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Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
8 references·16 citing·26 second hop
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems (2006)Extending Scope of Robust Optimization: C…Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005)Retailer-Supplier Flexible Co…The Price of Robustness (2004)The Price of RobustnessRobust linear optimization under general norms (2004)Robust linear optimization un…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…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 OptimizationRobust Satisficing (2022)Robust SatisficingGlobalized Robust Optimization for Nonlinear Uncertain Inequalities (2017)Globalized Robust Optimizatio…Robust MDPs with k-Rectangular Uncertainty (2016)Robust MDPs with k-Rectangula…Algorithm Engineering in Robust Optimization (2016)Algorithm Engineering in Robu…Robust Multistage Decision Making (2015)Robust Multistage Decision Ma…Distributionally robust chance constraints for non-linear uncertainties (2014)Distributionally robust chanc…Supermodularity and Affine Policies in Dynamic Robust Optimization (2013)Supermodularity and Affine Po…A Knowledge-Based Evolutionary Multiobjective Approach for Stochastic Extended Resource Investment Project Scheduling Problems (2013)A Knowledge-Based Evolutionar…Theory and Applications of Robust Optimization (2011)Theory and Applications of Ro…Robust Optimization Made Easy with ROME (2011)Robust Optimization Made Easy…On the power and limitations of affine policies in two-stage adaptive optimization (2011)On the power and limitations …Strong Duality in Robust Convex Programming: Complete Characterizations (2010)Strong Duality in Robust Conv…Robust portfolio optimization with derivative insurance guarantees (2010)Robust portfolio optimization…On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems (2010)On the Power of Robust Soluti…A Soft Robust Model for Optimization Under Ambiguity (2010)A Soft Robust Model for Optim…Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts (2009)Uncertain Linear Programs: Ex…Stochastic Programming (2010)Introduction to Stochastic Programming (2011)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)Stochastic Programming (1995)Distributionally Robust Optimization and Its Tractable Approximations (2010)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Selected topics in robust convex optimization (2007)Multistage Robust Mixed-Integer Optimization with Adaptive Partitions (2016)Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (2018)MATHEMATICAL METHODS IN THE SOCIAL SCIENCES, 1959 (1960)Information Distortion in a Supply Chain: The Bullwhip Effect (1997)Data-driven robust optimization (2017)Generalized decision rule approximations for stochastic programming via liftings (2014)K-Adaptability in Two-Stage Robust Binary Programming (2015)An adjustable robust optimization model for the resource-constrained project scheduling problem with uncertain activity durations (2016)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Theory and Applications of Robust Optimization (2010)A Robust Optimization Perspective on Stochastic Programming (2007)Trends in Multiple Criteria Decision Analysis (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)
this work references cited by second hop

References

  • 2004The Price of Robustness4,620 cited
  • 1998Robust Convex Optimization2,606 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 2002Robust optimization ? methodology and applications1,409 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 2004Robust linear optimization under general norms482 cited
  • 2005Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach322 cited

Cited by

  • 2011On the power and limitations of affine policies in two-stage adaptive optimization182 cited
  • 2009Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts163 cited
  • 2010A Soft Robust Model for Optimization Under Ambiguity150 cited
  • 2010Strong Duality in Robust Convex Programming: Complete Characterizations142 cited
  • 2011Theory and Applications of Robust Optimization134 cited
  • 2016Algorithm Engineering in Robust Optimization124 cited
  • 2022Robust Satisficing112 cited
  • 2011

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Robust Optimization Made Easy with ROME
97 cited
  • 2010On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems95 cited
  • 2015Robust Multistage Decision Making91 cited
  • 2013Supermodularity and Affine Policies in Dynamic Robust Optimization89 cited
  • 2010Robust portfolio optimization with derivative insurance guarantees84 cited
  • 2017Globalized Robust Optimization for Nonlinear Uncertain Inequalities63 cited
  • 2014Distributionally robust chance constraints for non-linear uncertainties62 cited
  • 2013A Knowledge-Based Evolutionary Multiobjective Approach for Stochastic Extended Resource Investment Project Scheduling Problems61 cited
  • 2016Robust MDPs with k-Rectangular Uncertainty59 cited