Pages that link to "Item:Q3169108"
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The following pages link to Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (Q3169108):
Displaying 50 items.
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Distribution-robust single-period inventory control problem with multiple unreliable suppliers (Q331775) (← links)
- Models and algorithms for distributionally robust least squares problems (Q403637) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- On reduced semidefinite programs for second order moment bounds with applications (Q507337) (← links)
- Robust unit commitment with \(n-1\) security criteria (Q530420) (← 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)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Robust decision making using a general utility set (Q1750483) (← 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)
- 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)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- Distributionally robust last-train coordination planning problem with dwell time adjustment strategy (Q2056657) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Bi-objective facility location under uncertainty with an application in last-mile disaster relief (Q2108809) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Exploiting partial correlations in distributionally robust optimization (Q2227536) (← links)
- Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
- Benders decomposition for the distributionally robust optimization of pricing and reverse logistics network design in remanufacturing systems (Q2242249) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- A distributionally robust optimization approach for outpatient colonoscopy scheduling (Q2286974) (← links)
- A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
- Incorporating a Bayesian network into two-stage stochastic programming for blood bank location-inventory problem in case of disasters (Q2296556) (← links)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Distribution-robust loss-averse optimization (Q2361137) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
- Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning (Q2670561) (← links)
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) (← links)
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula (Q2935298) (← links)
- Process Flexibility: A Distribution-Free Bound on the Performance of <i>k</i>-Chain (Q3450460) (← links)
- Distributionally Robust Optimization with Principal Component Analysis (Q4571880) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Optimization with Reference-Based Robust Preference Constraints (Q4588856) (← links)
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (Q4687246) (← links)
- Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
