A robust-CVaR optimization approach with application to breast cancer therapy

DOI10.1016/j.ejor.2014.04.038zbMath1338.90490OpenAlexW1998658038MaRDI QIDQ296907

Houra Mahmoudzadeh, Timothy C. Y. Chan, Thomas G. Purdie

Publication date: 23 June 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.04.038

zbMATH Keywords

robust optimizationbreast cancerradiation therapyconditional value-at-riskOR in health services

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Medical applications (general) (92C50)

Related Items (15)

Dose-based constraint generation for large-scale IMRT optimization ⋮ Preference robust models in multivariate utility-based shortfall risk minimization ⋮ Stochastic linear programming games with concave preferences ⋮ Opportunity loss minimization and newsvendor behavior ⋮ Multistage stochastic fractionated intensity modulated radiation therapy planning ⋮ Conditional value‐at‐risk beyond finance: a survey ⋮ Robust Direct Aperture Optimization for Radiation Therapy Treatment Planning ⋮ Economic lot sampling inspection from defect counts with minimum conditional value-at-risk ⋮ Expected shortfall: heuristics and certificates ⋮ Dynamic linear programming games with risk-averse players ⋮ A risk-based modeling approach for radiation therapy treatment planning under tumor shrinkage uncertainty ⋮ Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures ⋮ A theory of the risk for empirical CVaR with application to portfolio selection ⋮ A convex optimization approach to radiation treatment planning with dose constraints ⋮ Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization

Uses Software

• Matlab
• CERR

Cites Work

• Unnamed Item
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• Robust Management of Motion Uncertainty in Intensity-Modulated Radiation Therapy
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• Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
• The Price of Robustness

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