The following pages link to (Q2776650):
Displaying 50 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding (Q290854) (← links)
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- Four proofs of Gittins' multiarmed bandit theorem (Q333080) (← links)
- New reformulations of distributionally robust shortest path problem (Q342487) (← links)
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization (Q463718) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- A moment problem for discrete nonpositive measures on a finite interval (Q539378) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Space tensor conic programming (Q742309) (← links)
- Inverse conic linear programs in Banach spaces (Q828644) (← links)
- Existence and computation of optimal tolls in multiclass network equilibrium problems (Q833582) (← links)
- Semi-infinite programming (Q869581) (← links)
- A simplex based algorithm to solve separated continuous linear programs (Q930346) (← links)
- Stochastic 0-1 linear programming under limited distributional information (Q935201) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Distributionally robust single machine scheduling with the total tardiness criterion (Q1628037) (← links)
- A note on distributionally robust optimization under moment uncertainty (Q1631405) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium (Q1676488) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- A sufficient condition for a singular functional on \(L^\infty [0, 1]\) to be represented on \(\mathcal{C} [0, 1]\) by a singular measure (Q1705765) (← links)
- Second order necessary and sufficient optimality conditions for singular solutions of partially-affine control problems (Q1713285) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
- Stochastic separated continuous conic programming: strong duality and a solution method (Q1719330) (← links)
- The distributionally robust optimization reformulation for stochastic complementarity problems (Q1724184) (← links)
- Distributionally robust appointment scheduling with moment-based ambiguity set (Q1728172) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- Robust sample average approximation (Q1785199) (← links)
- $K$-adaptability in two-stage distributionally robust binary programming (Q1785454) (← 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)
- Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks (Q1800441) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Optimal sales mechanism with outside options (Q2044989) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs (Q2097655) (← links)
- On the duality gap and Gale's example in infinite-dimensional conic linear programming (Q2109025) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- Two optimal value functions in parametric conic linear programming (Q2139272) (← links)
- Robust international portfolio optimization with worst-case mean-CVaR (Q2158047) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
