The Price of Robustness
From MaRDI portal
Publication:3637409
DOI10.1287/OPRE.1030.0065zbMATH Open1165.90565DBLPjournals/ior/BertsimasS04OpenAlexW2118578357WikidataQ61603136 ScholiaQ61603136MaRDI QIDQ3637409FDOQ3637409
Authors: Melvyn Sim, Dimitris Bertsimas 
Publication date: 10 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://orbi.uliege.be/handle/2268/253225
Recommendations
Cited In (only showing first 100 items - show all)
- Robust timing of markdowns
- Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
- Robust multi-market newsvendor models with interval demand data
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization
- CVaR norm and applications in optimization
- Robust optimization in countably infinite linear programs
- Robust linear optimization under general norms.
- Tractable stochastic analysis in high dimensions via robust optimization
- Generalized light robustness and the trade-off between robustness and nominal quality
- Evacuation transportation planning under uncertainty: A robust optimization approach
- Approximate robust optimization for the connected facility location problem
- Selected topics in robust convex optimization
- On the role of norm constraints in portfolio selection
- Min-max and min-max regret versions of combinatorial optimization problems: A survey
- Robust optimization approach for a chance-constrained binary knapsack problem
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
- Title not available (Why is that?)
- Single-commodity robust network design problem: complexity, instances and heuristic solutions
- Exact solution of the robust knapsack problem
- Robust discrete optimization and network flows
- A robust-CVaR optimization approach with application to breast cancer therapy
- Robust combinatorial optimization with variable cost uncertainty
- Robust optimization for interactive multiobjective programming with imprecise information applied to R\&D project portfolio selection
- Robust option pricing
- Robust portfolio selection under norm uncertainty
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Robust solutions of linear programming problems contaminated with uncertain data
- A robust optimization approach to dispatching technicians under stochastic service times
- Robust routing in deterministic delay-tolerant networks
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Line planning in public transportation: models and methods
- Robust optimization - a comprehensive survey
- Light robustness
- Distribution-dependent robust linear optimization with applications to inventory control
- Robust optimization for routing problems on trees
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
- A model enhancement heuristic for building robust aircraft maintenance personnel rosters with stochastic constraints
- Tactical berth allocation under uncertainty
- A robust approach to the chance-constrained knapsack problem
- Production planning in furniture settings via robust optimization
- Robust optimization-methodology and applications
- Recent advances in robust optimization: an overview
- Robustness in operational research and decision aiding: a multi-faceted issue
- Large-scale unit commitment under uncertainty
- A robust optimization approach to dynamic pricing and inventory control with no backorders
- Robust model for discrete competitive facility location problem with the uncertainty of customer behaviors
- Robust inventory management with multiple supply sources
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Robust multiobjective optimization with application to Internet routing
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals
- Robust network design: formulations, valid inequalities, and computations
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns
- Robust risk management
- Exact approaches for solving robust prize-collecting Steiner tree problems
- Robust combinatorial optimization with variable budgeted uncertainty
- Robust proactive project scheduling model for the stochastic discrete time/cost trade-off problem
- Regularized robust optimization: the optimal portfolio execution case
- A scenario-based approach for robust linear optimization
- Likelihood robust optimization for data-driven problems
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- Optimizing healthcare network design under reference pricing and parameter uncertainty
- Robust solutions to multi-objective linear programs with uncertain data
- Complexity results and exact algorithms for robust knapsack problems
- Real-time management of berth allocation with stochastic arrival and handling times
- Robust and stochastic formulations for ambulance deployment and dispatch
- Robust linear programming with norm uncertainty
- A robust optimization approach for the multi-mode resource-constrained project scheduling problem
- Robust game theory
- Optimal deterministic and robust selection of electricity contracts
- Linear programming with interval right hand sides
- A robust optimization approach to wine grape harvesting scheduling
- Berth allocation and quay crane assignment/scheduling problem under uncertainty: a survey
- An exact algorithm for linear integer programming problems with distributionally robust chance constraints
- Recent developments in robust portfolios with a worst-case approach
- Cover inequalities for robust knapsack sets -- application to the robust bandwidth packing problem
- Considering short-term and long-term uncertainties in location and capacity planning of public healthcare facilities
- RMARS: robustification of multivariate adaptive regression spline under polyhedral uncertainty
- Mathematical optimization ideas for biodiversity conservation
- ROPI -- a robust optimization programming interface for C++
- Solving two-stage robust optimization problems using a column-and-constraint generation method
- Tractable approximations to robust conic optimization problems
- Weekly self-scheduling, forward contracting, and pool involvement for an electricity producer. An adaptive robust optimization approach
- Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation
- Cutting plane versus compact formulations for uncertain (integer) linear programs
- Robust investment decisions under supply disruption in petroleum markets
- Recoverable robust shortest path problems
- Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty
- Robust strategic bidding in auction-based markets
- Fuzzy and robust approach for decision-making in disaster situations
- Integrated production planning and order acceptance under uncertainty: a robust optimization approach
- A robust optimization approach for the unrelated parallel machine scheduling problem
- 2-stage robust MILP with continuous recourse variables
- Robust capacity assignment solutions for telecommunications networks with uncertain demands
- Optimal insurance under maxmin expected utility
- Reformulations in Mathematical Programming: Definitions and Systematics
- Recourse problem of the 2-stage robust location transportation problem
- Robustness and duality in linear programming
- Robust optimization and portfolio selection: the cost of robustness
Uses Software
This page was built for publication: The Price of Robustness
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3637409)
