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Robust Dual Dynamic Programming
16 references·3 citing·34 second hop
Robust Dual Dynamic Programming (2019)Robust Dual Dynamic ProgrammingMultistage Robust Mixed-Integer Optimization with Adaptive Partitions (2016)Multistage Robust Mixed-Integ…Generalized decision rule approximations for stochastic programming via liftings (2014)Generalized decision rule app…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Solving two-stage robust opti…Pareto Efficiency in Robust Optimization (2013)Pareto Efficiency in Robust O…Optimality of Affine Policies in Multistage Robust Optimization (2010)Optimality of Affine Policies…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…Analysis of stochastic dual dynamic programming method (2010)Analysis of stochastic dual d…Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts (2009)Uncertain Linear Programs: Ex…Primal and dual linear decision rules in stochastic and robust optimization (2009)Primal and dual linear decisi…A Linear Decision-Based Approximation Approach to Stochastic Programming (2007)A Linear Decision-Based Appro…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Cut sharing for multistage stochastic linear programs with interstage dependency (1996)Cut sharing for multistage st…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…A Data-Driven Approach to Multistage Stochastic Linear Optimization (2022)A Data-Driven Approach to Mul…Big data driven order-up-to level model: Application of machine learning (2021)Big data driven order-up-to l…The decision rule approach to optimization under uncertainty: methodology and applications (2018)The decision rule approach to…Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)Recent advances in robust optimization: An overview (2013)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)The Price of Robustness (2004)On the power and limitations of affine policies in two-stage adaptive optimization (2011)K-Adaptability in Two-Stage Robust Binary Programming (2015)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)Chance-Constrained Programming (1959)Introduction to Stochastic Programming (2011)Theory and Applications of Robust Optimization (2010)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)Coherent Measures of Risk (1999)Lectures on Stochastic Programming: Modeling and Theory (2009)Monte Carlo sampling-based methods for stochastic optimization (2014)A unified framework for stochastic optimization (2018)Stochastic dual dynamic integer programming (2018)Maxmin expected utility with non-unique prior (1989)Data-driven robust optimization (2017)Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Scenarios for Multistage Stochastic Programs (2000)Stochastic Programming Models (2003)Linear Programming Under Uncertainty (2004)Stochastic Linear Programming (2010)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Frameworks and Results in Distributionally Robust Optimization (2022)Robust optimization – A comprehensive survey (2007)Quantitative models for managing supply chain risks: A review (2015)
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References

  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2013Solving two-stage robust optimization problems using a column-and-constraint generation method1,812 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
  • 2010Analysis of stochastic dual dynamic programming method438 cited
  • 2009Primal and dual linear decision rules in stochastic and robust optimization259 cited
  • 2007A Linear Decision-Based Approximation Approach to Stochastic Programming248 cited
  • 2010Optimality of Affine Policies in Multistage Robust Optimization227 cited
  • 2009Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts163 cited
  • 1996Cut sharing for multistage stochastic linear programs with interstage dependency160 cited
  • 2014Generalized decision rule approximations for stochastic programming via liftings150 cited
  • 2013

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Pareto Efficiency in Robust Optimization
135 cited
  • 2016Multistage Robust Mixed-Integer Optimization with Adaptive Partitions119 cited
  • Cited by

    • 2022A Data-Driven Approach to Multistage Stochastic Linear Optimization65 cited
    • 2018The decision rule approach to optimization under uncertainty: methodology and applications64 cited
    • 2021Big data driven order-up-to level model: Application of machine learning30 cited