Optimal Inequalities in Probability Theory: A Convex Optimization Approach
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- Robust portfolio selection with uncertain exit time using worst-case VaR strategy
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- Appointment scheduling for multi-stage sequential service systems with limited distributional information
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- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
- Positivity and optimization: beyond polynomials
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- The truncated Stieltjes moment problem solved by using kernel density functions
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- Sum-of-squares optimization without semidefinite programming
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- The Discrete Moment Problem with Nonconvex Shape Constraints
- On the heavy-tail behavior of the distributionally robust newsvendor
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- On reduced semidefinite programs for second order moment bounds with applications
- A general model and efficient algorithms for reliable facility location problem under uncertain disruptions
- Stochastic decomposition method for two-stage distributionally robust linear optimization
- Technical note -- On matrix exponential differentiation with application to weighted sum distributions
- Application of direct extended modified algebraic method of Bogoyavlenskii equation on lower and upper bounds in managing and optimizing queues
- Distributionally robust optimization with infinitely constrained ambiguity sets
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- Exact algorithms for distributionally \(\beta \)-robust machine scheduling with uncertain processing times
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