Distributionally Robust Convex Optimization
From MaRDI portal
Publication:2941430
Recommendations
- Distributionally robust optimization and its tractable approximations
- Distributionally robust possibilistic optimization problems
- A distributional interpretation of robust optimization
- Frameworks and results in distributionally robust optimization
- Distributionally robust stochastic programming
- Distributionally robust optimization. A review on theory and applications
- Robust convex optimization
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Distribution-robust loss-averse optimization
- Distributionally robust optimization with moment ambiguity sets
Cited in
(only showing first 100 items - show all)- Ambiguous joint chance constraints under mean and dispersion information
- Distributionally Robust Two-Stage Stochastic Programming
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Robust binary optimization using a safe tractable approximation
- Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems
- Robust optimization with belief functions
- A general model and efficient algorithms for reliable facility location problem under uncertain disruptions
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Data-driven robust resource allocation with monotonic cost functions
- Distributional robustness, stochastic divergences, and the quadrangle of risk
- Distributionally robust optimization for engineering design under uncertainty
- A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data
- Moving horizon estimation based on distributionally robust optimisation
- Branch-cut-and-price for the robust capacitated vehicle routing problem with knapsack uncertainty
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric
- Robust sample average approximation
- A discussion of probability functions and constraints from a variational perspective
- Distortion risk measure under parametric ambiguity
- A distributionally robust optimization approach for two-stage facility location problems
- Distributionally robust scheduling on parallel machines under moment uncertainty
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach
- Optimal-transport satisficing with applications to capacitated hub location
- Approximation guarantees for min-max-min robust optimization and \(k\)-adaptability under objective uncertainty
- Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty
- A survey of decision making and optimization under uncertainty
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty
- A model of distributionally robust two-stage stochastic convex programming with linear recourse
- Risk and complexity in scenario optimization
- Distributionally Robust Chance Constrained Geometric Optimization
- Distributionally robust optimization with moment ambiguity sets
- A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
- Quadratic two-stage stochastic optimization with coherent measures of risk
- Optimizing emergency supply pre-positioning for disaster relief: a two-stage distributionally robust approach
- Multistage adaptive distributionally robust optimization for the medical supplies distribution problem with uncertain demand in humanitarian aid
- Distributionally robust chance constrained problems under general moments information
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- Discrete approximation and quantification in distributionally robust optimization
- Robust maximum capture facility location under random utility maximization models
- Online first-order framework for robust convex optimization
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- A framework of distributionally robust possibilistic optimization
- Adjustable robust optimization via Fourier-Motzkin elimination
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
- Exploiting partial correlations in distributionally robust optimization
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
- Chebyshev inequalities for products of random variables
- Distributionally Robust Stochastic Dual Dynamic Programming
- Reducing Conservatism in Robust Optimization
- The empirical likelihood approach to quantifying uncertainty in sample average approximation
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- A comparison of different routing schemes for the robust network loading problem: polyhedral results and computation
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- An algorithm for stochastic convex-concave fractional programs with applications to production efficiency and equitable resource allocation
- Multipolar robust optimization
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Optimization-based calibration of simulation input models
- Customer reviews for demand distribution and sales nowcasting: a big data approach
- scientific article; zbMATH DE number 7708787 (Why is no real title available?)
- A note on distributionally robust optimization under moment uncertainty
- On robustness in nonconvex optimization with application to defense planning
- Quantifying distributional model risk via optimal transport
- Robust analysis in stochastic simulation: computation and performance guarantees
- Regularization via mass transportation
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms
- A distributional interpretation of robust optimization
- On the polynomial solvability of distributionally robust k-sum optimization
- Ambiguous risk constraints with moment and unimodality information
- An equivalent form of minimax distributionally robust optimization problem based on \(\chi^2\)-divergence function
- Robust Actuarial Risk Analysis
- The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems
- Distributionally Robust Linear and Discrete Optimization with Marginals
- A class of two-stage distributionally robust games
- Robust optimization problem for linear polyhedral cone constrained distribution on \(KL\)-divergence
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Minimum cost strategic weight assignment for multiple attribute decision-making problem using robust optimization approach
- A new distributionally robust reward-risk model for portfolio optimization
- The distributionally robust complementarity problem
- Routing optimization under uncertainty
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- $K$-adaptability in two-stage distributionally robust binary programming
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- A multi-objective distributionally robust model for sustainable last mile relief network design problem
- Robust adaptive routing under uncertainty
- Robust Control for Dynamical Systems with Non-Gaussian Noise via Formal Abstractions
- Distribution-robust loss-averse optimization
- Parametric scenario optimization under limited data: a distributionally robust optimization view
- Generalized bounded rationality and robust multicommodity network design
- Robust defibrillator deployment under cardiac arrest location uncertainty via row-and-column generation
- Robust \(Q\)-learning algorithm for Markov decision processes under Wasserstein uncertainty
- Distributionally robust design for redundancy allocation
- Solution approaches to linear fractional programming and its stochastic generalizations using second order cone approximations
This page was built for publication: Distributionally Robust Convex Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2941430)
