Distributionally Robust Stochastic Knapsack Problem
From MaRDI portal
Publication:2934487
DOI10.1137/130915315zbMath1336.90071OpenAlexW2067796483MaRDI QIDQ2934487
Jianqiang Cheng, Erick Delage, Abdel Lisser
Publication date: 12 December 2014
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/84addd3438a750a910418eb194058cdfd7d7ef0e
Semidefinite programming (90C22) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27)
Related Items (34)
Data-driven robust chance constrained problems: a mixture model approach ⋮ Uplink scheduling for joint wireless orthogonal frequency and time division multiple access networks ⋮ Exact algorithms for the 0-1 time-bomb knapsack problem ⋮ Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms ⋮ New reformulations of distributionally robust shortest path problem ⋮ Distributionally Robust Optimization with Principal Component Analysis ⋮ Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity ⋮ Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium ⋮ Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations ⋮ Balancing the profit and capacity under uncertainties: a target‐based distributionally robust knapsack problem ⋮ Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance ⋮ 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 ⋮ Wasserstein distributionally robust chance-constrained program with moment information ⋮ Distributionally robust joint chance-constrained support vector machines ⋮ The hazardous orienteering problem ⋮ Bounds for Random Binary Quadratic Programs ⋮ An exact algorithm for linear integer programming problems with distributionally robust chance constraints ⋮ Ambiguous risk constraints with moment and unimodality information ⋮ On distributionally robust chance constrained programs with Wasserstein distance ⋮ On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems ⋮ Data-driven distributionally robust chance-constrained optimization with Wasserstein metric ⋮ Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information ⋮ Distributionally robust chance constraints for non-linear uncertainties ⋮ Exact algorithms for the chance-constrained vehicle routing problem ⋮ Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches ⋮ Games with distributionally robust joint chance constraints ⋮ Distributionally robust optimization. A review on theory and applications ⋮ Distributionally robust maximum probability shortest path problem ⋮ Multivariate robust second-order stochastic dominance and resulting risk-averse optimization ⋮ A sparse chance constrained portfolio selection model with multiple constraints ⋮ Distributionally Robust Chance Constrained Geometric Optimization ⋮ Optimized Bonferroni approximations of distributionally robust joint chance constraints ⋮ Generalized Gauss inequalities via semidefinite programming
This page was built for publication: Distributionally Robust Stochastic Knapsack Problem
