Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
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Cites work
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- scientific article; zbMATH DE number 3257962 (Why is no real title available?)
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Cited in
(36)- A general model and efficient algorithms for reliable facility location problem under uncertain disruptions
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- A distributionally robust optimization approach for two-stage facility location problems
- Fatou's lemma for weakly converging measures under the uniform integrability condition
- Distributionally robust optimization with moment ambiguity sets
- Discrete approximation and quantification in distributionally robust optimization
- Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints
- A vehicle routing problem with distribution uncertainty in deadlines
- Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
- A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Robust optimization problem for linear polyhedral cone constrained distribution on \(KL\)-divergence
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Discrete approximation and convergence analysis for a class of decision-dependent two-stage stochastic linear programs
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
- Distributionally robust Weber problem with uncertain demand
- A Bayesian approach to data-driven multi-stage stochastic optimization
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Quantitative stability analysis for distributionally robust optimization with moment constraints
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets
- Data-Driven Optimization of Reward-Risk Ratio Measures
- Distributionally robust last-train coordination planning problem with dwell time adjustment strategy
- Globalized distributionally robust optimization based on samples
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Distributionally robust optimization. A review on theory and applications
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
- Distributionally robust stochastic variational inequalities
- Pure characteristics demand models and distributionally robust mathematical programs with stochastic complementarity constraints
- A distributionally robust optimization model for batch nonlinear switched time-delay system considering uncertain output measurements
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Frameworks and results in distributionally robust optimization
- Distributionally robust shortfall risk optimization model and its approximation
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