Pages that link to "Item:Q4971384"

The following pages link to Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384):

Displaying 50 items.

• On the performance of affine policies for two-stage adaptive optimization: a geometric perspective (Q747776) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides (Q1753067) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
• A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
• Data-driven distributionally robust capacitated facility location problem (Q2030664) (← links)
• Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
• Probability estimation via policy restrictions, convexification, and approximate sampling (Q2097639) (← links)
• Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
• A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
• A Lagrangian dual method for two-stage robust optimization with binary uncertainties (Q2101650) (← links)
• A network sensor location problem for link flow observability and estimation (Q2116845) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Dynamic optimization with side information (Q2171607) (← links)
• On distributionally robust chance constrained programs with Wasserstein distance (Q2227531) (← links)
• Exploiting partial correlations in distributionally robust optimization (Q2227536) (← links)
• Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality (Q2273897) (← links)
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
• Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
• Robust Quadratic Programming with Mixed-Integer Uncertainty (Q3386756) (← links)
• Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
• The Discrete Moment Problem with Nonconvex Shape Constraints (Q4994156) (← links)
• Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
• Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
• Finding Minimum Volume Circumscribing Ellipsoids Using Generalized Copositive Programming (Q5058050) (← links)
• Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems (Q5058052) (← links)
• The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems (Q5084655) (← links)
• Optimal Transport-Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes (Q5085150) (← links)
• Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management (Q5085483) (← links)
• Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739) (← links)
• Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
• Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
• Disruption Risk Mitigation in Supply Chains: The Risk Exposure Index Revisited (Q5126636) (← links)
• A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization (Q5131477) (← links)
• A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
• Distributionally Robust Chance Constrained Geometric Optimization (Q5870361) (← links)
• Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
• A distributionally ambiguous two-stage stochastic approach for investment in renewable generation (Q6046312) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning (Q6073271) (← links)
• Stochastic optimization models for a home service routing and appointment scheduling problem with random travel and service times (Q6106964) (← links)
• Data-driven remanufacturing planning with parameter uncertainty (Q6112739) (← links)
• Optimization under uncertainty and risk: quadratic and copositive approaches (Q6113346) (← links)
• Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
• Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
• Optimal-transport satisficing with applications to capacitated hub location (Q6561211) (← links)
• A sample robust optimal bidding model for a virtual power plant (Q6565453) (← links)