Correlation robust stochastic optimization

MaRDI QIDQ5417692zbMATH OpenFDO

Authors Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Ye

Publication date 22 May 2014

Mathematics Subject Classification ID

Stochastic programming (90C15) Minimax problems in mathematical programming (90C47)

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(9)

• Price of correlations in stochastic optimization
• Smoothness for Simultaneous Composition of Mechanisms with Admission
• Submodular stochastic probing on matroids
• Improved revenue bounds for posted-price and second-price mechanisms
• Risk averse shortest paths: a computational study
• Making individually fair predictions with causal pathways
• Diversification or pooling? Distributionally robust optimization approach for closed-loop supply chain network design
• Achieving long-term fairness in submodular maximization through randomization
• Adaptivity gaps in two-sided assortment optimization

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