Quantitative stability analysis for minimax distributionally robust risk optimization
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- $K$-adaptability in two-stage distributionally robust binary programming
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- Convergence analysis for distributionally robust optimization and equilibrium problems
- Convex analysis and measurable multifunctions
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Data-driven risk-averse stochastic optimization with Wasserstein metric
- Discrete approximation and quantification in distributionally robust optimization
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
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- Distributionally robust joint chance constraints with second-order moment information
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- On convergence of kernel learning estimators
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- Quantitative stability analysis for distributionally robust optimization with moment constraints
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
- Robust optimization
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- Scenario reduction in stochastic programming
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Cited in
(24)- Distributional robustness, stochastic divergences, and the quadrangle of risk
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Distortion risk measure under parametric ambiguity
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- Discrete approximation and quantification in distributionally robust optimization
- Special issue: topics in stochastic programming
- Risk measures under model uncertainty: a Bayesian viewpoint
- Distributionally robust joint chance-constrained programming with Wasserstein metric
- Quantifying distributional model risk via optimal transport
- An equivalent form of minimax distributionally robust optimization problem based on \(\chi^2\)-divergence function
- Variational theory for optimization under stochastic ambiguity
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
- Convergence analysis for distributionally robust optimization and equilibrium problems
- Quantitative stability analysis for distributionally robust optimization with moment constraints
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets
- An equivalent form of minimax distributionally robust optimization problem based on Hellinger-distance divergence function
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Stackelberg risk preference design
- On linear optimization over Wasserstein balls
- Frameworks and results in distributionally robust optimization
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