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Robust and Data-Driven Optimization: Modern Decision Making Under Uncertainty
16 references·16 citing·26 second hopsampled
Robust and Data-Driven Optimization: Modern Decision Making Under Uncertainty (2006)Robust and Data-Driven Optimization: Mode…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingThe resilient enterprise: overcoming vulnerability for competitive advantage (2006)The resilient enterprise: ove…A Robust Optimization Approach to Inventory Theory (2006)A Robust Optimization Approac…Robust Control of Markov Decision Processes with Uncertain Transition Matrices (2005)Robust Control of Markov Deci…The Price of Robustness (2004)The Price of RobustnessOptimal Policies for a Multi-Echelon Inventory Problem (2004)Optimal Policies for a Multi-…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Robust Portfolio Selection Problems (2003)Robust Portfolio Selection Pr…Foundations of Stochastic Inventory Theory (2002)Foundations of Stochastic Inv…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Coherent Measures of Risk (1999)Coherent Measures of RiskRobust Convex Optimization (1998)Robust Convex OptimizationProduction and Operations Analysis (1992)Production and Operations Ana…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingSupply Chain Resilience: A Critical Review of Risk Mitigation, Robust Optimisation, and Technological Solutions and Future Research Directions (2025)Supply Chain Resilience: A Cr…A Review of Robust Operations Management under Model Uncertainty (2020)A Review of Robust Operations…Risk and complexity in scenario optimization (2019)Risk and complexity in scenar…The decision rule approach to optimization under uncertainty: methodology and applications (2018)The decision rule approach to…Data-driven distributionally robust optimization approach for reliable travel-time-information-gain-oriented traffic sensor location model (2018)Data-driven distributionally …Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation (2017)Robust Defibrillator Deployme…Wait-and-judge scenario optimization (2016)Wait-and-judge scenario optim…Designing an efficient humanitarian supply network (2016)Designing an efficient humani…Scenario Min-Max Optimization and the Risk of Empirical Costs (2015)Scenario Min-Max Optimization…Optimization of an evacuation plan with uncertain demands using fuzzy credibility theory and genetic algorithm (2015)Optimization of an evacuation…Likelihood robust optimization for data-driven problems (2015)Likelihood robust optimizatio…A decision support system for robust humanitarian facility location (2015)A decision support system for…Robust inventory decision under distribution uncertainty: A CVaR-based optimization approach (2014)Robust inventory decision und…FAST—Fast Algorithm for the Scenario Technique (2014)FAST—Fast Algorithm for the S…Robust optimization and portfolio selection: The cost of robustness (2011)Robust optimization and portf…Robust portfolio selection for index tracking (2010)Robust portfolio selection fo…Robust solutions of uncertain linear programs (1999)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Stochastic Programming (1995)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)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)Group Buying on the Web: A Comparison of Price-Discovery Mechanisms (2003)Quality Improvement Incentives and Product Recall Cost Sharing Contracts (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)Supply chain resilience in the global financial crisis: an empirical study (2011)Ensuring Supply Chain Resilience: Development and Implementation of an Assessment Tool (2013)The influence of relational competencies on supply chain resilience: a relational view (2013)Modeling and Forecasting Realized Volatility (2003)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Coordinated supply chain management (1996)Information sharing in a supply chain (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 2004Optimal Policies for a Multi-Echelon Inventory Problem1,256 cited
  • 1992Production and Operations Analysis1,213 cited
  • 2006The resilient enterprise: overcoming vulnerability for competitive advantage1,207 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 2003Robust Portfolio Selection Problems897 cited
  • 2002Foundations of Stochastic Inventory Theory716 cited
  • 2006A Robust Optimization Approach to Inventory Theory708 cited
  • 2005Robust Control of Markov Decision Processes with Uncertain Transition Matrices700 cited
  • 2010Stochastic Linear Programming667 cited

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Cited by

  • 2015Likelihood robust optimization for data-driven problems176 cited
  • 2016Wait-and-judge scenario optimization153 cited
  • 2016Designing an efficient humanitarian supply network125 cited
  • 2011Robust optimization and portfolio selection: The cost of robustness97 cited
  • 2020A Review of Robust Operations Management under Model Uncertainty96 cited
  • 2010Robust portfolio selection for index tracking86 cited
  • 2025Supply Chain Resilience: A Critical Review of Risk Mitigation, Robust Optimisation, and Technological Solutions and Future Research Directions77 cited
  • 2019Risk and complexity in scenario optimization77 cited
  • 2017Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation74 cited
  • 2015A decision support system for robust humanitarian facility location66 cited
  • 2018The decision rule approach to optimization under uncertainty: methodology and applications64 cited
  • 2015Optimization of an evacuation plan with uncertain demands using fuzzy credibility theory and genetic algorithm56 cited
  • 2014Robust inventory decision under distribution uncertainty: A CVaR-based optimization approach53 cited
  • 2015Scenario Min-Max Optimization and the Risk of Empirical Costs53 cited
  • 2018Data-driven distributionally robust optimization approach for reliable travel-time-information-gain-oriented traffic sensor location model50 cited
  • 2014FAST—Fast Algorithm for the Scenario Technique50 cited