Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.orl.2020.06.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3037067271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3182207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Modern Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Wasserstein profile inference and applications to machine learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantifying Distributional Model Risk via Optimal Transport / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reliable Facility Location Design Under the Risk of Disruptions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence in Wasserstein distance of the empirical measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of Wasserstein metrics for probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Optimization and Its Tractable Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-asymptotic confidence bounds for the optimal value of a stochastic program / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls / rank
 
Normal rank
Property / cites work
 
Property / cites work: A distributionally robust perspective on uncertainty quantification and chance constrained programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguous Joint Chance Constraints Under Mean and Dispersion Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven chance constrained stochastic program / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguous risk constraints with moment and unimodality information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On reduced semidefinite programs for second order moment bounds with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Newsvendor models with dependent random supply and demand / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5526189 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4221106 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularization via Mass Transportation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Rate of Convergence of Empirical Measures in ∞-transportation Distance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributionally Robust Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bicriteria Approximation of Chance-Constrained Covering Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data-driven risk-averse stochastic optimization with Wasserstein metric / rank
 
Normal rank

Latest revision as of 23:06, 24 July 2024

scientific article
Language Label Description Also known as
English
Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
scientific article

    Statements

    Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (English)
    0 references
    0 references
    7 April 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    distributionally robust
    0 references
    two-stage
    0 references
    stochastic program
    0 references
    tractable
    0 references
    reformulation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references