Reducing Conservatism in Robust Optimization
From MaRDI portal
Recommendations
Cites work
- A soft robust model for optimization under ambiguity
- Ambiguous joint chance constraints under mean and dispersion information
- Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
- Computable representations for convex hulls of low-dimensional quadratic forms
- Convexity and concavity properties of the optimal value function in parametric nonlinear programming
- Cutting-set methods for robust convex optimization with pessimizing oracles
- Distributionally Robust Convex Optimization
- Distributionally robust joint chance constraints with second-order moment information
- Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Generalized light robustness and the trade-off between robustness and nominal quality
- Globalized Robust Optimization for Nonlinear Uncertain Inequalities
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- Lectures on stochastic programming. Modeling and theory.
- Light robustness
- Nonconvex robust optimization for problems with constraints
- On complexity of stochastic programming problems
- On deterministic reformulations of distributionally robust joint chance constrained optimization problems
- On distributionally robust chance-constrained linear programs
- Robust convex optimization
- Robust counterparts of inequalities containing sums of maxima of linear functions
- Robust location transportation problems under uncertain demands
- Robust network design with uncertain outsourcing cost
- Robust optimization
- Robust optimization of sums of piecewise linear functions with application to inventory problems
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Robust solutions for network design under transportation cost and demand uncertainty
- Robust solutions of linear programming problems contaminated with uncertain data
- Robust Solutions to Least-Squares Problems with Uncertain Data
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- The Price of Robustness
- The recoverable robust two-level network design problem
Cited in
(14)- Frameworks and results in distributionally robust optimization
- scientific article; zbMATH DE number 1222831 (Why is no real title available?)
- Data-driven robust resource allocation with monotonic cost functions
- Data-driven integrated home service staffing and capacity planning: stochastic optimization approaches
- Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- ROBIST: robust optimization by iterative scenario sampling and statistical testing
- Mean robust optimization
- Integrated robust scheduling for inpatient surgery and ambulatory surgery
- Supervised learning for integrated forecasting and inventory control
- Distributionally robust optimal allocation of financial assets under the uncertainty and irrationality
- The robust multicrew scheduling and routing problem in road restoration
- E-cargo bike route optimization with rider fatigue considerations: a chance-constrained programming approach
- Uncertain rumor refutation optimization using a multi-strategy whale optimization algorithm
This page was built for publication: Reducing Conservatism in Robust Optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5148195)
