Pages that link to "Item:Q3100442"

The following pages link to Constructing Uncertainty Sets for Robust Linear Optimization (Q3100442):

Displaying 50 items.

• On \(\epsilon\)-solutions for robust fractional optimization problems (Q261808) (← links)
• On \(\epsilon\)-solutions for convex optimization problems with uncertainty data (Q270047) (← links)
• Decomposition algorithms for two-stage chance-constrained programs (Q291060) (← links)
• Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
• Biobjective robust optimization over the efficient set for Pareto set reduction (Q322934) (← links)
• On the integration of row and column uncertainty in robust linear programming (Q330263) (← links)
• Some characterizations of robust optimal solutions for uncertain convex optimization problems (Q331984) (← links)
• Robust linear semi-infinite programming duality under uncertainty (Q353146) (← links)
• Short sales in log-robust portfolio management (Q420886) (← links)
• Staffing a call center with uncertain non-stationary arrival rate and flexibility (Q443817) (← links)
• Robust least square semidefinite programming with applications (Q457207) (← links)
• Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
• A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
• A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
• Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
• Dynamic linear programming games with risk-averse players (Q526824) (← links)
• Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
• Robust conjugate duality for convex optimization under uncertainty with application to data classification (Q631700) (← links)
• Robust duality for generalized convex programming problems under data uncertainty (Q654075) (← links)
• On robust duality for fractional programming with uncertainty data (Q743463) (← links)
• Robustness in nonsmooth nonconvex optimization problems (Q830202) (← links)
• Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
• Algorithms and uncertainty sets for data-driven robust shortest path problems (Q1634306) (← links)
• On the dual representation of coherent risk measures (Q1640041) (← links)
• Variable-sized uncertainty and inverse problems in robust optimization (Q1694311) (← links)
• Data-driven robust optimization (Q1702776) (← links)
• Bridging \(k\)-sum and CVaR optimization in MILP (Q1722975) (← links)
• Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
• A convergent hierarchy of SDP relaxations for a class of hard robust global polynomial optimization problems (Q1728251) (← links)
• Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation (Q1731818) (← links)
• Compromise solutions for robust combinatorial optimization with variable-sized uncertainty (Q1750469) (← links)
• An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
• Robust risk management (Q1926976) (← links)
• Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty (Q1941033) (← links)
• Maximizing perturbation radii for robust convex quadratically constrained quadratic programs (Q2030501) (← links)
• Global optimality condition for quadratic optimization problems under data uncertainty (Q2045908) (← links)
• Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function (Q2053413) (← links)
• Global optimality conditions and duality theorems for robust optimal solutions of optimization problems with data uncertainty, using underestimators (Q2074630) (← links)
• Acceptable set topic modeling (Q2077938) (← links)
• Robust optimization for lot-sizing problems under yield uncertainty (Q2108119) (← links)
• Robust strong duality for nonconvex optimization problem under data uncertainty in constraint (Q2142822) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
• Stochastic optimization in supply chain networks: averaging robust solutions (Q2182771) (← links)
• Adjustable robust optimization through multi-parametric programming (Q2182773) (← links)
• Approximating combinatorial optimization problems with the ordered weighted averaging criterion (Q2189877) (← links)
• Robust sensitivity analysis for linear programming with ellipsoidal perturbation (Q2190327) (← links)
• Weighted robust optimality of convex optimization problems with data uncertainty (Q2191283) (← links)
• A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
• A survey of decision making and optimization under uncertainty (Q2241216) (← links)