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A Robust Optimization Approach to Supply Chains and Revenue Management
16 references·1 citing·17 second hop
A Robust Optimization Approach to Supply Chains and Revenue Management (2004)A Robust Optimization Approach to Supply …Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingUncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…The Price of Robustness (2004)The Price of RobustnessOptimal Policies for a Multi-Echelon Inventory Problem (2004)Optimal Policies for a Multi-…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Robust Portfolio Selection Problems (2003)Robust Portfolio Selection Pr…Portfolio optimization with conditional value-at-risk objective and constraints (2001)Portfolio optimization with c…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Foundations of Inventory Management (2000)Foundations of Inventory Mana…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Revenue Management: Research Overview and Prospects (1999)Revenue Management: Research …Coherent Measures of Risk (1999)Coherent Measures of RiskRobust Convex Optimization (1998)Robust Convex OptimizationThe Distribution Free Newsboy Problem: Review and Extensions (1993)The Distribution Free Newsboy…A model for robust capacity planning for telecommunications networks under demand uncertainty (2007)A model for robust capacity p…Chance-Constrained Programming (1959)Optimization under uncertainty: state-of-the-art and opportunities (2003)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)The Value of Information Sharing in a Two-Level Supply Chain (2000)Perspectives in supply chain risk management (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)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)Adjustable robust solutions of uncertain linear programs (2004)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)Modeling and Forecasting Realized Volatility (2003)Coordinated supply chain management (1996)Information sharing in a supply chain (2000)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2010Stochastic Programming2,228 cited
  • 2000Foundations of Inventory Management1,856 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2004Optimal Policies for a Multi-Echelon Inventory Problem1,256 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1999Revenue Management: Research Overview and Prospects1,131 cited
  • 2003Robust Portfolio Selection Problems897 cited
  • 1993The Distribution Free Newsboy Problem: Review and Extensions803 cited
  • 2001Portfolio optimization with conditional value-at-risk objective and constraints781 cited
  • 2004Uncertain convex programs: randomized solutions and confidence levels660 cited

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Cited by

  • 2007A model for robust capacity planning for telecommunications networks under demand uncertainty40 cited