Robust optimization with order statistic uncertainty set
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Cites work
- scientific article; zbMATH DE number 1240354 (Why is no real title available?)
- A comparison of quantile estimators
- Algorithms and uncertainty sets for data-driven robust shortest path problems
- Alternative formulations for the ordered weighted averaging objective
- An Intermediate Course in Probability
- Data-driven robust optimization
- Distributionally robust chance constraints for non-linear uncertainties
- Inequalities. Theorems, techniques and selected problems
- Introduction to stochastic programming.
- Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
- Robust Solutions to Uncertain Semidefinite Programs
- Robust convex optimization
- Robust optimization
- Robust queueing theory
- Robust solutions of linear programming problems contaminated with uncertain data
- The Price of Robustness
- Theory and applications of robust optimization
- Variance Reduction Techniques for Estimating Value-at-Risk
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