Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
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Publication:5085987
DOI10.1287/IJOC.2021.1096OpenAlexW4200501262MaRDI QIDQ5085987FDOQ5085987
Authors: Nilay Noyan, Gábor Rudolf, Miguel A. Lejeune 
Publication date: 30 June 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2021.1096
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Wasserstein metricrobust schedulingnetwork interdictionstochastic schedulingcontrollable processing timesdistributionally robust optimizationendogenous uncertaintyrandom link failuresdecision-dependent ambiguitydecision-dependent probabilitiesEarth mover's distancesrobust pre-disasterrobustified risk
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Cited In (7)
- Robustness of stochastic programs with endogenous randomness via contamination
- Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management
- Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
- A distributionally ambiguous two-stage stochastic approach for investment in renewable generation
- Frameworks and results in distributionally robust optimization
- Robust maximum flow network interdiction considering uncertainties in arc capacity and resource consumption
- Robust and distributionally robust optimization models for linear support vector machine
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