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Oracle-Based Robust Optimization via Online Learning
13 references·7 citing·41 second hop
Oracle-Based Robust Optimization via Online Learning (2015)Oracle-Based Robust Optimization via Onli…Introduction to Online Convex Optimization (2016)Introduction to Online Convex…Online Learning and Online Convex Optimization (2012)Online Learning and Online Co…Online Learning and Online Convex Optimization (2011)Online Learning and Online Co…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Robust Optimization (2009)Robust OptimizationCutting-set methods for robust convex optimization with pessimizing oracles (2009)Cutting-set methods for robus…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Robust Control of Markov Decision Processes with Uncertain Transition Matrices (2005)Robust Control of Markov Deci…Uncertain convex programs: randomized solutions and confidence levels (2004)Uncertain convex programs: ra…Efficient algorithms for online decision problems (2004)Efficient algorithms for onli…Online convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…Robust optimization ? methodology and applications (2002)Robust optimization ? methodo…Robust Convex Optimization (1998)Robust Convex OptimizationRobust optimization approaches in inventory management: Part A—the survey (2024)Robust optimization approache…A survey of robust optimization based machine learning with special reference to support vector machines (2019)A survey of robust optimizati…Risk-Averse Stochastic Convex Bandit (2018)Risk-Averse Stochastic Convex…Exploiting problem structure in optimization under uncertainty via online convex optimization (2018)Exploiting problem structure …Distributionally Robust Optimization (2018)Distributionally Robust Optim…Location Model for Distribution Centers for Fulfilling Electronic Orders of Fresh Foods under Uncertain Demand (2017)Location Model for Distributi…Data-driven robust optimization (2017)Data-driven robust optimizati…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Theory of games and economic behavior (2019)Minimax analysis of stochastic problems (2002)Robust Dynamic Programming (2005)Learning Under Ambiguity (2007)Lectures on Stochastic Programming (2009)Theory and Applications of Robust Optimization (2011)Quantifying Distributional Model Risk via Optimal Transport (2019)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems (2002)Convex Approximations of Chance Constrained Programs (2006)Facility location under uncertainty: a review (2006)Robust optimization – A comprehensive survey (2007)Some aspects of the sequential design of experiments (1952)The Nonstochastic Multiarmed Bandit Problem (2002)Big Data Deep Learning: Challenges and Perspectives (2014)A survey of machine learning for big data processing (2016)A survey on deep learning for big data (2017)Robust Optimization of Large-Scale Systems (1995)Robust Discrete Optimization and Its Applications (1997)Robust Discrete Optimization and Its Applications. (1998)The Price of Robustness (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Introduction to Stochastic Programming (2011)Recent advances in robust optimization: An overview (2013)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Distributionally Robust Convex Optimization (2014)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)The Theory of Learning in Games (1998)A Simple Adaptive Procedure Leading to Correlated Equilibrium (2000)Introduction to Online Convex Optimization (2016)The Pricing of Options and Corporate Liabilities (1973)An Online Convex Optimization Approach to Proactive Network Resource Allocation (2017)Introduction to Multi-Armed Bandits (2019)Bandit Algorithms (2020)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (2017)
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References

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Cited by

  • 2017Data-driven robust optimization656 cited
  • 2019A survey of robust optimization based machine learning with special reference to support vector machines34 cited

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2018
Distributionally Robust Optimization
29 cited
  • 2018Exploiting problem structure in optimization under uncertainty via online convex optimization26 cited
  • 2018Risk-Averse Stochastic Convex Bandit25 cited
  • 2024Robust optimization approaches in inventory management: Part A—the survey21 cited
  • 2017Location Model for Distribution Centers for Fulfilling Electronic Orders of Fresh Foods under Uncertain Demand14 cited