K-adaptability in two-stage distributionally robust binary programming
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$K$-adaptability in two-stage distributionally robust binary programming
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Cites work
- A Definition of Uncertainty Aversion
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
- Distributionally Robust Convex Optimization
- Distributionally robust mixed integer linear programs: persistency models with applications
- Finite Adaptability in Multistage Linear Optimization
- Maxmin expected utility with non-unique prior
- On duality theory of conic linear problems.
- Tractable stochastic analysis in high dimensions via robust optimization
- \(K\)-adaptability in two-stage robust binary programming
Cited in
(20)- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Dynamic optimization with side information
- An approach to the distributionally robust shortest path problem
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data
- On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty
- A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- \(K\)-adaptability in two-stage robust binary programming
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Quantitative stability analysis for minimax distributionally robust risk optimization
- On Finite Adaptability in Two-Stage Distributionally Robust Optimization
- Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty
- On the multistage shortest path problem under distributional uncertainty
- \(K\)-adaptability in stochastic optimization
- \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty
- Binary decision rules for multistage adaptive mixed-integer optimization
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
- Frameworks and results in distributionally robust optimization
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