Distributionally Robust Linear and Discrete Optimization with Marginals
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Cites work
- A Backlogging Model and a Multi-Echelon Model of a Dynamic Economic Lot Size Production System—A Network Approach
- A Deterministic Multi-Period Production Scheduling Model with Backlogging
- A Variable-Complexity Norm Maximization Problem
- Bimonotone linear inequalities and sublattices of \(\mathbb R^n\)
- Bounds on Expected Project Tardiness
- Computational complexity of norm-maximization
- Convex majorization with an application to the length of critical paths
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Discrete Convex Analysis
- Distributionally Robust Convex Optimization
- Distributionally robust optimization and its tractable approximations
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Extended formulations in combinatorial optimization
- GROSS SUBSTITUTES CONDITION AND DISCRETE CONCAVITY FOR MULTI-UNIT VALUATIONS: A SURVEY
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Lectures on stochastic programming. Modeling and theory.
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Maximally dependent random variables
- Models for minimax stochastic linear optimization problems with risk aversion
- Multi-marginal optimal transport: theory and applications
- On project scheduling with irregular starting time costs
- Optimal Transport
- Persistence in discrete optimization under data uncertainty
- Persistency model and its applications in choice modeling
- Polynomial algorithms in linear programming
- Preservation of supermodularity in parametric optimization: necessary and sufficient conditions on constraint structures
- Price of correlations in stochastic optimization
- Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
- Probabilistic PERT
- Representation of general and polyhedral subsemilattices and sublattices of product spaces
- Robust Wasserstein profile inference and applications to machine learning
- Robustness against dependence in PERT: An application of duality and distributions with known marginals
- Scheduling arrivals to a stochastic service delivery system using copositive cones
- Sharp Bounds on the Largest of some Linear Combinations of Random Variables with Given Marginal Distributions
- Stochastic Bounds on Distributions of Optimal Value Functions with Applications to PERT, Network Flows and Reliability
- Submodular functions: from discrete to continuous domains
Cited in
(10)- Distributionally robust discrete optimization with entropic Value-at-Risk
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- Frameworks and results in distributionally robust optimization
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- Exploiting partial correlations in distributionally robust optimization
- A distributionally robust area under curve maximization model
- Distributionally Robust Convex Optimization
- Distributionally robust mixed integer linear programs: persistency models with applications
- Polynomial-time algorithms for multimarginal optimal transport problems with structure
- Distributionally robust optimization
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