Stochastic 0-1 linear programming under limited distributional information

DOI10.1016/J.ORL.2007.07.003MaRDI QIDQ935201zbMATH OpenOpenAlexFDO

Authors Michael R. Wagner

Publication date 6 August 2008

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2007.07.003

zbMATH Keywords

semidefinite programmingsecond order cone programmingstochastic integer programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Stochastic programming (90C15) Integer programming (90C10)

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Cited in

(17)

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• Robustness of stochastic programs with endogenous randomness via contamination
• Ambiguous risk constraints with moment and unimodality information
• Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks
• On some optimisation models in a fuzzy-stochastic environment
• Eco-friendly container transshipment route scheduling problem with repacking operations
• Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
• Optimized Bonferroni approximations of distributionally robust joint chance constraints
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
• Distributionally robust optimization. A review on theory and applications
• A Fuzzy Goal Programming Approach for Fuzzy Multiobjective Stochastic Programming through Expectation Model
• scientific article; zbMATH DE number 4193454 (Why is no real title available?)
• Moving from linear to conic markets for electricity
• 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
• Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information

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