Stochastic 0-1 linear programming under limited distributional information
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Publication:935201
DOI10.1016/J.ORL.2007.07.003zbMATH Open1163.90688OpenAlexW2086548770MaRDI QIDQ935201FDOQ935201
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
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Cites Work
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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
- A Fuzzy Goal Programming Approach for Fuzzy Multiobjective Stochastic Programming through Expectation Model
- Distributionally robust optimization. A review on theory and applications
- Title not available (Why is that?)
- 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
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
- Approximation approach for robust vessel fleet deployment problem with ambiguous demands
- Integrating unimodality into distributionally robust optimal power flow
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