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A practical guide to robust optimization
12 references·16 citing·28 second hop
A practical guide to robust optimization (2015)A practical guide to robust optimizationRobust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005)Retailer-Supplier Flexible Co…Uncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…The Price of Robustness (2004)The Price of RobustnessAdjustable 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…Stochastic Programming (1995)Stochastic ProgrammingCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Operational Research: methods and applications (2023)Operational Research: methods…Robust optimization of sustainable food supply chain network considering food waste valorization and supply uncertainty (2022)Robust optimization of sustai…Frameworks and Results in Distributionally Robust Optimization (2022)Frameworks and Results in Dis…Robust optimisation for ripple effect on reverse supply chain: an industrial case study (2020)Robust optimisation for rippl…A Review of Robust Operations Management under Model Uncertainty (2020)A Review of Robust Operations…Modelling and analysis of inventory management systems in healthcare: A review and reflections (2019)Modelling and analysis of inv…Heuristic method for robust optimization model for green closed-loop supply chain network design of perishable goods (2019)Heuristic method for robust o…A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)A structuring review on multi…Robust optimization with nonnegative decision variables: A DEA approach (2018)Robust optimization with nonn…Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (2018)Risk-Averse Two-Stage Stochas…Closed-loop supply chain network design under disruption risks: A robust approach with real world application (2018)Closed-loop supply chain netw…A survey of adjustable robust optimization (2018)A survey of adjustable robust…Robust uncapacitated hub location (2017)Robust uncapacitated hub loca…Robust multiobjective portfolio optimization: A minimax regret approach (2017)Robust multiobjective portfol…An adjustable robust optimization model for the resource-constrained project scheduling problem with uncertain activity durations (2016)An adjustable robust optimiza…K-Adaptability in Two-Stage Robust Binary Programming (2015)K-Adaptability in Two-Stage R…Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)Data-driven robust optimization (2017)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Robust Convex Optimization (1998)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)Robust solutions of uncertain linear programs (1999)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Optimization of conditional value-at-risk (2000)Quantifying Distributional Model Risk via Optimal Transport (2019)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 1995Stochastic Programming1,539 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
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2004Uncertain convex programs: randomized solutions and confidence levels660 cited
  • 2005Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach322 cited

Cited by

  • 2022Frameworks and Results in Distributionally Robust Optimization505 cited
  • 2018A survey of adjustable robust optimization321 cited
  • 2018Closed-loop supply chain network design under disruption risks: A robust approach with real world application205 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2015K-Adaptability in Two-Stage Robust Binary Programming156 cited
  • 2019Heuristic method for robust optimization model for green closed-loop supply chain network design of perishable goods149 cited
  • 2016An adjustable robust optimization model for the resource-constrained project scheduling problem with uncertain activity durations142 cited
  • 2023Operational Research: methods and applications124 cited
  • 2018Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity120 cited
  • 2019A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice112 cited
  • 2019Modelling and analysis of inventory management systems in healthcare: A review and reflections110 cited
  • 2017Robust uncapacitated hub location101 cited
  • 2020A Review of Robust Operations Management under Model Uncertainty96 cited
  • 2020Robust optimisation for ripple effect on reverse supply chain: an industrial case study92 cited
  • 2017Robust multiobjective portfolio optimization: A minimax regret approach90 cited
  • 2018Robust optimization with nonnegative decision variables: A DEA approach89 cited
  • 2022Robust optimization of sustainable food supply chain network considering food waste valorization and supply uncertainty85 cited