Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
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Publication:2022288
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- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
Cited in
(40)- Data-driven robust chance constrained problems: a mixture model approach
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Energy and reserve dispatch with distributionally robust joint chance constraints
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- Frameworks and results in distributionally robust optimization
- On distributionally robust chance constrained programs with Wasserstein distance
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach
- Chance-constrained set covering with Wasserstein ambiguity
- Distributionally robust chance constrained SVM model with _2-Wasserstein distance
- Data-driven chance constrained stochastic program
- On deterministic reformulations of distributionally robust joint chance constrained optimization problems
- Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Distributionally robust second-order stochastic dominance constrained optimization with Wasserstein ball
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
- Distributionally Robust Chance Constrained Geometric Optimization
- On approximations of data-driven chance constrained programs over Wasserstein balls
- Distributionally robust chance constrained games under Wasserstein ball
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization
- Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
- Wasserstein distributionally robust chance-constrained program with moment information
- Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers
- Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls
- A distributionally robust chance-constrained model for humanitarian relief network design
- A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
- Data-driven optimization with distributionally robust second order stochastic dominance constraints
- Distributionally robust joint chance-constrained programming with Wasserstein metric
- Distributionally robust optimization problem with probabilistic envelope constraints over Wasserstein ball
- Distributionally robust fractional optimization of probability of exceedance
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- ALSO-X \#: better convex approximations for distributionally robust chance constrained programs
- Integer programming approaches for distributionally robust chance constraints with adjustable risks
- Distributionally robust optimal uncertainty quantification under Phi-divergence ambiguity
- A decomposition algorithm for distributionally robust chance-constrained programs with polyhedral ambiguity set
- Distributionally robust resource allocation using Wasserstein distance
- Budget allocation via data-driven distributionally robust probability maximization
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