Distributionally robust optimization and its tractable approximations
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- A robust optimization approach to diet problem with overall glycemic load as objective function
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- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Incorporating model uncertainty into optimal insurance contract design
- Supply chain network design under uncertainty: a comprehensive review and future research directions
- Binary decision rules for multistage adaptive mixed-integer optimization
- A unified framework for stochastic optimization
- A perfect information lower bound for robust lot-sizing problems
- Multipolar robust optimization
- Optimal initial capital induced by the optimized certainty equivalent
- Risk-averse model predictive control
- A survey of adjustable robust optimization
- Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
- A utility theory based interactive approach to robustness in linear optimization
- Decision rule approximations for the risk averse reservoir management problem
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Robust binary optimization using a safe tractable approximation
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- The decision rule approach to optimization under uncertainty: methodology and applications
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- Data-driven distributionally robust capacitated facility location problem
- A data-driven approach for a class of stochastic dynamic optimization problems
- 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
- 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
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
- Distributionally robust modeling of optimal control
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
- Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics
- Risk and complexity in scenario optimization
- Robust grouped variable selection using distributionally robust optimization
- Robust linear classification from limited training data
- Frameworks and results in distributionally robust optimization
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Robust post-disaster route restoration
- Exploiting partial correlations in distributionally robust optimization
- Multistage robust mixed-integer optimization under endogenous uncertainty
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty
- Recent advances in robust optimization: an overview
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- A new approach for worst-case regret portfolio optimization problem
- Environmental game modeling with uncertainties
- On distributionally robust multiperiod stochastic optimization
- Inseparable robust reward-risk optimization models with distribution uncertainty
- Distributions with maximum spread subject to Wasserstein distance constraints
- 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
- Robust worst-case optimal investment
- A distributionally robust area under curve maximization model
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
- Distributionally robust fault detection design and assessment for dynamical systems
- On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty
- An approach to the distributionally robust shortest path problem
- A value function-based approach for robust surgery planning
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
- Robust and distributionally robust optimization models for linear support vector machine
- Robust design of service systems with immobile servers under demand uncertainty
- Risk bounded nonlinear robot motion planning with integrated perception \& control
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
- On the multistage shortest path problem under distributional uncertainty
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
- The worst-case discounted regret portfolio optimization problem
- A robust optimization model for managing elective admission in a public hospital
- Convergence analysis for distributionally robust optimization and equilibrium problems
- Robust sensitivity analysis for stochastic systems
- Robust MDPs with k-rectangular uncertainty
- A linearizing method for distributionally robust optimization problem and applications
- Distributionally Robust Convex Optimization
- Distributionally robust mixed integer linear programs: persistency models with applications
- Risk and Utility in the Duality Framework of Convex Analysis
- A brief overview of interdiction and robust optimization
- Robust quadratic programming with mixed-integer uncertainty
- New reformulations of distributionally robust shortest path problem
- Process flexibility: a distribution-free bound on the performance of k-chain
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- K-adaptability in two-stage robust binary programming
- A polynomial-time solution scheme for quadratic stochastic programs
- A robust optimization approach to dispatching technicians under stochastic service times
- A constraint sampling approach for multi-stage robust optimization
- A robust learning approach for regression models based on distributionally robust optimization
- On the polynomial solvability of distributionally robust k-sum optimization
- Decision rule bounds for two-stage stochastic bilevel programs
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Generalized decision rule approximations for stochastic programming via liftings
- scientific article; zbMATH DE number 1457529 (Why is no real title available?)
- Generalized bounded rationality and robust multicommodity network design
- Robust defibrillator deployment under cardiac arrest location uncertainty via row-and-column generation
- Distributionally Robust Stochastic Dual Dynamic Programming
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
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