SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Robust Optimization Perspective on Stochastic Programming
16 references·16 citing·21 second hopsampled
A Robust Optimization Perspective on Stochastic Programming (2007)A Robust Optimization Perspective on Stoc…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…A Robust Optimization Approach to Inventory Theory (2006)A Robust Optimization Approac…Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005)Retailer-Supplier Flexible Co…Generalized deviations in risk analysis (2005)Generalized deviations in ris…Uncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…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…A Robust Optimization Approach to Supply Chain Management (2004)A Robust Optimization Approac…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…Stochastic Programming (1995)Stochastic ProgrammingDeterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Deterministic Equivalents for…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingDistributionally robust optimization of an emergency medical service station location and sizing problem with joint chance constraints (2018)Distributionally robust optim…Data-driven decision making under uncertainty integrating robust optimization with principal component analysis and kernel smoothing methods (2018)Data-driven decision making u…Adaptive Distributionally Robust Optimization (2018)Adaptive Distributionally Rob…Data-driven robust optimization based on kernel learning (2017)Data-driven robust optimizati…Likelihood robust optimization for data-driven problems (2015)Likelihood robust optimizatio…A distributionally robust perspective on uncertainty quantification and chance constrained programming (2015)A distributionally robust per…Theory and Applications of Robust Optimization (2011)Theory and Applications of Ro…A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization (2011)A Comparative Theoretical and…Finite Adaptability in Multistage Linear Optimization (2010)Finite Adaptability in Multis…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…Primal and dual linear decision rules in stochastic and robust optimization (2009)Primal and dual linear decisi…From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (2009)From CVaR to Uncertainty Set:…Constructing Risk Measures from Uncertainty Sets (2009)Constructing Risk Measures fr…Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (2008)Incorporating Asymmetric Dist…A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)A Linear Decision-Based Appro…Portfolio Selection: Efficient Diversification of Investments (1959)Data envelopment analysis theory and techniques for economics and operations research (2004)Linear Programming Under Uncertainty (2004)On Distributionally Robust Chance-Constrained Linear Programs (2006)Frameworks and Results in Distributionally Robust Optimization (2022)Stochastic Programming (2010)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)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 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)Optimization under uncertainty: state-of-the-art and opportunities (2003)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)Lectures on Stochastic Programming: Modeling and Theory (2009)Robust optimization – A comprehensive survey (2007)Quantitative models for managing supply chain risks: A review (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1959Chance-Constrained Programming2,748 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
  • 1995Stochastic Programming1,539 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints992 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 2006A Robust Optimization Approach to Inventory Theory708 cited
  • 2004Uncertain convex programs: randomized solutions and confidence levels660 cited
  • 2005Generalized deviations in risk analysis572 cited
  • 2004Robust linear optimization under general norms482 cited
  • 2005Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach322 cited
  • 2004A Robust Optimization Approach to Supply Chain Management

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

165 cited

Cited by

  • 2018Adaptive Distributionally Robust Optimization328 cited
  • 2009From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization318 cited
  • 2011A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization259 cited
  • 2009Primal and dual linear decision rules in stochastic and robust optimization259 cited
  • 2007A Linear Decision-Based Approximation Approach to Stochastic Programming248 cited
  • 2017Data-driven robust optimization based on kernel learning217 cited
  • 2018Data-driven decision making under uncertainty integrating robust optimization with principal component analysis and kernel smoothing methods205 cited
  • 2010Finite Adaptability in Multistage Linear Optimization198 cited
  • 2018Distributionally robust optimization of an emergency medical service station location and sizing problem with joint chance constraints177 cited
  • 2015Likelihood robust optimization for data-driven problems176 cited
  • 2009Constructing Risk Measures from Uncertainty Sets165 cited
  • 2009Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts163 cited
  • 2015A distributionally robust perspective on uncertainty quantification and chance constrained programming155 cited
  • 2010A Soft Robust Model for Optimization Under Ambiguity150 cited
  • 2011Theory and Applications of Robust Optimization134 cited
  • 2008Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization134 cited