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Model Uncertainty, Robust Optimization, and Learning
16 references·6 citing·25 second hop
Model Uncertainty, Robust Optimization, and Learning (2006)Model Uncertainty, Robust Optimization, a…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Ambiguity, Information Quality, and Asset Pricing (2008)Ambiguity, Information Qualit…The Price of Robustness (2004)The Price of RobustnessRobust Portfolio Selection Problems (2003)Robust Portfolio Selection Pr…Recursive multiple-priors (2003)Recursive multiple-priorsRobust optimization ? methodology and applications (2002)Robust optimization ? methodo…Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Ambiguity, Risk, and Asset Re…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Foundations of Inventory Management (2000)Foundations of Inventory Mana…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Robust Discrete Optimization and Its Applications. (1998)Robust Discrete Optimization …Robust Convex Optimization (1998)Robust Convex OptimizationUncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitLearning to Order for Inventory Systems with Lost Sales and Uncertain Supplies (2024)Learning to Order for Invento…Can accessing much data reshape the theory? Inventory theory under the challenge of data-driven systems (2022)Can accessing much data resha…Calibration of Distributionally Robust Empirical Optimization Models (2021)Calibration of Distributional…Robust Multiarmed Bandit Problems (2015)Robust Multiarmed Bandit Prob…Analysis of seat allocation and overbooking decisions with hybrid information (2014)Analysis of seat allocation a…Robust Multi-Product Pricing (2008)Robust Multi-Product PricingAdjustable robust solutions of uncertain linear programs (2004)Stochastic Programming (2010)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Maxmin expected utility with non-unique prior (1989)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Implications of rational inattention (2003)Robust Dynamic Programming (2005)Information Immobility and the Home Bias Puzzle (2009)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)The Value of Information Sharing in a Two-Level Supply Chain (2000)Perspectives in supply chain risk management (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)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)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)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)
this work references cited by second hop

References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2000Foundations of Inventory Management1,856 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2002Robust optimization ? methodology and applications1,409 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
  • 1998Robust Discrete Optimization and Its Applications.1,060 cited
  • 2003Robust Portfolio Selection Problems897 cited
  • 2003Recursive multiple-priors868 cited
  • 2008Ambiguity, Information Quality, and Asset Pricing831 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited

Cited by

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  • 2021Calibration of Distributionally Robust Empirical Optimization Models51 cited
  • 2015Robust Multiarmed Bandit Problems46 cited
  • 2008Robust Multi-Product Pricing25 cited
  • 2022Can accessing much data reshape the theory? Inventory theory under the challenge of data-driven systems24 cited
  • 2014Analysis of seat allocation and overbooking decisions with hybrid information23 cited
  • 2024Learning to Order for Inventory Systems with Lost Sales and Uncertain Supplies20 cited