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A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
16 references·4 citing·23 second hop
A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization (2014)A tight characterization of the performan…Lectures on Stochastic Programming: Modeling and Theory, Second Edition (2014)Lectures on Stochastic Progra…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Stochastic Programming (2010)Stochastic ProgrammingRobust Optimization (2009)Robust OptimizationLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…The Price of Robustness (2004)The Price of RobustnessLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…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 ProgrammingStochastic Programming (1995)Stochastic ProgrammingLinear Programming under Uncertainty (1955)Linear Programming under Unce…Zur Theorie der Gesellschaftsspiele (1928)Zur Theorie der Gesellschafts…Robust optimization approaches in inventory management: Part A—the survey (2024)Robust optimization approache…A two-stage robust hub location problem with accelerated Benders decomposition algorithm (2021)A two-stage robust hub locati…When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? (2017)When are static and adjustabl…A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides (2017)A copositive approach for two…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Adjustable robust solutions of uncertain linear programs (2004)Introduction to Stochastic Programming (2011)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Chance-Constrained Programming (1959)A Social Equilibrium Existence Theorem* (1952)Evolutionary games on graphs (2007)Multiagent systems: algorithmic, game-theoretic, and logical foundations (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)Optimization under uncertainty: state-of-the-art and opportunities (2003)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)
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  • 2017A copositive approach for two-stage adjustable robust optimization with uncertain right-hand sides

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50 cited
  • 2017When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent?41 cited
  • 2021A two-stage robust hub location problem with accelerated Benders decomposition algorithm38 cited
  • 2024Robust optimization approaches in inventory management: Part A—the survey21 cited