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On the approximability of adjustable robust convex optimization under uncertainty
15 references·2 citing·24 second hop
On the approximability of adjustable robust convex optimization under uncertainty (2012)On the approximability of adjustable robu…A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization (2011)A Geometric Characterization …Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems (2010)On the Power of Robust Soluti…Robust Optimization (2009)Robust OptimizationLectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Stochastic programming approach to optimization under uncertainty (2007)Stochastic programming approa…On Complexity of Stochastic Programming Problems (2006)On Complexity of Stochastic P…The Price of Robustness (2004)The Price of RobustnessAdjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Robust Portfolio Selection Problems (2003)Robust Portfolio Selection Pr…Robust optimization ? methodology and applications (2002)Robust optimization ? methodo…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Robust Convex Optimization (1998)Robust Convex OptimizationStochastic Programming (1995)Stochastic ProgrammingLinear Programming under Uncertainty (1955)Linear Programming under Unce…A multi-dimensional robust optimization approach for cold-chain emergency medical materials dispatch under COVID-19: A case study of Hubei Province (2022)A multi-dimensional robust op…When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? (2017)When are static and adjustabl…Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)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)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)Data-driven chance constrained stochastic program (2015)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)
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  • 2017When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?

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41 cited
  • 2022A multi-dimensional robust optimization approach for cold-chain emergency medical materials dispatch under COVID-19: A case study of Hubei Province25 cited