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A model of distributionally robust two-stage stochastic convex programming with linear recourse
11 references·1 citing·35 second hop
A model of distributionally robust two-stage stochastic convex programming with linear recourse (2017)A model of distributionally robust two-st…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Robust tracking error portfolio selection with worst-case downside risk measures (2013)Robust tracking error portfol…Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (2010)Models for Minimax Stochastic…Re-solving stochastic programming models for airline revenue management (2009)Re-solving stochastic program…From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (2009)From CVaR to Uncertainty Set:…A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)A Linear Decision-Based Appro…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…Robust optimization ? methodology and applications (2002)Robust optimization ? methodo…Stochastic Programming (1995)Stochastic ProgrammingThe minimax approach to stochastic programming and an illustrative application (1987)The minimax approach to stoch…Studies in the Mathematical Theory of Inventory and Production. (1959)Studies in the Mathematical T…Two-stage distributionally robust mixed-integer optimization model for three-level location–allocation problems under uncertain environment (2021)Two-stage distributionally ro…Robust Convex Optimization (1998)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems (2002)Convex Approximations of Chance Constrained Programs (2006)Facility location under uncertainty: a review (2006)Robust optimization – A comprehensive survey (2007)Chance-Constrained Programming (1959)The Price of Robustness (2004)Distributionally Robust Optimization and Its Tractable Approximations (2010)Introduction to Stochastic Programming (2011)Theory and Applications of Robust Optimization (2011)Frameworks and Results in Distributionally Robust Optimization (2022)The Theory and Practice of Revenue Management (2004)Mathematical programming models for revenue management under customer choice (2009)Stochastic Programming (2010)Optimal team deployment in urban search and rescue (2012)Stochastic dual dynamic integer programming (2018)Stochastic Linear Programming (1976)Stochastic Linear Programming (2010)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Optimization of conditional value-at-risk (2000)Data-driven robust optimization (2017)Maxmin expected utility with non-unique prior (1989)Recent advances in robust optimization: An overview (2013)Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (2017)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)A Robust Optimization Approach to Supply Chain Management (2004)Distributionally robust multi-item newsvendor problems with multimodal demand distributions (2014)Effects of carbon emission regulations on remanufacturing decisions with limited information of demand distribution (2014)Lectures on Stochastic Programming (2009)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming: Optimization When Uncertainty Matters (2005)The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs (2008)
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References

  • 2002Robust optimization ? methodology and applications1,409 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2005A Min-Max Solution of an Inventory Problem568 cited
  • 2009From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization319 cited
  • 2007A Linear Decision-Based Approximation Approach to Stochastic Programming248 cited
  • 2010Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion215 cited
  • 1959Studies in the Mathematical Theory of Inventory and Production.172 cited
  • 1987The minimax approach to stochastic programming and an illustrative application154 cited
  • 1995Stochastic Programming120 cited
  • 2009Re-solving stochastic programming models for airline revenue management54 cited
  • 2013Robust tracking error portfolio selection with worst-case downside risk measures32 cited

Cited by

  • 2021Two-stage distributionally robust mixed-integer optimization model for three-level location–allocation problems under uncertain environment15 cited

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