Pages that link to "Item:Q1717235"

The following pages link to Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235):

Displaying 22 items.

• Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
• Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
• A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
• Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
• Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling (Q2695694) (← links)
• Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
• Projections onto the canonical simplex with additional linear inequalities (Q5038426) (← links)
• Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
• Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
• Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
• Dual SDDP for risk-averse multistage stochastic programs (Q6106548) (← links)
• Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective (Q6113355) (← links)
• A further step for efficient corrections of inconsistent probabilistic data sets (Q6116537) (← links)
• Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems (Q6164359) (← links)
• Distributionally risk‐receptive and risk‐averse network interdiction problems with general ambiguity set (Q6179697) (← links)
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)