Pages that link to "Item:Q1931627"
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The following pages link to A framework for optimization under ambiguity (Q1931627):
Displayed 36 items.
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- Data-driven distributionally robust capacitated facility location problem (Q2030664) (← links)
- On linear optimization over Wasserstein balls (Q2089797) (← links)
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics (Q2112808) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Robust linear classification from limited training data (Q2163210) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- A non-probabilistic methodology for reliable sustainability planning: an application to the Iraqi national irrigation system (Q2281810) (← links)
- Wasserstein distributionally robust shortest path problem (Q2301929) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Distributions with maximum spread subject to Wasserstein distance constraints (Q2422610) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- Wasserstein Distance and the Distributionally Robust TSP (Q5131541) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- The distributionally robust complementarity problem (Q5268944) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints (Q6151903) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- Principal component analysis and optimal portfolio (Q6187960) (← links)