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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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