Pages that link to "Item:Q4377495"
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The following pages link to Robust Solutions to Least-Squares Problems with Uncertain Data (Q4377495):
Displaying 50 items.
- A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing (Q833427) (← links)
- Tractable approximate robust geometric programming (Q833439) (← links)
- Robust portfolio selection based on asymmetric measures of variability of stock returns (Q843134) (← links)
- On the S-procedure and some variants (Q857821) (← links)
- Minimax estimation for singular linear multivariate models with mixed uncertainty (Q860340) (← links)
- Restricted robust uniform matroid maximization under interval uncertainty (Q879971) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- A \({\mathsf{D}}\)-induced duality and its applications (Q925269) (← links)
- A multi-parametric programming approach for constrained dynamic programming problems (Q928304) (← links)
- Global convergence of a class of discrete-time interconnected pendulum-like systems (Q946301) (← links)
- Adjustable robust counterpart of conic quadratic problems (Q953290) (← links)
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications (Q974991) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- Parameter estimation with expected and residual-at-risk criteria (Q999831) (← links)
- Duality in robust optimization: Primal worst equals dual best (Q1002073) (← links)
- Robust constrained receding-horizon predictive control via bounded data uncertainties (Q1005186) (← links)
- Robust counterparts of errors-in-variables problems (Q1020910) (← links)
- Relaxed robust second-order-cone programming (Q1021530) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- Robust optimization - a comprehensive survey (Q1033240) (← links)
- A dual-interval vertex analysis method and its application to environmental decision making under uncertainty (Q1042506) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Estimation and control with bounded data uncertainties (Q1124761) (← links)
- Applications of second-order cone programming (Q1124764) (← links)
- Inversion error, condition number, and approximate inverses of uncertain matrices (Q1348090) (← links)
- A uniqueness result concerning a robust regularized least-squares solution (Q1607235) (← links)
- A probabilistic framework for problems with real structured uncertainty in systems and control (Q1614384) (← links)
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches (Q1616947) (← links)
- A VNS-LP algorithm for the robust dynamic maximal covering location problem (Q1642060) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- Resilient observer-based control for networked nonlinear T-S fuzzy systems with hybrid-triggered scheme (Q1649964) (← links)
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty (Q1662157) (← links)
- A robust optimization of capacity allocation policies in the third-party warehouse (Q1666624) (← links)
- Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets (Q1683090) (← links)
- Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints (Q1717231) (← links)
- Robust \(\epsilon\)-support vector regression (Q1718224) (← links)
- Conditions under which adjustability lowers the cost of a robust linear program (Q1730447) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Robust multiobjective optimization with application to Internet routing (Q1730555) (← links)
- Energy technology environment model with smart grid and robust nodal electricity prices (Q1730705) (← links)
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty (Q1731817) (← links)
- Multipolar robust optimization (Q1731824) (← links)
- Robust and sustainable supply chains under market uncertainties and different risk attitudes -- a case study of the German biodiesel market (Q1744521) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Uncertain convex programs: randomized solutions and confidence levels (Q1769067) (← links)
- Radius of robust feasibility formulas for classes of convex programs with uncertain polynomial constraints (Q1785470) (← links)
