Pages that link to "Item:Q3392134"
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The following pages link to A Robust Optimization Perspective on Stochastic Programming (Q3392134):
Displaying 50 items.
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm (Q398504) (← links)
- A robust optimization approach to emergency vehicle scheduling (Q474686) (← links)
- Distribution-dependent robust linear optimization with applications to inventory control (Q499320) (← links)
- Robust optimization-based generation self-scheduling under uncertain price (Q541479) (← links)
- Chance constrained uncertain classification via robust optimization (Q633103) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Robust resource allocations in temporal networks (Q715076) (← links)
- A robust approach to the chance-constrained knapsack problem (Q957372) (← links)
- Maximizing the net present value of a project under uncertainty (Q1039778) (← links)
- A robust optimization approach to diet problem with overall glycemic load as objective function (Q1634044) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Robust portfolio selection problem under temperature uncertainty (Q1752220) (← links)
- Different stakeholders' perspectives for a surgical case assignment problem: deterministic and robust approaches (Q1753576) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game. (Q1928177) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making (Q2030473) (← links)
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
- Norm induced polyhedral uncertainty sets for robust linear optimization (Q2101644) (← links)
- A network sensor location problem for link flow observability and estimation (Q2116845) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Bilevel programming approaches to production planning for multiple products with short life cycles (Q2190796) (← links)
- An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
- A robust optimization approach with probe-able uncertainty (Q2239954) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
- A combined average-case and worst-case analysis for an integrated hub location and revenue management problem (Q2296583) (← links)
- A single allocation hub location and pricing problem (Q2301040) (← links)
- Optimal order strategy in uncertain demands with free shipping option (Q2321439) (← links)
- A new approach for worst-case regret portfolio optimization problem (Q2321628) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Cutting plane versus compact formulations for uncertain (integer) linear programs (Q2392865) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
- Distributions with maximum spread subject to Wasserstein distance constraints (Q2422610) (← links)
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study (Q2430595) (← links)
- A robust optimisation approach to the problem of supplier selection and allocation in outsourcing (Q2795193) (← links)
- A Robust Optimization Model for Managing Elective Admission in a Public Hospital (Q2797465) (← links)
- Multistage Adaptive Robust Optimization for the Unit Commitment Problem (Q2806056) (← links)
- Multistage Robust Mixed-Integer Optimization with Adaptive Partitions (Q2830769) (← links)
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set (Q2830957) (← links)
- Sensitivity importance-based robust optimization of structures with incomplete probabilistic information (Q2895040) (← links)