A Robust Optimization Perspective on Stochastic Programming
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 1163813
- Robust Stochastic Approximation Approach to Stochastic Programming
- Robust stochastic programming with uncertain probabilities
- Robust Solutions in Stochastic Linear Programming
- Robustness in stochastic programming models
- Robustness in stochastic programs with risk constraints
- Distributionally robust stochastic programming
- scientific article; zbMATH DE number 1045614
- Risk measures in stochastic programming and robust optimization problems
- Stochastic programming approach to optimization under uncertainty
Cited in
(88)- Maximizing the net present value of a project under uncertainty
- A robust optimization approach to diet problem with overall glycemic load as objective function
- Data-driven robust optimization
- Large-scale unit commitment under uncertainty: an updated literature survey
- Robust portfolio selection problem under temperature uncertainty
- Different stakeholders' perspectives for a surgical case assignment problem: deterministic and robust approaches
- Likelihood robust optimization for data-driven problems
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game.
- Multi-resource allocation in stochastic project scheduling
- Distributionally robust joint chance constraints with second-order moment information
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation
- Norm induced polyhedral uncertainty sets for robust linear optimization
- A network sensor location problem for link flow observability and estimation
- Frameworks and results in distributionally robust optimization
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set
- Bilevel programming approaches to production planning for multiple products with short life cycles
- An almost robust model for minimizing disruption exposures in supply systems
- A robust optimization approach with probe-able uncertainty
- Recent developments in robust portfolios with a worst-case approach
- Recent advances in robust optimization: an overview
- Robust investment decisions under supply disruption in petroleum markets
- A combined average-case and worst-case analysis for an integrated hub location and revenue management problem
- A single allocation hub location and pricing problem
- Optimal order strategy in uncertain demands with free shipping option
- A new approach for worst-case regret portfolio optimization problem
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Large-scale unit commitment under uncertainty
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Cutting plane versus compact formulations for uncertain (integer) linear programs
- A composite risk measure framework for decision making under uncertainty
- Distributions with maximum spread subject to Wasserstein distance constraints
- Dynamic pricing and inventory control: robust vs. stochastic uncertainty models---a computational study
- Ambiguous chance constrained problems and robust optimization
- The worst-case discounted regret portfolio optimization problem
- scientific article; zbMATH DE number 1724437 (Why is no real title available?)
- A robust optimisation approach to the problem of supplier selection and allocation in outsourcing
- A robust optimization model for managing elective admission in a public hospital
- Multistage adaptive robust optimization for the unit commitment problem
- A dynamic programming approach for a class of robust optimization problems
- Multistage robust mixed-integer optimization with adaptive partitions
- Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
- Sensitivity importance-based robust optimization of structures with incomplete probabilistic information
- Dynamic container deployment: two-stage robust model, complexity, and computational results
- A robust asset-liability management framework for investment products with guarantees
- Robust quadratic programming with mixed-integer uncertainty
- Tractable algorithms for chance-constrained combinatorial problems
- Scenario approximation of robust and chance-constrained programs
- Robust Solutions in Stochastic Linear Programming
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm
- Ambiguous joint chance constraints under mean and dispersion information
- A robust optimization approach to emergency vehicle scheduling
- Robust stochastic maximum principle for multi-model worst case optimization
- Robust Inventory Management: An Optimal Control Approach
- Adjustable robust optimization via Fourier-Motzkin elimination
- Risk-averse two-stage stochastic program with distributional ambiguity
- The big data newsvendor: practical insights from machine learning
- Distribution-dependent robust linear optimization with applications to inventory control
- scientific article; zbMATH DE number 7370573 (Why is no real title available?)
- Data-driven robust resource allocation with monotonic cost functions
- Integrated ad delivery planning for targeted display advertising
- Robust Models for the Kidney Exchange Problem
- Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Robust contract designs: linear contracts and moral hazard
- Robust optimization-based generation self-scheduling under uncertain price
- A leader-follower single allocation hub location problem under fixed markups
- Multivariate Chebyshev Inequality With Estimated Mean and Variance
- Query minimization under stochastic uncertainty
- Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management
- Soft robust solutions to possibilistic optimization problems
- Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
- Farmland allocation in the conversion from conventional to organic farming
- On approximations of data-driven chance constrained programs over Wasserstein balls
- Stochastic crowd shipping last-mile delivery with correlated marginals and probabilistic constraints
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Wasserstein distributionally robust chance-constrained program with moment information
- Chance constrained uncertain classification via robust optimization
- Primal and dual linear decision rules in stochastic and robust optimization
- Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- A robust optimal control problem with moment constraints on distribution: theoretical analysis and an algorithm
- Worst-case conditional value at risk for asset liability management: a framework for general loss functions
- A nonparametric robust optimization approach for chance-constrained knapsack problem
- Robust resource allocations in temporal networks
- An image space analysis approach for nonsmooth multiobjective programming problems under data uncertainty
- A robust approach to the chance-constrained knapsack problem
This page was built for publication: A Robust Optimization Perspective on Stochastic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3392134)
