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The decision rule approach to optimization under uncertainty: methodology and applications
16 references·0 citing·31 second hop
The decision rule approach to optimization under uncertainty: methodology and applications (2018)The decision rule approach to optimizatio…Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Solving two-stage robust opti…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Stochastic Programming (2010)Stochastic ProgrammingRobust Optimization (2009)Robust OptimizationLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Facility location and supply chain management – A review (2008)Facility location and supply …Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…A stochastic programming approach for supply chain network design under uncertainty (2004)A stochastic programming appr…Supply chain modeling: past, present and future (2002)Supply chain modeling: past, …Optimization of conditional value-at-risk (2000)Optimization of conditional v…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Chance-Constrained Programming (1959)Chance-Constrained ProgrammingRisk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Robust Convex Optimization (1998)The Price of Robustness (2004)Reliable p-median facility location problem: two-stage robust models and algorithms (2014)Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (2018)Increasing Supply Chain Robustness through Process Flexibility and Inventory (2018)Designing and managing the supply chain : concepts, strategies, and case studies (2000)Supply Chain Management: Strategy, Planning and Operations (2000)Designing and Managing the Supply Chain (2002)A critical review on supply chain risk – Definition, measure and modeling (2014)Reverse logistics and closed-loop supply chain: A comprehensive review to explore the future (2014)STATE OF ART SURVEYS OF OVERVIEWS ON MCDM/MADM METHODS (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Coherent Measures of Risk (1999)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Robust solutions of uncertain linear programs (1999)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2009Robust Optimization3,008 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 2010Stochastic Programming2,228 cited
  • 2008Facility location and supply chain management – A review1,942 cited
  • 2013Solving two-stage robust optimization problems using a column-and-constraint generation method1,812 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 2009Lectures on Stochastic Programming1,419 cited
  • 2006Convex Approximations of Chance Constrained Programs1,163 cited
  • 2004A stochastic programming approach for supply chain network design under uncertainty1,131 cited
  • 2002Supply chain modeling: past, present and future

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