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Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
5 references·16 citing·20 second hop
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optimization Unde…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Robust Convex Optimization (1998)Robust Convex OptimizationStudies in the Mathematical Theory of Inventory and Production (1960)Studies in the Mathematical T…Studies in Mathematical Theory of Inventory and Production (1959)Studies in Mathematical Theor…Frameworks and Results in Distributionally Robust Optimization (2022)Frameworks and Results in Dis…Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Distributionally Robust Stoch…Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning (2019)Wasserstein Distributionally …Quantifying Distributional Model Risk via Optimal Transport (2019)Quantifying Distributional Mo…Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Optimization under uncertaint…Adaptive Distributionally Robust Optimization (2018)Adaptive Distributionally Rob…Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Supply chain network design u…Data-driven robust optimization (2017)Data-driven robust optimizati…A framework for sensitivity analysis of decision trees (2017)A framework for sensitivity a…Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-Driven Distributionally …Data-driven chance constrained stochastic program (2015)Data-driven chance constraine…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Recent advances in robust optimization: An overview (2013)Recent advances in robust opt…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Distributionally robust joint chance constraints with second-order moment information (2011)Distributionally robust joint…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)A practical guide to robust optimization (2015)Introduction to Stochastic Programming (2011)The Price of Robustness (2004)Theory and Applications of Robust Optimization (2010)Risk assessment and risk management: Review of recent advances on their foundation (2015)Agribusiness supply chain risk management: A review of quantitative decision models (2017)Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions of uncertain linear programs (2004)Building the Resilient Supply Chain (2004)A decision support system for demand management in healthcare supply chains considering the epidemic outbreaks: A case study of coronavirus disease 2019 (COVID-19) (2020)On the sustainable perishable food supply chain network design: A dairy products case to achieve sustainable development goals (2020)Costs of resilience and disruptions in supply chain network design models: A review and future research directions (2021)Conditional value-at-risk for general loss distributions (2002)Lectures on Stochastic Programming: Modeling and Theory (2009)Robust solutions of uncertain linear programs (1999)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Measuring and avoiding the bullwhip effect: A control theoretic approach (2003)
this work references cited by second hop

References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1998Robust Convex Optimization2,606 cited
  • 1959Studies in Mathematical Theory of Inventory and Production696 cited
  • 2005A Min-Max Solution of an Inventory Problem552 cited
  • 1960Studies in the Mathematical Theory of Inventory and Production537 cited

Cited by

  • 2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2013Recent advances in robust optimization: An overview914 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2017Supply chain network design under uncertainty: A comprehensive review and future research directions710 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2022Distributionally Robust Stochastic Optimization with Wasserstein Distance634 cited
  • 2011Distributionally robust joint chance constraints with second-order moment information629 cited
  • 2017Data-driven robust optimization626 cited
  • 2017A framework for sensitivity analysis of decision trees

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527 cited
  • 2022Frameworks and Results in Distributionally Robust Optimization505 cited
  • 2015Data-driven chance constrained stochastic program488 cited
  • 2019Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning364 cited
  • 2019Quantifying Distributional Model Risk via Optimal Transport352 cited
  • 2019Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming348 cited
  • 2018Adaptive Distributionally Robust Optimization328 cited