swMATH4733MaRDI QIDQ16901FDOQ16901
Author name not available (Why is that?)
Official website: http://www.robustopt.com/
Cited In (only showing first 100 items - show all)
- 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
- 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
- BAYES-NEAREST
- AIMMS
- DDSIP
- IPSSIS
- Robotics
- Nutri-Educ
- Bolstad
- ROPI
- GUSS
- adsimp
- RanGen
- SpicyMKL
- PROBE
- Multistage adaptive robust optimization for the unit commitment problem
- OPF
- XVA-Sched
- Complementarity
- Gadfly
- Interact.jl
- MultiJuMP
- SolverStudio
- VariationalInequality
- Google Maps API
- LiPsMin
- logcondiscr
- EasyMKL
- Tektosyne
- KAdaptabilitySolver
- JuMPeR
- Solver-o-matic
- SSCFLPsolver
- A new approach for worst-case regret portfolio optimization problem
- Price of correlations in stochastic optimization
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Robustness in the optimization of risk measures
- RiskMetrics
- BRMaximin
- New reformulations of distributionally robust shortest path problem
- Pricing Toll Roads under Uncertainty
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets
- A resilience optimization approach for workforce-inventory control dynamics under uncertainty
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- A primal-dual lifting scheme for two-stage robust optimization
- Robust portfolio asset allocation and risk measures
- A robust optimization model for managing elective admission in a public hospital
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment
- A polynomial-time solution scheme for quadratic stochastic programs
- Process flexibility: a distribution-free bound on the performance of \(k\)-chain
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- JuMP: a modeling language for mathematical optimization
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope
- Data uncertainty in Markov chains: application to cost-effectiveness analyses of medical innovations
- Robust portfolio asset allocation and risk measures
- 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
This page was built for software: ROME
