Pages that link to "Item:Q2417113"
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The following pages link to Data-driven risk-averse stochastic optimization with Wasserstein metric (Q2417113):
Displayed 50 items.
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric (Q2022288) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Decomposition methods for Wasserstein-based data-driven distributionally robust problems (Q2060355) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- On linear optimization over Wasserstein balls (Q2089797) (← 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)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
- Distributionally robust profit opportunities (Q2661601) (← links)
- Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach (Q2669692) (← links)
- Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (Q2821799) (← links)
- Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Robust Data-Driven Vehicle Routing with Time Windows (Q4994169) (← links)
- Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
- Sample Out-of-Sample Inference Based on Wasserstein Distance (Q5003729) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator (Q5031024) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball (Q5080499) (← links)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
- The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems (Q5084655) (← links)
- Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization (Q5116546) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
- The Distributionally Robust Chance-Constrained Vehicle Routing Problem (Q5130504) (← links)
- Bicriteria Approximation of Chance-Constrained Covering Problems (Q5131473) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- Distributionally robust optimization for sequential decision-making (Q5238202) (← links)
- Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint (Q5737728) (← links)
- Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning (Q6073271) (← links)
- Distributionally robust chance constrained games under Wasserstein ball (Q6106545) (← links)
- Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
- Optimization under uncertainty and risk: quadratic and copositive approaches (Q6113346) (← links)
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric (Q6125219) (← links)
- Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)
- Robust chance-constrained geometric programming with application to demand risk mitigation (Q6161554) (← links)
- Wasserstein distributionally robust chance-constrained program with moment information (Q6164346) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)