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Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts
15 references·16 citing·21 second hop
Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts (2009)Uncertain Linear Programs: Extended Affin…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Two-Stage Robust Network Flow and Design Under Demand Uncertainty (2007)Two-Stage Robust Network Flow…A Robust Optimization Perspective on Stochastic Programming (2007)A Robust Optimization Perspec…A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)A Linear Decision-Based Appro…Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems (2006)Extending Scope of Robust Opt…Tractable Approximations to Robust Conic Optimization Problems (2005)Tractable Approximations to R…Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005)Retailer-Supplier Flexible Co…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 solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Robust Convex Optimization (1998)Robust Convex OptimizationIntroduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Computational complexity of PERT problems (1988)Computational complexity of P…A Review of Robust Operations Management under Model Uncertainty (2020)A Review of Robust Operations…Robust Dual Dynamic Programming (2019)Robust Dual Dynamic Programmi…The decision rule approach to optimization under uncertainty: methodology and applications (2018)The decision rule approach to…Adjustable Robust Optimization via Fourier–Motzkin Elimination (2018)Adjustable Robust Optimizatio…Binary decision rules for multistage adaptive mixed-integer optimization (2017)Binary decision rules for mul…Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems (2016)Robust Optimization of Sums o…On the relation between flexibility analysis and robust optimization for linear systems (2016)On the relation between flexi…Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set (2016)Multistage Adjustable Robust …Decomposition for adjustable robust linear optimization subject to uncertainty polytope (2016)Decomposition for adjustable …An adjustable robust optimization model for the resource-constrained project scheduling problem with uncertain activity durations (2016)An adjustable robust optimiza…Robust Multistage Decision Making (2015)Robust Multistage Decision Ma…K-Adaptability in Two-Stage Robust Binary Programming (2015)K-Adaptability in Two-Stage R…Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (2015)Design of Near Optimal Decisi…Generalized decision rule approximations for stochastic programming via liftings (2014)Generalized decision rule app…Robust counterparts of inequalities containing sums of maxima of linear functions (2012)Robust counterparts of inequa…Robust Optimization Made Easy with ROME (2011)Robust Optimization Made Easy…Stochastic Programming (2010)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)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)Chance-Constrained Programming (1959)From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (2009)Adaptive Distributionally Robust Optimization (2018)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)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Robust and Data-Driven Optimization: Modern Decision Making Under Uncertainty (2006)A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization (2011)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Robust optimization – A comprehensive survey (2007)Quantitative models for managing supply chain risks: A review (2015)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1998Robust Convex Optimization2,606 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 2007A Robust Optimization Perspective on Stochastic Programming362 cited
  • 2007Two-Stage Robust Network Flow and Design Under Demand Uncertainty340 cited
  • 2005Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach322 cited
  • 2005Tractable Approximations to Robust Conic Optimization Problems298 cited
  • 2007A Linear Decision-Based Approximation Approach to Stochastic Programming248 cited
  • 2006Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems216 cited
  • 1988Computational complexity of PERT problems169 cited

Cited by

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  • 2015K-Adaptability in Two-Stage Robust Binary Programming156 cited
  • 2014Generalized decision rule approximations for stochastic programming via liftings150 cited
  • 2016An adjustable robust optimization model for the resource-constrained project scheduling problem with uncertain activity durations142 cited
  • 2015Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization113 cited
  • 2016Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set104 cited
  • 2016Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems103 cited
  • 2018Adjustable Robust Optimization via Fourier–Motzkin Elimination97 cited
  • 2011Robust Optimization Made Easy with ROME97 cited
  • 2020A Review of Robust Operations Management under Model Uncertainty96 cited
  • 2017Binary decision rules for multistage adaptive mixed-integer optimization92 cited
  • 2015Robust Multistage Decision Making91 cited
  • 2019Robust Dual Dynamic Programming91 cited
  • 2016On the relation between flexibility analysis and robust optimization for linear systems86 cited
  • 2012Robust counterparts of inequalities containing sums of maxima of linear functions66 cited
  • 2016Decomposition for adjustable robust linear optimization subject to uncertainty polytope66 cited
  • 2018The decision rule approach to optimization under uncertainty: methodology and applications64 cited