Pages that link to "Item:Q1785197"
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The following pages link to Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197):
Displaying 50 items.
- Data-driven inverse optimization with imperfect information (Q681497) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming (Q828836) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming (Q1789641) (← links)
- A dynamic game approach to distributionally robust safety specifications for stochastic systems (Q1797093) (← links)
- Robust arbitrage conditions for financial markets (Q1981932) (← links)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- Data-driven distributionally robust chance-constrained optimization with Wasserstein metric (Q2022288) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- A distributionally robust optimization approach for stochastic elective surgery scheduling with limited intensive care unit capacity (Q2029907) (← links)
- Distributionally robust facility location problem under decision-dependent stochastic demand (Q2030606) (← links)
- Data-driven distributionally robust capacitated facility location problem (Q2030664) (← links)
- Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT (Q2042041) (← links)
- A data-driven distributionally robust game using Wasserstein distance (Q2056963) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Decomposition methods for Wasserstein-based data-driven distributionally robust problems (Q2060355) (← links)
- Energy and reserve dispatch with distributionally robust joint chance constraints (Q2060530) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- Two-stage distributionally robust mixed-integer optimization model for three-level location-allocation problems under uncertain environment (Q2067563) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
- Bootstrap robust prescriptive analytics (Q2089765) (← links)
- Distributionally robust stochastic programs with side information based on trimmings (Q2089796) (← links)
- On linear optimization over Wasserstein balls (Q2089797) (← links)
- Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems (Q2091214) (← links)
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (Q2097654) (← links)
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Distributionally robust resource planning under binomial demand intakes (Q2106736) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Resource distribution under spatiotemporal uncertainty of disease spread: stochastic versus robust approaches (Q2108123) (← links)
- Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
