@ Property / cites work @@
+Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning
+Normal rank
@@ Property / cites work @@
+Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
+Normal rank
@@ Property / cites work @@
+Automatic robust convex programming
@@ Property / cites work: Automatic robust convex programming / rank @@
+Normal rank
@@ Property / cites work @@
+On robust maximum flow with polyhedral uncertainty sets
+Normal rank
@@ Property / cites work @@
+Robust network optimization under polyhedral demand uncertainty is \(NP\)-hard
+Normal rank
@@ Property / cites work @@
+On 2-stage robust LP with RHS uncertainty: complexity results and applications
+Normal rank
@@ Property / cites work @@
+A robust mean absolute deviation model for portfolio optimization
+Normal rank
@@ Property / cites work @@
+Robust solutions for network design under transportation cost and demand uncertainty
+Normal rank
@@ Property / cites work @@
+Cutting-set methods for robust convex optimization with pessimizing oracles
+Normal rank
@@ Property / cites work @@
+A relative total cost index for the evaluation of transportation network robustness in the presence of degradable links and alternative travel behavior
+Normal rank
@@ Property / cites work @@
+Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
+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 @@
+TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION
+Normal rank
@@ Property / cites work @@
+On safe tractable approximations of chance constraints
+Normal rank
@@ Property / cites work @@
+Semiconductor lot allocation using robust optimization
+Normal rank
@@ Property / cites work @@
+Robust ranking and portfolio optimization
@@ Property / cites work: Robust ranking and portfolio optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust capacity expansion of network flows
@@ Property / cites work: Robust capacity expansion of network flows / rank @@
+Normal rank
@@ Property / cites work @@
+Robust supply chain design under uncertain demand in agile manufacturing
+Normal rank
@@ Property / cites work @@
+Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
+Normal rank
@@ Property / cites work @@
+Q2894083
@@ Property / cites work: Q2894083 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust solutions and risk measures for a supply chain planning problem under uncertainty
+Normal rank
@@ Property / cites work @@
+Robust Mean-Covariance Solutions for Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
+Normal rank
@@ Property / cites work @@
+Robustness in operational research and decision aiding: a multi-faceted issue
+Normal rank
@@ Property / cites work @@
+Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model
+Normal rank
@@ Property / cites work @@
+On the robustness of non-linear personalized price combinatorial auctions
+Normal rank
@@ Property / cites work @@
+Robustness properties of mean-variance portfolios
@@ Property / cites work: Robustness properties of mean-variance portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Approximation to Multiperiod Inventory Management
+Normal rank
@@ Property / cites work @@
+A dynamic programming approach to adjustable robust optimization
+Normal rank
@@ Property / cites work @@
+A robust algorithm for generalized geometric programming
+Normal rank
@@ Property / cites work @@
+A relaxation algorithm with a probabilistic guarantee for robust deviation optimization
+Normal rank
@@ Property / cites work @@
+A comparison of stochastic programming and bi-objective optimisation approaches to robust airline crew scheduling
+Normal rank
@@ Property / cites work @@
+A note on issues of over-conservatism in robust optimization with cost uncertainty
+Normal rank
@@ Property / cites work @@
+Robust support vector machines for classification and computational issues
+Normal rank
@@ Property / cites work @@
+A constraint sampling approach for multi-stage robust optimization
+Normal rank
@@ Property / cites work @@
+Robust optimization of internal transports at a parcel sorting center operated by Deutsche Post world net
+Normal rank
@@ Property / cites work @@
+Distributionally Robust Convex Optimization
@@ Property / cites work: Distributionally Robust Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Markov Decision Processes
@@ Property / cites work: Robust Markov Decision Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2880935
@@ Property / cites work: Q2880935 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Regression and Lasso
@@ Property / cites work: Robust Regression and Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+A Distributional Interpretation of Robust Optimization
+Normal rank
@@ Property / cites work @@
+Robust PCA via Outlier Pursuit
@@ Property / cites work: Robust PCA via Outlier Pursuit / rank @@
+Normal rank
@@ Property / cites work @@
+Robust optimization models for project scheduling with resource availability cost
+Normal rank
@@ Property / cites work @@
+Evacuation transportation planning under uncertainty: A robust optimization approach
+Normal rank
@@ Property / cites work @@
+Robust portfolio optimization: a conic programming approach
+Normal rank
@@ Property / cites work @@
+General robust-optimization formulation for nonlinear programming
+Normal rank
@@ Property / cites work @@
+Two-stage minimax regret robust uncapacitated lot-sizing problems with demand uncertainty
+Normal rank
@@ Property / cites work @@
+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
+Normal rank
@@ Property / cites work @@
+Distributionally robust joint chance constraints with second-order moment information
+Normal rank
@@ Property / cites work @@
+Robust portfolio optimization with derivative insurance guarantees
+Normal rank
@@ Property / DBLP publication ID @@
+journals/eor/GabrelMT14
@@ Property / DBLP publication ID: journals/eor/GabrelMT14 / rank @@
+Normal rank