A robust-CVaR optimization approach with application to breast cancer therapy
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Publication:296907
DOI10.1016/J.EJOR.2014.04.038zbMATH Open1338.90490OpenAlexW1998658038MaRDI QIDQ296907FDOQ296907
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Cites work
- A New Linear Programming Approach to Radiation Therapy Treatment Planning Problems
- Ambulance location for maximum survival
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- Dirichlet and Related Distributions
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- Portfolio selection with uncertain exit time: a robust CVaR approach
- Robust Management of Motion Uncertainty in Intensity-Modulated Radiation Therapy
- Robust optimization
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust solutions of uncertain linear programs
- The Price of Robustness
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Worst-case conditional value-at-risk with application to robust portfolio management
Cited in
(17)- Multistage stochastic fractionated intensity modulated radiation therapy planning
- Opportunity loss minimization and newsvendor behavior
- A convex optimization approach to radiation treatment planning with dose constraints
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Expected shortfall: heuristics and certificates
- Preference robust models in multivariate utility-based shortfall risk minimization
- Optimization of discrete broadcast under uncertainty using conditional value-at-risk
- Robust Direct Aperture Optimization for Radiation Therapy Treatment Planning
- Dose-based constraint generation for large-scale IMRT optimization
- Stochastic linear programming games with concave preferences
- Robust Management of Motion Uncertainty in Intensity-Modulated Radiation Therapy
- A theory of the risk for empirical CVaR with application to portfolio selection
- Dynamic linear programming games with risk-averse players
- A risk-based modeling approach for radiation therapy treatment planning under tumor shrinkage uncertainty
- Economic lot sampling inspection from defect counts with minimum conditional value-at-risk
- Conditional value‐at‐risk beyond finance: a survey
- Computationally tractable counterparts of distributionally robust constraints on risk measures
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