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Polymatroids and mean-risk minimization in discrete optimization
14 references·13 citing·33 second hop
Polymatroids and mean-risk minimization in discrete optimization (2008)Polymatroids and mean-risk minimization i…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Capacitated warehouse location model with risk pooling (2008)Capacitated warehouse locatio…Convexity and decomposition of mean-risk stochastic programs (2005)Convexity and decomposition o…The Price of Robustness (2004)The Price of RobustnessStochastic finance. an introduction in discrete time (2004)Stochastic finance. an introd…Robust linear optimization under general norms (2004)Robust linear optimization un…Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Worst-Case Value-At-Risk and …A Joint Location-Inventory Model (2003)A Joint Location-Inventory Mo…Stochastic Finance: An Introduction in Discrete Time (2002)Stochastic Finance: An Introd…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 OptimizationIntroduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Drone-Delivery Network for Opioid Overdose: Nonlinear Integer Queueing-Optimization Models and Methods (2024)Drone-Delivery Network for Op…Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Chance-constrained optimizati…Two-echelon supply chain network design with trade credit (2021)Two-echelon supply chain netw…Stochastic single allocation hub location problems with balanced utilization of hub capacities (2021)Stochastic single allocation …Robust Vehicle Pre‐Allocation with Uncertain Covariates (2019)Robust Vehicle Pre‐Allocation…Offline-Channel Planning in Smart Omnichannel Retailing (2019)Offline-Channel Planning in S…Two-stage supply chain design with safety stock placement decisions (2018)Two-stage supply chain design…Robust combinatorial optimization under convex and discrete cost uncertainty (2018)Robust combinatorial optimiza…Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (2018)Ambiguous Chance-Constrained …Warehouse location and two-echelon inventory management with concave operating cost (2014)Warehouse location and two-ec…A novel probabilistic formulation for locating and sizing emergency medical service stations (2014)A novel probabilistic formula…A Capacitated Facility Location Model with Bidirectional Flows (2014)A Capacitated Facility Locati…Probabilistic Set Covering with Correlations (2013)Probabilistic Set Covering wi…Adjustable robust solutions of uncertain linear programs (2004)Stochastic Programming (2010)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)Global Portfolio Optimization (1992)Martingale Methods in Financial Modelling (1997)Robust Portfolio Selection Problems (2003)Distributionally Robust Optimization and Its Tractable Approximations (2010)60 Years of portfolio optimization: Practical challenges and current trends (2013)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Factory Physics : Foundations of Manufacturing Management (1995)Strategic facility location: A review (1998)Foundations of Inventory Management (2000)An Inventory-Location Model: Formulation, Solution Algorithm and Computational Results (2002)Global supply chain design: A literature review and critique (2005)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Generalized deviations in risk analysis (2005)Utility maximization in incomplete markets (2005)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)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)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)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)
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Cited by

  • 2018Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information89 cited
  • 2019

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Robust Vehicle Pre‐Allocation with Uncertain Covariates
88 cited
  • 2018Robust combinatorial optimization under convex and discrete cost uncertainty62 cited
  • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
  • 2014A novel probabilistic formulation for locating and sizing emergency medical service stations54 cited
  • 2019Offline-Channel Planning in Smart Omnichannel Retailing48 cited
  • 2013Probabilistic Set Covering with Correlations39 cited
  • 2018Two-stage supply chain design with safety stock placement decisions38 cited
  • 2014A Capacitated Facility Location Model with Bidirectional Flows35 cited
  • 2021Stochastic single allocation hub location problems with balanced utilization of hub capacities31 cited
  • 2024Drone-Delivery Network for Opioid Overdose: Nonlinear Integer Queueing-Optimization Models and Methods29 cited
  • 2021Two-echelon supply chain network design with trade credit27 cited
  • 2014Warehouse location and two-echelon inventory management with concave operating cost24 cited