Pages that link to "Item:Q3098258"
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The following pages link to Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (Q3098258):
Displaying 50 items.
- Generalized Gauss inequalities via semidefinite programming (Q263197) (← links)
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems (Q288406) (← links)
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- Uplink scheduling for joint wireless orthogonal frequency and time division multiple access networks (Q310353) (← links)
- New reformulations of distributionally robust shortest path problem (Q342487) (← links)
- A robust optimization approach to dispatching technicians under stochastic service times (Q375999) (← links)
- Models and algorithms for distributionally robust least squares problems (Q403637) (← links)
- A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← links)
- Moment inequalities for sums of random matrices and their applications in optimization (Q647387) (← links)
- Wait-and-judge scenario optimization (Q681495) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems (Q683724) (← links)
- Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters (Q828092) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
- A note on distributionally robust optimization under moment uncertainty (Q1631405) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- A framework for sensitivity analysis of decision trees (Q1642846) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Network design in scarce data environment using moment-based distributionally robust optimization (Q1651520) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
- Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
- Data-driven robust optimization (Q1702776) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Distributionally robust expectation inequalities for structured distributions (Q1717228) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- The distributionally robust optimization reformulation for stochastic complementarity problems (Q1724184) (← links)
- Distributionally robust appointment scheduling with moment-based ambiguity set (Q1728172) (← links)
- The empirical likelihood approach to quantifying uncertainty in sample average approximation (Q1728245) (← links)
- Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
