Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints

11 references·4 citing·43 second hop

FromToDepth

this work references cited by second hop

References

2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
1953Minimax Theorems831 cited
1999The Theory of Moral Hazard and Unobservable Behaviour: Part I610 cited
2007Ambiguity in portfolio selection261 cited
2012Kullback-Leibler divergence constrained distributionally robust optimization221 cited
2003Stability of Stochastic Programming Problems206 cited
2015Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems93 cited
2017Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods80 cited
2011Approximations for Probability Distributions and Stochastic Optimization Problems73 cited
2014A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization72 cited

Cited by

2018Quantitative stability analysis for minimax distributionally robust risk optimization38 cited
2017Variational Theory for Optimization under Stochastic Ambiguity37 cited
2018Distributionally robust shortfall risk optimization model and its approximation

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

37 cited

2017Distributionally robust equilibrium for continuous games: Nash and Stackelberg models32 cited