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Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information
16 references·11 citing·20 second hop
Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2018)Robust Optimization with Ambiguous Stocha…Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-Driven Distributionally …Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Distributionally robust joint chance constraints with second-order moment information (2011)Distributionally robust joint…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…Robust Optimization (2009)Robust OptimizationLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Convex Approximations of Chance Constrained Programs (2006)Convex Approximations of Chan…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Scenario reduction in stochastic programming (2003)Scenario reduction in stochas…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Robust Convex Optimization (1998)Robust Convex OptimizationStudies in Mathematical Theory of Inventory and Production (1959)Studies in Mathematical Theor…MAD Dispersion Measure Makes Extremal Queue Analysis Simple (2022)MAD Dispersion Measure Makes …Emergency relief network design under ambiguous demands: A distributionally robust optimization approach (2022)Emergency relief network desi…Distributionally robust location–allocation models of distribution centers for fresh products with uncertain demands (2022)Distributionally robust locat…Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Chance-constrained optimizati…Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball (2020)Tractable reformulations of t…Reducing Conservatism in Robust Optimization (2020)Reducing Conservatism in Robu…A survey of nonlinear robust optimization (2020)A survey of nonlinear robust …A multi-objective distributionally robust model for sustainable last mile relief network design problem (2020)A multi-objective distributio…Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (2019)Distributionally Robust Optim…A distributionally robust optimization model for designing humanitarian relief network with resource reallocation (2019)A distributionally robust opt…Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (2018)Decomposition Algorithms for …A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Stochastic Programming (1995)Robust solutions of uncertain linear programs (1999)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)The Price of Robustness (2004)A Sample Approximation Approach for Optimization with Probabilistic Constraints (2008)Data-driven robust optimization (2017)Conditional value-at-risk for general loss distributions (2002)Recent advances in robust optimization: An overview (2013)Theory and Applications of Robust Optimization (2010)Evaluation of scenario-generation methods for stochastic programming (2003)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2009Robust Optimization3,008 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 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
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
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  • 1959Studies in Mathematical Theory of Inventory and Production696 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited

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  • 2011Distributionally robust joint chance constraints with second-order moment information629 cited
  • Cited by

    • 2018Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs75 cited
    • 2019Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets68 cited
    • 2020A multi-objective distributionally robust model for sustainable last mile relief network design problem61 cited
    • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
    • 2020Reducing Conservatism in Robust Optimization51 cited
    • 2020Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball49 cited
    • 2019A distributionally robust optimization model for designing humanitarian relief network with resource reallocation48 cited
    • 2020A survey of nonlinear robust optimization46 cited
    • 2022Emergency relief network design under ambiguous demands: A distributionally robust optimization approach38 cited
    • 2022Distributionally robust location–allocation models of distribution centers for fresh products with uncertain demands25 cited
    • 2022MAD Dispersion Measure Makes Extremal Queue Analysis Simple19 cited