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swMATH4733MaRDI QIDQ16901FDOQ16901

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Official website: http://www.robustopt.com/

Cited In (only showing first 100 items - show all)

• A general model and efficient algorithms for reliable facility location problem under uncertain disruptions
• Risk-averse two-stage stochastic program with distributional ambiguity
• A perfect information lower bound for robust lot-sizing problems
• Risk and complexity in scenario optimization
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
• RSOME
• Adjustable robust optimization via Fourier-Motzkin elimination
• On distributionally robust multiperiod stochastic optimization
• Optimal initial capital induced by the optimized certainty equivalent
• Risk-averse model predictive control
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
• Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
• The value of the right distribution in stochastic programming with application to a Newsvendor problem
• Multipolar robust optimization
• A distributional interpretation of robust optimization
• Robust Actuarial Risk Analysis
• A utility theory based interactive approach to robustness in linear optimization
• A class of two-stage distributionally robust games
• A robust optimization approach to diet problem with overall glycemic load as objective function
• A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
• A multi-objective distributionally robust model for sustainable last mile relief network design problem
• Generalized bounded rationality and robust multicommodity network design
• Robust defibrillator deployment under cardiac arrest location uncertainty via row-and-column generation
• Robust optimization with ambiguous stochastic constraints under mean and dispersion information
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
• Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
• Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
• Data-driven distributionally robust capacitated facility location problem
• An approach to the distributionally robust shortest path problem
• A Wasserstein distributionally robust chance constrained programming approach for emergency medical system planning problem
• The Discrete Moment Problem with Nonconvex Shape Constraints
• Model Uncertainty and Correctability for Directed Graphical Models
• Data-Driven Optimization of Reward-Risk Ratio Measures
• Robust MDPs with \(k\)-rectangular uncertainty
• Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization
• Robust grouped variable selection using distributionally robust optimization
• Carbontracker
• Multistage robust mixed-integer optimization under endogenous uncertainty
• Incorporating model uncertainty into optimal insurance contract design
• A robust learning approach for regression models based on distributionally robust optimization
• Optimising for energy or robustness? Trade-offs for VM consolidation in virtualized datacenters under uncertainty
• drill-scheduling
• ROGP
• PyROS
• KDE distributionally robust portfolio optimization with higher moment coherent risk
• Distributionally robust optimization. A review on theory and applications
• Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
• Robust Dual Dynamic Programming
• Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
• Supply chain network design under uncertainty: a comprehensive review and future research directions
• A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
• Risk and Utility in the Duality Framework of Convex Analysis
• Binary decision rules for multistage adaptive mixed-integer optimization
• The decision rule approach to optimization under uncertainty: methodology and applications
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization
• A survey of nonlinear robust optimization
• Decision rule bounds for two-stage stochastic bilevel programs
• Robust and distributionally robust optimization models for linear support vector machine
• Distributionally robust optimization with infinitely constrained ambiguity sets
• A unified framework for stochastic optimization
• Robust unit commitment with \(n-1\) security criteria
• An Approximation Scheme for Distributionally Robust Nonlinear Optimization
• The worst-case discounted regret portfolio optimization problem
• A survey of adjustable robust optimization
• Chebyshev inequalities for products of random variables
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• Deriving robust counterparts of nonlinear uncertain inequalities
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Optimization-based calibration of simulation input models
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
• Quantifying distributional model risk via optimal transport
• Robust analysis in stochastic simulation: computation and performance guarantees
• Regularization via mass transportation
• A data-driven approach for a class of stochastic dynamic optimization problems
• \(K\)-adaptability in two-stage mixed-integer robust optimization
• \(K\)-adaptability in two-stage robust binary programming
• Robust optimization made easy with ROME
• Distributionally Robust Linear and Discrete Optimization with Marginals
• A stochastic program with time series and affine decision rules for the reservoir management problem
• Distributionally robust optimization with polynomial densities: theory, models and algorithms
• Distributionally robust mixed integer linear programs: persistency models with applications
• A robust optimization approach to dispatching technicians under stochastic service times
• Generalized decision rule approximations for stochastic programming via liftings
• Distributions with maximum spread subject to Wasserstein distance constraints
• A constraint sampling approach for multi-stage robust optimization
• Robust worst-case optimal investment
• Distributionally robust joint chance constraints with second-order moment information
• Robust quadratic programming with mixed-integer uncertainty
• Distributionally robust optimization and its tractable approximations
• Robust sensitivity analysis for stochastic systems
• Recent advances in robust optimization: an overview
• Decision rule approximations for the risk averse reservoir management problem
• Convergence analysis for distributionally robust optimization and equilibrium problems
• SIPAMPL
• AIMMS
• DDSIP
• IPSSIS
• Robotics
• Nutri-Educ

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