The following pages link to Grani A. Hanasusanto (Q312697):
Displaying 19 items.
- A comment on ``Computational complexity of stochastic programming problems'' (Q312699) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- Data-driven inverse optimization with imperfect information (Q681497) (← links)
- $K$-adaptability in two-stage distributionally robust binary programming (Q1785454) (← links)
- A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
- Robust Quadratic Programming with Mixed-Integer Uncertainty (Q3386756) (← links)
- <i>K</i>-Adaptability in Two-Stage Robust Binary Programming (Q3465590) (← links)
- Improved Conic Reformulations for $K$-means Clustering (Q4555446) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming (Q5058050) (← links)
- A Robust Spectral Clustering Algorithm for Sub-Gaussian Mixture Models with Outliers (Q6202670) (← links)
- Distributionally Fair Stochastic Optimization using Wasserstein Distance (Q6520141) (← links)
- Distributionally Robust Optimization with Decision-Dependent Information Discovery (Q6529754) (← links)
- A decision rule approach for two-stage data-driven distributionally robust optimization problems with random recourse (Q6580541) (← links)
- Distributionally robust observable strategic queues (Q6640046) (← links)
- Distributionally Robust Performative Optimization (Q6734709) (← links)
- Generalization Bounds for Contextual Stochastic Optimization using Kernel Regression (Q6736596) (← links)
- Sample Complexity of Data-driven Multistage Stochastic Programming under Markovian Uncertainty (Q6759918) (← links)
