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Robust Nonconvex Optimization for Simulation-based Problems
13 references·0 citing·35 second hop
Robust Nonconvex Optimization for Simulation-based Problems (2007)Robust Nonconvex Optimization for Simulat…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Robust Design: An Overview (2006)Robust Design: An OverviewOptimization of Risk Measures (2006)Optimization of Risk MeasuresTractable Approximations to Robust Conic Optimization Problems (2005)Tractable Approximations to R…On tractable approximations of randomly perturbed convex constraints (2004)On tractable approximations o…Algorithms for Worst-Case Design and Applications to Risk Management (2003)Algorithms for Worst-Case Des…Robust optimization ? methodology and applications (2002)Robust optimization ? methodo…Conditional Value-at-Risk: Optimization Approach (2001)Conditional Value-at-Risk: Op…Robust Convex Optimization (1998)Robust Convex OptimizationScenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…A Robust Optimization Approach Using Taguchi’s Loss Function for Solving Nonlinear Optimization Problems (1991)A Robust Optimization Approac…The Theory of Max-Min, with Applications (1966)The Theory of Max-Min, with A…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingCoherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Worst-case robust decisions for multi-period mean–variance portfolio optimization (2006)A robust design for a closed-loop supply chain network under an uncertain environment (2012)Worst-Case Value at Risk of Nonlinear Portfolios (2012)The Price of Robustness (2004)A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization (2011)On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems (2014)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Convex Approximations of Chance Constrained Programs (2006)Robust optimization – A comprehensive survey (2007)A robust optimization approach to closed-loop supply chain network design under uncertainty (2010)Quality Engineering Using Robust Design (1991)Response Surface Methodology (1996)Response Surface Methodology: Process and Product Optimization Using Designed Experiments (1996)Robust improvement schemes for road networks under demand uncertainty (2008)On non-probabilistic reliability-based design optimization of structures with uncertain-but-bounded parameters (2011)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)PORTFOLIO SELECTION* (1952)Frontiers of Stochastically Nondominated Portfolios (2003)The Axiomatic Approach to Risk Measures for Capital Determination (2015)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Dual decomposition in stochastic integer programming (1999)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)A supply model for public transit services (1980)Robust Optimization for Unconstrained Simulation-Based Problems (2009)Stable games and their dynamics (2009)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Stochastic Programming (2010)Robust solutions of uncertain linear programs (1999)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)
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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2002Robust optimization ? methodology and applications1,409 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 2006Robust Design: An Overview494 cited
  • 1966The Theory of Max-Min, with Applications414 cited
  • 2005Tractable Approximations to Robust Conic Optimization Problems298 cited
  • 2001Conditional Value-at-Risk: Optimization Approach153 cited
  • 2003Algorithms for Worst-Case Design and Applications to Risk Management129 cited
  • 2006Optimization of Risk Measures111 cited
  • 1991A Robust Optimization Approach Using Taguchi’s Loss Function for Solving Nonlinear Optimization Problems66 cited
  • 2004On tractable approximations of randomly perturbed convex constraints42 cited

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