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Robust Optimization for Environmental and Energy Planning
16 references·0 citing·22 second hop
Robust Optimization for Environmental and Energy Planning (2009)Robust Optimization for Environmental and…Stochastic Programming (2010)Stochastic ProgrammingRobust Optimization (2009)Robust OptimizationOn Distributionally Robust Chance-Constrained Linear Programs (2006)On Distributionally Robust Ch…A Robust Optimization Approach to Inventory Theory (2006)A Robust Optimization Approac…Robust Dynamic Programming (2005)Robust Dynamic ProgrammingThe Price of Robustness (2004)The Price of RobustnessRobust linear optimization under general norms (2004)Robust linear optimization un…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Robust Portfolio Selection Problems (2003)Robust Portfolio Selection Pr…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Robust Convex Optimization (1998)Robust Convex OptimizationStochastic Programming (1995)Stochastic ProgrammingChance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingRobust solutions of uncertain linear programs (1999)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Stochastic Programming (1995)Distributionally Robust Optimization and Its Tractable Approximations (2010)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)High dimensional covariance matrix estimation using a factor model (2008)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)Distributionally Robust Convex Optimization (2014)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Data-driven chance constrained stochastic program (2015)
this work references cited by second hop

References

  • 2004The Price of Robustness4,620 cited
  • 2009Robust Optimization3,008 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2010Stochastic Programming2,228 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1995Stochastic Programming931 cited
  • 2003Robust Portfolio Selection Problems897 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 2006A Robust Optimization Approach to Inventory Theory708 cited
  • 2005Robust Dynamic Programming579 cited
  • 2006On Distributionally Robust Chance-Constrained Linear Programs509 cited
  • 2004Robust linear optimization under general norms482 cited
  • 1965Chance Constrained Programming with Joint Constraints456 cited

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