Pages that link to "Item:Q1785199"
From MaRDI portal
The following pages link to Robust sample average approximation (Q1785199):
Displayed 37 items.
- The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems (Q2091214) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization (Q2103421) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- Liner ship bunkering and sailing speed planning with uncertain demand (Q2301031) (← links)
- Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
- Robust recycling facility location with clustering (Q2669561) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
- Rejoinder: New Objectives for Policy Learning (Q4999146) (← links)
- Out-of-Sample Utility Bounds for Empirically Optimal Portfolios in a Single-Period Investment Problem (Q5014532) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
- Calibration of Distributionally Robust Empirical Optimization Models (Q5031650) (← links)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
- Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization (Q5116551) (← links)
- Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
- Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)
- Integrated strategic energy mix and energy generation planning with multiple sustainability criteria and hierarchical stakeholders (Q6112574) (← links)
- Diametrical risk minimization: theory and computations (Q6134352) (← links)
- An online reinforcement learning approach to charging and order-dispatching optimization for an e-hailing electric vehicle fleet (Q6168573) (← links)
- A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities (Q6187733) (← links)