Data-driven chance constrained stochastic program
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Cited in
(only showing first 100 items - show all)- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Exact algorithms for the chance-constrained vehicle routing problem
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
- Distributionally robust optimization with decision dependent ambiguity sets
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
- Statistical optimization in high dimensions
- Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
- Chance-constrained problems and rare events: an importance sampling approach
- Data-Driven Optimization of Reward-Risk Ratio Measures
- Data-driven risk-averse stochastic optimization with Wasserstein metric
- Risk-averse two-stage stochastic program with distributional ambiguity
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Distributionally robust facility location problem under decision-dependent stochastic demand
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Approximation approach for robust vessel fleet deployment problem with ambiguous demands
- Model Uncertainty and Correctability for Directed Graphical Models
- On distributionally robust chance constrained programs with Wasserstein distance
- Integrating unimodality into distributionally robust optimal power flow
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
- Learning models with uniform performance via distributionally robust optimization
- Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks
- A robust learning approach for regression models based on distributionally robust optimization
- A survey of nonlinear robust optimization
- Risk and complexity in scenario optimization
- A Wasserstein distributionally robust chance constrained programming approach for emergency medical system planning problem
- On deterministic reformulations of distributionally robust joint chance constrained optimization problems
- Multi-stage distributionally robust optimization with risk aversion
- Distributionally robust appointment scheduling with moment-based ambiguity set
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
- Network design in scarce data environment using moment-based distributionally robust optimization
- Distributionally robust optimization with principal component analysis
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Data-driven tuning for chance constrained optimization: analysis and extensions
- Robust Actuarial Risk Analysis
- Ambiguous joint chance constraints under mean and dispersion information
- Data-driven robust chance constrained problems: a mixture model approach
- Distributionally robust stochastic programming
- Quantifying distributional model risk via optimal transport
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Wasserstein distributionally robust chance-constrained program with moment information
- KDE distributionally robust portfolio optimization with higher moment coherent risk
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
- Distributionally robust optimization. A review on theory and applications
- Distributionally robust maximum probability shortest path problem
- Wasserstein distributionally robust shortest path problem
- Distributionally robust simple integer recourse
- Bicriteria approximation of chance-constrained covering problems
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Robustness of stochastic programs with endogenous randomness via contamination
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Branch and Price for Chance-Constrained Bin Packing
- Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude
- A Bayesian risk approach to data-driven stochastic optimization: formulations and asymptotics
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- Distributionally robust optimization for sequential decision-making
- Chance constrained unit commitment approximation under stochastic wind energy
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- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors
- Distributionally robust portfolio optimization with linearized STARR performance measure
- Robust linear classification from limited training data
- Statistics of robust optimization: a generalized empirical likelihood approach
- Robust integrated planning for LEO satellite network design and service operations
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Chance-constrained set covering with Wasserstein ambiguity
- Parametric scenario optimization under limited data: a distributionally robust optimization view
- Globalized distributionally robust optimization based on samples
- Distributionally robust Weber problem with uncertain demand
- Resource distribution under spatiotemporal uncertainty of disease spread: stochastic versus robust approaches
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty
- Distributionally Robust Joint Chance Constrained Vessel Fleet Deployment Problem
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty
- Robust capacity planning for project management
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- Distributionally Robust Chance Constrained Geometric Optimization
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