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Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
13 references·16 citing·29 second hop
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2009Robust Optimization3,008 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 1997Robust Discrete Optimization and Its Applications1,172 cited
  • 1998Robust Discrete Optimization and Its Applications.1,060 cited
  • 2003Robust Portfolio Selection Problems897 cited
  • 2000Asset Pricing at the Millennium734 cited
  • 1995The Risk-Averse (and Prudent) Newsboy485 cited
  • 2008Regret in the Newsvendor Model with Partial Information356 cited
  • 2009Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion328 cited

Cited by

  • 2015A practical guide to robust optimization637 cited
  • 2022Distributionally Robust Stochastic Optimization with Wasserstein Distance634 cited
  • 2017Data-driven robust optimization

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626 cited
  • 2022Frameworks and Results in Distributionally Robust Optimization505 cited
  • 2015Data-driven chance constrained stochastic program488 cited
  • 2019Quantifying Distributional Model Risk via Optimal Transport352 cited
  • 2018Data-driven risk-averse stochastic optimization with Wasserstein metric325 cited
  • 2014Deriving robust counterparts of nonlinear uncertain inequalities248 cited
  • 2017Robust sample average approximation247 cited
  • 2020Robust Stochastic Optimization Made Easy with RSOME235 cited
  • 2012Kullback-Leibler divergence constrained distributionally robust optimization221 cited
  • 2021Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach195 cited
  • 2015Data-Driven Stochastic Programming Using Phi-Divergences186 cited
  • 2015Likelihood robust optimization for data-driven problems176 cited
  • 2014Distributionally robust multi-item newsvendor problems with multimodal demand distributions166 cited
  • 2015A distributionally robust perspective on uncertainty quantification and chance constrained programming155 cited