Pages that link to "Item:Q304243"
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The following pages link to Data-driven chance constrained stochastic program (Q304243):
Displaying 50 items.
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Network design in scarce data environment using moment-based distributionally robust optimization (Q1651520) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Distributionally robust appointment scheduling with moment-based ambiguity set (Q1728172) (← links)
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- A dynamic game approach to distributionally robust safety specifications for stochastic systems (Q1797093) (← links)
- Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks (Q1800441) (← links)
- Exact algorithms for the chance-constrained vehicle routing problem (Q1800993) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric (Q2022288) (← links)
- Distributionally robust facility location problem under decision-dependent stochastic demand (Q2030606) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Games with distributionally robust joint chance constraints (Q2047188) (← links)
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Distributionally robust maximum probability shortest path problem (Q2075464) (← links)
- Approximation approach for robust vessel fleet deployment problem with ambiguous demands (Q2084599) (← links)
- Integrating unimodality into distributionally robust optimal power flow (Q2085818) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
- Resource distribution under spatiotemporal uncertainty of disease spread: stochastic versus robust approaches (Q2108123) (← links)
- Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Robust linear classification from limited training data (Q2163210) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets (Q2220666) (← links)
- On distributionally robust chance constrained programs with Wasserstein distance (Q2227531) (← links)
- Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Distributionally robust optimization with correlated data from vector autoregressive processes (Q2294321) (← links)
- Wasserstein distributionally robust shortest path problem (Q2301929) (← links)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Data-driven risk-averse stochastic optimization with Wasserstein metric (Q2417113) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
- Chance constrained unit commitment approximation under stochastic wind energy (Q2669502) (← links)
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
- Chance-constrained set covering with Wasserstein ambiguity (Q2687060) (← links)
