$K$-adaptability in two-stage distributionally robust binary programming

DOI10.1016/j.orl.2015.10.006zbMath1408.90210MaRDI QIDQ1785454

Wolfram Wiesemann, Daniel Kuhn, Grani A. Hanasusanto

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.10.006

zbMATH Keywords

integer programming; two-stage problems; distributionally robust optimization

Mathematics Subject Classification ID

90C11: Mixed integer programming

90C20: Quadratic programming

90C15: Stochastic programming

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Uses Software

• Gurobi
• YALMIP

Cites Work

• Distributionally robust mixed integer linear programs: persistency models with applications
• Tractable stochastic analysis in high dimensions via robust optimization
• Maxmin expected utility with non-unique prior
• Distributionally Robust Convex Optimization
• K-Adaptability in Two-Stage Robust Binary Programming
• A Definition of Uncertainty Aversion
• Finite Adaptability in Multistage Linear Optimization
• AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
• Unnamed Item