ROME

swMATH4733MaRDI QIDQ16901FDOQ16901

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

• Environmental game modeling with uncertainties
• ROmodel: modeling robust optimization problems in pyomo
• Distributionally robust multi-period location-allocation with multiple resources and capacity levels in humanitarian logistics
• T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method
• A perfect information lower bound for robust lot-sizing problems
• Multistage adaptive robust optimization for the hydrothermal scheduling problem
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
• Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems
• Optimal initial capital induced by the optimized certainty equivalent
• Risk-averse model predictive control
• The value of the right distribution in stochastic programming with application to a Newsvendor problem
• Robust Actuarial Risk Analysis
• Multi-factor dependence modelling with specified marginals and structured association in large-scale project risk assessment
• A utility theory based interactive approach to robustness in linear optimization
• Robust global sourcing under compliance legislation
• A multi-objective distributionally robust model for sustainable last mile relief network design problem
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• 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
• On the complexity of min-max-min robustness with two alternatives and budgeted uncertainty
• Model Uncertainty and Correctability for Directed Graphical Models
• Robust linear classification from limited training data
• Robust MDPs with \(k\)-rectangular uncertainty
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets
• A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions
• ROC++: Robust Optimization in C++
• Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems
• Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics
• Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management
• Robust post-disaster route restoration
• Multistage robust mixed-integer optimization under endogenous uncertainty
• Adjustable Robust Optimization via Fourier–Motzkin Elimination
• Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball
• Probabilistic Guarantees in Robust Optimization
• New safe approximation of ambiguous probabilistic constraints for financial optimization problem
• KDE distributionally robust portfolio optimization with higher moment coherent risk
• Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
• Distributionally robust optimization. A review on theory and applications
• Robust Dual Dynamic Programming
• Distributionally robust optimization for sequential decision-making
• 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
• 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
• Generalized Bounded Rationality and Robust Multicommodity Network Design
• Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation
• Robust unit commitment with \(n-1\) security criteria
• Risk and complexity in scenario optimization
• An Approximation Scheme for Distributionally Robust Nonlinear Optimization
• The worst-case discounted regret portfolio optimization problem
• A survey of adjustable robust optimization
• On distributionally robust multiperiod stochastic optimization
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
• Distributionally robust \(L_1\)-estimation in multiple linear regression
• Process Flexibility: A Distribution-Free Bound on the Performance of k-Chain
• Deriving robust counterparts of nonlinear uncertain inequalities
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
• Robustness in the Optimization of Risk Measures
• Multipolar robust optimization
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
• A data-driven approach for a class of stochastic dynamic optimization problems
• \(K\)-adaptability in two-stage mixed-integer robust optimization
• A distributional interpretation of robust optimization
• Robust optimization made easy with ROME
• Distributionally Robust Linear and Discrete Optimization with Marginals
• A class of two-stage distributionally robust games
• 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 diet problem with overall glycemic load as objective function
• A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
• Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
• 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 Primal–Dual Lifting Scheme for Two-Stage Robust Optimization
• A constraint sampling approach for multi-stage robust optimization
• Robust worst-case optimal investment
• Distributionally robust joint chance constraints with second-order moment information
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
• Robust sensitivity analysis for stochastic systems
• Recent advances in robust optimization: an overview
• Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
• Decision rule approximations for the risk averse reservoir management problem
• Convergence analysis for distributionally robust optimization and equilibrium problems
• Data Uncertainty in Markov Chains: Application to Cost-Effectiveness Analyses of Medical Innovations
• Multistage adaptive robust optimization for the unit commitment problem
• Data-Driven Optimization of Reward-Risk Ratio Measures
• A new approach for worst-case regret portfolio optimization problem
• Price of correlations in stochastic optimization
• Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
• K-Adaptability in Two-Stage Robust Binary Programming
• Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization

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