Data-driven chance constrained stochastic program
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Cited in
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- Distributionally robust tail bounds based on Wasserstein distance and f-divergence
- A robust learning approach for regression models based on distributionally robust optimization
- Chance-constrained set covering with Wasserstein ambiguity
- Data-driven approximation of distributionally robust chance constraints using Bayesian credible intervals
- KDE distributionally robust portfolio optimization with higher moment coherent risk
- Distributionally robust optimization. A review on theory and applications
- Distributionally robust maximum probability shortest path problem
- A Bayesian risk approach to data-driven stochastic optimization: formulations and asymptotics
- Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
- Globalized distributionally robust optimization with multi core sets
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse
- Distributionally robust optimization for sequential decision-making
- Distributionally robust portfolio optimization with linearized STARR performance measure
- Wasserstein distributionally robust shortest path problem
- Optimal transport-based distributionally robust optimization with polynomial uncertainty
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Approximation approach for robust vessel fleet deployment problem with ambiguous demands
- Integrating unimodality into distributionally robust optimal power flow
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
- Data-driven robust chance constrained problems: a mixture model approach
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
- Nonlinear distributionally robust optimization
- Frameworks and results in distributionally robust optimization
- Distributionally robust facility location problem under decision-dependent stochastic demand
- A survey of nonlinear robust optimization
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets
- Ambiguous joint chance constraints under mean and dispersion information
- Learning models with uniform performance via distributionally robust optimization
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs
- Robust integrated planning for LEO satellite network design and service operations
- Computationally tractable counterparts of distributionally robust constraints on risk measures
- Distributionally robust appointment scheduling with moment-based ambiguity set
- Primal-dual hybrid gradient method for distributionally robust optimization problems
- A multistage distributionally robust optimization approach to water allocation under climate uncertainty
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Risk-averse two-stage stochastic program with distributional ambiguity
- Robustness of stochastic programs with endogenous randomness via contamination
- Distributionally robust resource planning under binomial demand intakes
- Distributionally robust optimization
- Statistics of robust optimization: a generalized empirical likelihood approach
- Risk and complexity in scenario optimization
- Distributionally Robust Chance Constrained Geometric Optimization
- Resource distribution under spatiotemporal uncertainty of disease spread: stochastic versus robust approaches
- Integer programming approaches for distributionally robust chance constraints with adjustable risks
- An accelerated benders decomposition method for distributionally robust sustainable medical waste location and transportation problem
- Distributionally robust polynomial chance-constraints under mixture ambiguity sets
- Robust portfolio selection with distributional uncertainty and integer constraints
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Branch and Price for Chance-Constrained Bin Packing
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Quantifying distributional model risk via optimal transport
- Bicriteria approximation of chance-constrained covering problems
- A dynamic game approach to distributionally robust safety specifications for stochastic systems
- Parallel Machine Scheduling Under Uncertainty: Models and Exact Algorithms
- Chance-constrained problems and rare events: an importance sampling approach
- Distributionally robust chance-constrained Markov decision processes with random payoff
- Ambiguous risk constraints with moment and unimodality information
- Robust Actuarial Risk Analysis
- Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Data-driven integrated home service staffing and capacity planning: stochastic optimization approaches
- Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty
- Data-driven risk-averse stochastic optimization with Wasserstein metric
- Distributionally robust partially observable Markov decision process with moment-based ambiguity
- Parametric scenario optimization under limited data: a distributionally robust optimization view
- On distributionally robust chance constrained programs with Wasserstein distance
- Multi-stage distributionally robust optimization with risk aversion
- Distributionally robust simple integer recourse
- Globalized distributionally robust optimization problems under the moment-based framework
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- Distributionally robust Weber problem with uncertain demand
- Robust capacity planning for project management
- Technical note -- time inconsistency of optimal policies of distributionally robust inventory models
- Distributionally robust optimization with decision dependent ambiguity sets
- Network design in scarce data environment using moment-based distributionally robust optimization
- Distributionally robust optimal uncertainty quantification under Phi-divergence ambiguity
- Tailored Benders decomposition for two-stage distributionally robust combinatorial optimisation
- Wasserstein distributionally robust chance-constrained program with moment information
- A modified exchange algorithm for distributional robust optimization and applications in risk management
- Distributionally robust optimization with principal component analysis
- Convexification of fractional distributionally robust probability maximization problems under phi-divergence ambiguity
- A Wasserstein distributionally robust chance constrained programming approach for emergency medical system planning problem
- Data-driven tuning for chance constrained optimization: analysis and extensions
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
- Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
- Model Uncertainty and Correctability for Directed Graphical Models
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors
- Distributionally Robust Joint Chance Constrained Vessel Fleet Deployment Problem
- Robust linear classification from limited training data
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric
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