Cited in
(only showing first 100 items - show all)- Robust portfolio asset allocation and risk measures
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Environmental game modeling with uncertainties
- A general model and efficient algorithms for reliable facility location problem under uncertain disruptions
- Robust unit commitment with \(n-1\) security criteria
- Risk-averse two-stage stochastic program with distributional ambiguity
- 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
- Risk and complexity in scenario optimization
- Multistage adaptive robust optimization for the hydrothermal scheduling problem
- Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
- The worst-case discounted regret portfolio optimization problem
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- A survey of adjustable robust optimization
- Optimal initial capital induced by the optimized certainty equivalent
- Risk-averse model predictive control
- On distributionally robust multiperiod stochastic optimization
- Adjustable robust optimization via Fourier-Motzkin elimination
- 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
- Chebyshev inequalities for products of random variables
- Deriving robust counterparts of nonlinear uncertain inequalities
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Probabilistic guarantees in robust optimization
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- Multipolar robust optimization
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Optimization-based calibration of simulation input models
- A data-driven approach for a class of stochastic dynamic optimization problems
- \(K\)-adaptability in two-stage mixed-integer robust optimization
- Quantifying distributional model risk via optimal transport
- Robust analysis in stochastic simulation: computation and performance guarantees
- Regularization via mass transportation
- A distributional interpretation of robust optimization
- Robust optimization made easy with ROME
- \(K\)-adaptability in two-stage robust binary programming
- 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 Actuarial Risk Analysis
- Robust global sourcing under compliance legislation
- A stochastic program with time series and affine decision rules for the reservoir management problem
- Distributionally Robust Linear and Discrete Optimization with Marginals
- A class of two-stage distributionally robust games
- Distributionally robust mixed integer linear programs: persistency models with applications
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- 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 robust optimization approach to dispatching technicians under stochastic service times
- Generalized decision rule approximations for stochastic programming via liftings
- A constraint sampling approach for multi-stage robust optimization
- Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
- Distributions with maximum spread subject to Wasserstein distance constraints
- 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
- 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
- Robust worst-case optimal investment
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Distributionally robust joint chance constraints with second-order moment information
- Robust capacity planning for project management
- Robust quadratic programming with mixed-integer uncertainty
- An approach to the distributionally robust shortest path problem
- Distributionally robust optimization and its tractable approximations
- Recent advances in robust optimization: an overview
- Robust sensitivity analysis for stochastic systems
- SIPAMPL
- BAYES-NEAREST
- AIMMS
- DDSIP
- IPSSIS
- Robotics
- Nutri-Educ
- Bolstad
- ROPI
- GUSS
- adsimp
- RanGen
- SpicyMKL
- PROBE
- OPF
- XVA-Sched
- Complementarity
- Gadfly
- Interact.jl
- MultiJuMP
- SolverStudio
- VariationalInequality
- Google Maps API
- LiPsMin
- logcondiscr
- EasyMKL
- Tektosyne
- KAdaptabilitySolver
- JuMPeR
This page was built for software: ROME
