Distributionally Robust Two-Stage Stochastic Programming
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Cites work
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Data-driven risk-averse stochastic optimization with Wasserstein metric
- Data-driven robust optimization
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Decomposition methods for Wasserstein-based data-driven distributionally robust problems
- Distributionally Robust Convex Optimization
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Likelihood robust optimization for data-driven problems
- On distributionally robust chance-constrained linear programs
- On general minimax theorems
- Optimal transport-based distributionally robust optimization: structural properties and iterative schemes
- Quantifying distributional model risk via optimal transport
- Risk-averse two-stage stochastic program with distributional ambiguity
- Robust convex optimization
- Robust sample average approximation
- Robustifying convex risk measures for linear portfolios: a nonparametric approach
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
Cited in
(35)- Risk-averse two-stage stochastic program with distributional ambiguity
- Distributionally robust resource planning under binomial demand intakes
- Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance
- A distributionally robust optimization approach for two-stage facility location problems
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- Distributionally Robust Stochastic Dual Dynamic Programming
- Approximation algorithms for distributionally-robust stochastic optimization with black-box distributions
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Two-stage distributionally robust conic linear programming over 1-Wasserstein balls
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- $K$-adaptability in two-stage distributionally robust binary programming
- Pragmatic distributionally robust optimization for simple integer recourse models
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Data-driven distributionally robust capacitated facility location problem
- An almost robust model for minimizing disruption exposures in supply systems
- A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems
- Robust two-stage stochastic linear programs with moment constraints
- Distributionally robust fractional optimization of probability of exceedance
- On Finite Adaptability in Two-Stage Distributionally Robust Optimization
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation
- Robust location transportation problems under uncertain demands
- Distributionally robust stochastic programming
- Stochastic decomposition method for two-stage distributionally robust linear optimization
- A distributionally robust approach to a class of three-stage stochastic linear programs
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
- Two-stage distributionally robust optimization with a finite support
- Budget allocation of food procurement for natural disaster response
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
- Distributionally Robust Stochastic Optimization with Wasserstein Distance
- Technical note -- two-stage sample robust optimization
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