Persistence in discrete optimization under data uncertainty
DOI10.1007/S10107-006-0710-ZzbMATH Open1130.90365OpenAlexW2156246300WikidataQ93439968 ScholiaQ93439968MaRDI QIDQ2502201FDOQ2502201
Dimitris Bertsimas, Karthik Natarajan, Chung-Piaw Teo
Publication date: 12 September 2006
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0710-z
Recommendations
- Persistency model and its applications in choice modeling
- Distributionally robust mixed integer linear programs: persistency models with applications
- Optimal crashing of an activity network with disruptions
- Criticality analysis of activity networks under interval uncertainty
- Robust discrete optimization and network flows
Combinatorial optimization (90C27) Semidefinite programming (90C22) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Integer programming (90C10)
Cites Work
- Title not available (Why is that?)
- Robust discrete optimization and its applications
- Robust discrete optimization and network flows
- Title not available (Why is that?)
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- The robust spanning tree problem with interval data
- Bounds on measures satisfying moment conditions.
- Convex majorization with an application to the length of critical paths
- TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
- Robustness against dependence in PERT: An application of duality and distributions with known marginals
- Title not available (Why is that?)
- Application of a Technique for Research and Development Program Evaluation
- Bounding Distributions for a Stochastic Acyclic Network
- A Conic Programming Approach to Generalized Tchebycheff Inequalities
- A GENERAL FRAMEWORK FOR CONVEX RELAXATION OF POLYNOMIAL OPTIMIZATION PROBLEMS OVER CONES
- Probabilistic PERT
Cited In (18)
- Exploiting partial correlations in distributionally robust optimization
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Bounds for Random Binary Quadratic Programs
- Distributionally robust mixed integer linear programs: persistency models with applications
- A semidefinite optimization approach to the steady-state analysis of queueing systems
- An approach to the distributionally robust shortest path problem
- Robustness to dependency in portfolio optimization using overlapping marginals
- A “Joint+Marginal” Approach in Optimization
- Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty
- The Discrete Moment Problem with Nonconvex Shape Constraints
- A ``joint + marginal heuristic for 0/1 programs
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
- The Random QUBO
- Enriching Solutions to Combinatorial Problems via Solution Engineering
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula
- Frameworks and results in distributionally robust optimization
- Stochastic Knapsack Revisited: The Service Level Perspective
Uses Software
This page was built for publication: Persistence in discrete optimization under data uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2502201)
