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Recent advances in robust optimization: An overview
4 references·16 citing·36 second hop
Recent advances in robust optimization: An overview (2013)Recent advances in robust optimization: A…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…The Price of Robustness (2004)The Price of RobustnessFrameworks and Results in Distributionally Robust Optimization (2022)Frameworks and Results in Dis…Distributionally Robust Optimization: A review on theory and applications (2021)Distributionally Robust Optim…Consensus of large-scale group decision making in social network: the minimum cost model based on robust optimization (2020)Consensus of large-scale grou…Increasing Supply Chain Robustness through Process Flexibility and Inventory (2018)Increasing Supply Chain Robus…Distributionally robust optimization of an emergency medical service station location and sizing problem with joint chance constraints (2018)Distributionally robust optim…Closed-loop supply chain network design under disruption risks: A robust approach with real world application (2018)Closed-loop supply chain netw…A unified framework for stochastic optimization (2018)A unified framework for stoch…A survey of adjustable robust optimization (2018)A survey of adjustable robust…Data-driven stochastic robust optimization: General computational framework and algorithm leveraging machine learning for optimization under uncertainty in the big data era (2017)Data-driven stochastic robust…Data-driven robust optimization based on kernel learning (2017)Data-driven robust optimizati…Agribusiness supply chain risk management: A review of quantitative decision models (2017)Agribusiness supply chain ris…Designing a supply chain resilient to major disruptions and supply/demand interruptions (2016)Designing a supply chain resi…Risk assessment and risk management: Review of recent advances on their foundation (2015)Risk assessment and risk mana…Likelihood robust optimization for data-driven problems (2015)Likelihood robust optimizatio…Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition (2015)Hybrid robust and stochastic …Worst-Case Value at Risk of Nonlinear Portfolios (2012)Worst-Case Value at Risk of N…Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Maxmin expected utility with non-unique prior (1989)Introduction to Stochastic Programming (2011)Data-driven robust optimization (2017)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)On The Quantitative Definition of Risk (1981)Perspectives in supply chain risk management (2006)The black swan: the impact of the highly improbable (2007)The future of risk assessment (2018)Understanding Compound, Interconnected, Interacting, and Cascading Risks: A Holistic Framework (2018)Flexibility and Resilience in Corporate Decision Making: A New Sustainability-Based Risk Management System in Uncertain Times (2021)PORTFOLIO SELECTION* (1952)Building the Resilient Supply Chain (2004)Supply chain resilience: a systematic literature review and typological framework (2018)A novel plithogenic TOPSIS- CRITIC model for sustainable supply chain risk management (2019)On metrics for supply chain resilience (2020)A Stochastic Approximation Method (1951)A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)Computational sustainability (2019)Testing facility location and dynamic capacity planning for pandemics with demand uncertainty (2021)Common risk factors in the returns on stocks and bonds (1993)Robust Optimization (2009)Inventory – forecasting: Mind the gap (2021)A survey of contextual optimization methods for decision-making under uncertainty (2024)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Supply Chain Disruptions: Evidence from the Great East Japan Earthquake (2017)Dancing the Supply Chain: Toward Transformative Supply Chain Management (2020)Two perspectives on supply chain resilience (2021)Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances (2021)Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)
this work references cited by second hop

References

  • 2004The Price of Robustness4,620 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2014Distributionally Robust Convex Optimization952 cited

Cited by

  • 2015Risk assessment and risk management: Review of recent advances on their foundation1,710 cited
  • 2022Frameworks and Results in Distributionally Robust Optimization505 cited
  • 2017Agribusiness supply chain risk management: A review of quantitative decision models435 cited
  • 2018A survey of adjustable robust optimization321 cited
  • 2018A unified framework for stochastic optimization319 cited
  • 2018Increasing Supply Chain Robustness through Process Flexibility and Inventory275 cited
  • 2015Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition272 cited
  • 2020Consensus of large-scale group decision making in social network: the minimum cost model based on robust optimization271 cited
  • 2017Data-driven robust optimization based on kernel learning217 cited
  • 2016Designing a supply chain resilient to major disruptions and supply/demand interruptions206 cited

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  • 2018Closed-loop supply chain network design under disruption risks: A robust approach with real world application205 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
  • 2021Distributionally Robust Optimization: A review on theory and applications141 cited
  • 2017Data-driven stochastic robust optimization: General computational framework and algorithm leveraging machine learning for optimization under uncertainty in the big data era134 cited
  • 2012Worst-Case Value at Risk of Nonlinear Portfolios128 cited