Constructing uncertainty sets for robust linear optimization
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(only showing first 100 items - show all)- Algorithms and uncertainty sets for data-driven robust shortest path problems
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- Stability advances in robust portfolio optimization under parallelepiped uncertainty
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- Maximizing perturbation radii for robust convex quadratically constrained quadratic programs
- Global optimality condition for quadratic optimization problems under data uncertainty
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
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- Robust optimization for lot-sizing problems under yield uncertainty
- Robust strong duality for nonconvex optimization problem under data uncertainty in constraint
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- Adjustable robust optimization through multi-parametric programming
- Approximating combinatorial optimization problems with the ordered weighted averaging criterion
- Robust sensitivity analysis for linear programming with ellipsoidal perturbation
- Weighted robust optimality of convex optimization problems with data uncertainty
- A relative robust approach on expected returns with bounded CVaR for portfolio selection
- A survey of decision making and optimization under uncertainty
- The radius of robust feasibility of uncertain mathematical programs: a survey and recent developments
- Recent advances in robust optimization: an overview
- Strong and total Fenchel dualities for robust convex optimization problems
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio
- A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
- Global minimum variance portfolios under uncertainty: a robust optimization approach
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- Robust nonlinear optimization with conic representable uncertainty set
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Inseparable robust reward-risk optimization models with distribution uncertainty
- An exact formula for radius of robust feasibility of uncertain linear programs
- A closed-form solution of the Black-Litterman model with conditional value at risk
- Optimal robust insurance with a finite uncertainty set
- A composite risk measure framework for decision making under uncertainty
- On -solutions for robust fractional optimization problems
- Restricted risk measures and robust optimization
- Reduced-form setting under model uncertainty with non-linear affine intensities
- Robust market equilibria under uncertain cost
- Fuzzy and robust approach for decision-making in disaster situations
- On robust Karush-Kuhn-Tucker multipliers rules for semi-infinite multiobjective optimization with data uncertainty
- On -solutions for convex optimization problems with uncertainty data
- Statistical optimization in high dimensions
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- Robust planning for an open-pit mining problem under ore-grade uncertainty
- Decomposition algorithms for two-stage chance-constrained programs
- FAST—Fast Algorithm for the Scenario Technique
- Primal-dual algorithms for optimization with stochastic dominance
- Two-stage stochastic linear programs with incomplete information on uncertainty
- Biobjective robust optimization over the efficient set for Pareto set reduction
- A brief overview of interdiction and robust optimization
- On the integration of row and column uncertainty in robust linear programming
- Some characterizations of robust optimal solutions for uncertain convex optimization problems
- Tight approximations of dynamic risk measures
- Robust linear semi-infinite programming duality under uncertainty
- Short sales in log-robust portfolio management
- Staffing a call center with uncertain non-stationary arrival rate and flexibility
- Robust least square semidefinite programming with applications
- Stochastic linear programming with a distortion risk constraint
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
- A general solution for robust linear programs with distortion risk constraints
- Kusuoka representations of coherent risk measures in general probability spaces
- A practicable robust counterpart formulation for decomposable functions: a network congestion case study
- Adjustable robust optimization via Fourier-Motzkin elimination
- Risk-averse two-stage stochastic program with distributional ambiguity
- A practical guide to robust portfolio optimization
- Refinements of Kusuoka representations on \(L^\infty\)
- Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
- Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets
- Radius of Robust Feasibility for Mixed-Integer Problems
- Robust contract designs: linear contracts and moral hazard
- Strong duality in robust semi-definite linear programming under data uncertainty
- scientific article; zbMATH DE number 7084083 (Why is no real title available?)
- Distributionally robust optimization for sequential decision-making
- Dynamic linear programming games with risk-averse players
- Robust portfolio optimization with derivative insurance guarantees
- Using submodularity in solving the robust bandwidth packing problem with queuing delay guarantees
- Modeling data-driven adaptive distributionally robust equilibrium last mile relief network under centrality metric
- Customer satisfaction in the presence of imperfect knowledge of data
- Robust optimization with order statistic uncertainty set
- Optimization under uncertainty and risk: quadratic and copositive approaches
- Comparative analysis of linear programming relaxations for the robust knapsack problem
- On the complexity of robust multi-stage problems with discrete recourse
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Robust duality for generalized convex programming problems under data uncertainty
- Adaptive robust optimization for lot-sizing under yield uncertainty
- A robust optimization approach for repairing and overhauling in a captive repair shop under uncertainty
- The stability of robustness for conic linear programs with uncertain data
- Stackelberg risk preference design
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- Integrated and sequential algorithms for the robust two-echelon location-routing problem under demand uncertainty
- Exact and matheuristic algorithms for robust lot-sizing and scheduling problems with uncertain capacity
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