$K$-adaptability in two-stage distributionally robust binary programming

DOI10.1016/j.orl.2015.10.006zbMath1408.90210OpenAlexW2151537611MaRDI QIDQ1785454

Wolfram Wiesemann, Daniel Kuhn, Grani A. Hanasusanto

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.10.006

zbMATH Keywords

integer programmingtwo-stage problemsdistributionally robust optimization

Mathematics Subject Classification ID

Mixed integer programming (90C11) Quadratic programming (90C20) Stochastic programming (90C15)

Related Items (14)

Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization ⋮ An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information ⋮ Frameworks and results in distributionally robust optimization ⋮ Dynamic optimization with side information ⋮ A note on \(\Sigma_2^p\)-completeness of a robust binary linear program with binary uncertainty set ⋮ On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty ⋮ An approach to the distributionally robust shortest path problem ⋮ Distributionally robust equilibrium for continuous games: Nash and Stackelberg models ⋮ Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball ⋮ Min-max-min robustness for combinatorial problems with discrete budgeted uncertainty ⋮ On the multistage shortest path problem under distributional uncertainty ⋮ \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty ⋮ Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls ⋮ Quantitative stability analysis for minimax distributionally robust risk optimization

Uses Software

• Gurobi
• YALMIP

Cites Work

• Unnamed Item
• Distributionally robust mixed integer linear programs: persistency models with applications
• Tractable stochastic analysis in high dimensions via robust optimization
• Maxmin expected utility with non-unique prior
• Distributionally Robust Convex Optimization
• K-Adaptability in Two-Stage Robust Binary Programming
• A Definition of Uncertainty Aversion
• Finite Adaptability in Multistage Linear Optimization
• AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT

This page was built for publication: $K$-adaptability in two-stage distributionally robust binary programming