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Models and algorithms for distributionally robust least squares problems
11 references·4 citing·33 second hop
Models and algorithms for distributionally robust least squares problems (2013)Models and algorithms for distributionall…Stochastic Programming (2010)Stochastic ProgrammingModels for Minimax Stochastic Linear Optimization Problems with Risk Aversion (2010)Models for Minimax Stochastic…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Ambiguity in portfolio selection (2007)Ambiguity in portfolio select…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…On a Class of Minimax Stochastic Programs (2004)On a Class of Minimax Stochas…Stochastic Programming Models (2003)Stochastic Programming ModelsOn the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (2000)On the Rate of Convergence of…Handbooks in operations research and management science (1989)Handbooks in operations resea…The minimax approach to stochastic programming and an illustrative application (1987)The minimax approach to stoch…A Min Max Solution of an inventory problem (1959)A Min Max Solution of an inve…Frameworks and Results in Distributionally Robust Optimization (2022)Frameworks and Results in Dis…Distributionally Robust Learning (2020)Distributionally Robust Learn…Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (2017)Data-driven distributionally …Convex Optimal Uncertainty Quantification (2015)Convex Optimal Uncertainty Qu…PORTFOLIO SELECTION* (1952)Robust Optimization of Large-Scale Systems (1995)The design of robust value-creating supply chain networks: A critical review (2009)Introduction to Stochastic Programming (2011)Distributionally Robust Convex Optimization (2014)Humanitarian logistics network design under mixed uncertainty (2015)Optimization of conditional value-at-risk (2000)The Price of Robustness (2004)Robust Optimization (2009)Data-driven robust optimization (2017)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Robust Convex Optimization (1998)Theory and Applications of Robust Optimization (2011)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A simulation-based approach to two-stage stochastic programming with recourse (1998)Monte Carlo Sampling Methods (2003)Lectures on Stochastic Programming (2009)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Recent advances in robust optimization: An overview (2013)Risk, Uncertainty and Profit (1921)Risk, Ambiguity, and the Savage Axioms (1961)Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning (2019)Coherent Measures of Risk (1999)Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances (2021)Distributionally Robust Optimization: A review on theory and applications (2021)Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)Linear Programming under Uncertainty (1955)Chance-Constrained Programming (1959)Conditional value-at-risk for general loss distributions (2002)Global carbon emissions in 2023 (2024)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)
this work references cited by second hop

References

  • 1989Handbooks in operations research and management science2,436 cited
  • 2010Stochastic Programming2,245 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2005A Min-Max Solution of an Inventory Problem568 cited
  • 2003Stochastic Programming Models471 cited
  • 2007Ambiguity in portfolio selection261 cited
  • 2000On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs253 cited
  • 2010Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion215 cited
  • 1987The minimax approach to stochastic programming and an illustrative application154 cited
  • 1959A Min Max Solution of an inventory problem146 cited
  • 2004On a Class of Minimax Stochastic Programs122 cited

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  • 2017Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations1,905 cited
  • 2022Frameworks and Results in Distributionally Robust Optimization664 cited
  • 2020Distributionally Robust Learning44 cited
  • 2015Convex Optimal Uncertainty Quantification

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25 cited