Technical Note—Two-Stage Sample Robust Optimization (Q5031032): Difference between revisions

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+Adjustable robust solutions of uncertain linear programs
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+Finite Adaptability in Multistage Linear Optimization
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+On the power and limitations of affine policies in two-stage adaptive optimization
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+Integer Programming
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+Linear Programming under Uncertainty
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+Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
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+Ambiguous chance constrained problems and robust optimization
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+On two-stage convex chance constrained problems
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+Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
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+Robust Combinatorial Optimization with Exponential Scenarios
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+On the rate of convergence in Wasserstein distance of the empirical measure
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+Foundations of Optimization
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+Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
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+<i>K</i>-Adaptability in Two-Stage Robust Binary Programming
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+Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
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+Epi‐consistency of convex stochastic programs
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+On the rate of convergence of empirical measure in $\infty $-Wasserstein distance for unbounded density function
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+Analysis of Sample-Path Optimization
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+Lectures on Stochastic Programming
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+On the Rate of Convergence of Empirical Measures in ∞-transportation Distance
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+Distributionally Robust Convex Optimization
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+Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
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+A Distributional Interpretation of Robust Optimization
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