Pages that link to "Item:Q1785197"
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The following pages link to Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197):
Displaying 50 items.
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment (Q2698567) (← links)
- Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (Q2821799) (← links)
- Statistical Optimization in High Dimensions (Q2830768) (← links)
- A Brief Overview of Interdiction and Robust Optimization (Q3299227) (← links)
- (Q4558150) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems (Q4641643) (← links)
- A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
- Robust Data-Driven Vehicle Routing with Time Windows (Q4994169) (← links)
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
- Dynamics of Data-driven Ambiguity Sets for Hyperbolic Conservation Laws with Uncertain Inputs (Q4997437) (← links)
- (Q4998952) (← links)
- Rejoinder: New Objectives for Policy Learning (Q4999146) (← links)
- Admissibility of Solution Estimators for Stochastic Optimization (Q4999345) (← links)
- Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
- Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
- Probabilistic Guarantees in Robust Optimization (Q5013583) (← links)
- Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589) (← links)
- Data-Driven Robust Resource Allocation with Monotonic Cost Functions (Q5031001) (← links)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
- Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- Model Uncertainty and Correctability for Directed Graphical Models (Q5052911) (← links)
- Robust Risk-Aware Reinforcement Learning (Q5065087) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
- Robust Capacity Planning for Project Management (Q5084614) (← links)
- Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets (Q5084616) (← links)
- The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems (Q5084655) (← links)
- A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions (Q5084659) (← links)
- Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- Building Load Control Using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants (Q5087721) (← links)
- Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- Distributionally Robust Linear and Discrete Optimization with Marginals (Q5095178) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- A Wasserstein distributionally robust chance constrained programming approach for emergency medical system planning problem (Q5097796) (← links)
- Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization (Q5116546) (← links)
- Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
- The Distributionally Robust Chance-Constrained Vehicle Routing Problem (Q5130504) (← links)