Persistence in discrete optimization under data uncertainty
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Publication:2502201
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Cites work
- scientific article; zbMATH DE number 3643026 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 795222 (Why is no real title available?)
- A Conic Programming Approach to Generalized Tchebycheff Inequalities
- A GENERAL FRAMEWORK FOR CONVEX RELAXATION OF POLYNOMIAL OPTIMIZATION PROBLEMS OVER CONES
- Application of a technique for research and development program evaluation
- Bounding Distributions for a Stochastic Acyclic Network
- Bounds on measures satisfying moment conditions.
- Convex majorization with an application to the length of critical paths
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Probabilistic PERT
- Robust discrete optimization and its applications
- Robust discrete optimization and network flows
- Robustness against dependence in PERT: An application of duality and distributions with known marginals
- TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
- The robust spanning tree problem with interval data
Cited in
(20)- Distributionally robust optimization
- The random QUBO
- Exploiting partial correlations in distributionally robust optimization
- Least squares approximation to the distribution of project completion times with Gaussian uncertainty
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Distributionally robust mixed integer linear programs: persistency models with applications
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Stochastic knapsack revisited: the service level perspective
- Persistency model and its applications in choice modeling
- 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
- 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
- A ``joint+marginal approach in optimization
- Bounds for random binary quadratic programs
- 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
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