Distributionally Robust Convex Optimization
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Cited in
(only showing first 100 items - show all)- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- A note on distributionally robust optimization under moment uncertainty
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Network design in scarce data environment using moment-based distributionally robust optimization
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
- Improved handling of uncertainty and robustness in set covering problems
- Supply chain network design under uncertainty: a comprehensive review and future research directions
- Data-driven robust optimization
- Ambiguous risk constraints with moment and unimodality information
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- A unified framework for stochastic optimization
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Customer reviews for demand distribution and sales nowcasting: a big data approach
- Multipolar robust optimization
- Distributionally robust shortfall risk optimization model and its approximation
- A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation
- Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Robust sample average approximation
- Robust binary optimization using a safe tractable approximation
- $K$-adaptability in two-stage distributionally robust binary programming
- Likelihood robust optimization for data-driven problems
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- Distributionally robust simple integer recourse
- Distributionally robust scheduling on parallel machines under moment uncertainty
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- A distributionally robust analysis of the program evaluation and review technique
- Data-driven distributionally robust capacitated facility location problem
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme
- Multi-stage distributionally robust optimization with risk aversion
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties
- Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization
- Risk-averse stochastic programming and distributionally robust optimization via operator splitting
- KDE distributionally robust portfolio optimization with higher moment coherent risk
- A multi-objective distributionally robust model for sustainable last mile relief network design problem
- Distributionally robust optimization. A review on theory and applications
- A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems
- Target-based distributionally robust optimization for single machine scheduling
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
- Multiskilled personnel assignment problem under uncertain demand: a benchmarking analysis
- Bootstrap robust prescriptive analytics
- Distributionally robust stochastic programs with side information based on trimmings
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Distributionally robust optimization with moment ambiguity sets
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
- Risk and complexity in scenario optimization
- Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty
- Robust linear classification from limited training data
- Frameworks and results in distributionally robust optimization
- Partition-based distributionally robust optimization via optimal transport with order cone constraints
- On the regularized risk of distributionally robust learning over deep neural networks
- Polyhedral coherent risk measures and robust optimization
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- Risk minimization, regret minimization and progressive hedging algorithms
- Bilevel programming approaches to production planning for multiple products with short life cycles
- A distributionally robust optimization approach for two-stage facility location problems
- Exploiting partial correlations in distributionally robust optimization
- Distributionally robust optimization with decision dependent ambiguity sets
- An almost robust model for minimizing disruption exposures in supply systems
- Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation
- A survey of decision making and optimization under uncertainty
- Distributionally robust chance constrained problems under general moments information
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude
- Minimum cost strategic weight assignment for multiple attribute decision-making problem using robust optimization approach
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty
- Recent advances in robust optimization: an overview
- Decision support for strategic energy planning: a robust optimization framework
- A distributionally robust optimization approach for outpatient colonoscopy scheduling
- Distributionally robust optimization with correlated data from vector autoregressive processes
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- A new approach for worst-case regret portfolio optimization problem
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Distribution-robust loss-averse optimization
- Quadratic two-stage stochastic optimization with coherent measures of risk
- Proportional and maxmin fairness for the sensor location problem with chance constraints
- Routing optimization with time windows under uncertainty
- A composite risk measure framework for decision making under uncertainty
- A class of two-stage distributionally robust games
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- A distributionally robust area under curve maximization model
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
- Asymptotic analysis for a stochastic semidefinite programming
- Distributionally robust fault detection design and assessment for dynamical systems
- An approach to the distributionally robust shortest path problem
- Appointment scheduling for multi-stage sequential service systems with limited distributional information
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