Pages that link to "Item:Q1789597"

The following pages link to Likelihood robust optimization for data-driven problems (Q1789597):

Displaying 38 items.

• Data-driven chance constrained stochastic program (Q304243) (← links)
• Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← links)
• Optimal decision for the market graph identification problem in a sign similarity network (Q1621915) (← links)
• Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
• Optimizing (\(s, S\)) policies for multi-period inventory models with demand distribution uncertainty: robust dynamic programing approaches (Q1753637) (← links)
• Robust sample average approximation (Q1785199) (← 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)
• Bootstrap robust prescriptive analytics (Q2089765) (← links)
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
• A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
• Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
• Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
• Distributionally robust optimization with correlated data from vector autoregressive processes (Q2294321) (← links)
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
• Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
• Robust empirical optimization is almost the same as mean-variance optimization (Q2417186) (← links)
• A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
• Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations (Q2672063) (← links)
• Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
• On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)
• Robust Capacity Planning for Project Management (Q5084614) (← links)
• Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
• Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739) (← links)
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (Q5129181) (← links)
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
• Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
• A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
• A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)
• Optimal Methods for Convex Risk-Averse Distributed Optimization (Q6116242) (← links)
• Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)