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A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization

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References

2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
2005A Min-Max Solution of an Inventory Problem552 cited
2003A Heuristic for Moment-Matching Scenario Generation404 cited
2010Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion215 cited

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2017Variational Theory for Optimization under Stochastic Ambiguity37 cited
2018Robust decision making using a general utility set33 cited
2019A Data-Driven Functionally Robust Approach for Simultaneous Pricing and Order Quantity Decisions with Unknown Demand Function29 cited
2024A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems14 cited

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