Distributionally robust discrete optimization with entropic Value-at-Risk
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Cites work
- Convex Approximations of Chance Constrained Programs
- Entropic value-at-risk: a new coherent risk measure
- On safe tractable approximations of chance constraints
- On the complexity of a class of combinatorial optimization problems with uncertainty
- Robust discrete optimization and its applications
- Robust discrete optimization and network flows
- Robust optimization
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- The Price of Robustness
Cited in
(5)- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme
- Entropy based risk measures
- The Discrete Moment Problem with Nonconvex Shape Constraints
- Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem
- Frameworks and results in distributionally robust optimization
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