SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Frameworks and Results in Distributionally Robust Optimization
16 references·16 citing·20 second hopsampled
Frameworks and Results in Distributionally Robust Optimization (2022)Frameworks and Results in Distributionall…Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-Driven Distributionally …Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Robust Optimization (2009)Robust OptimizationLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…The Price of Robustness (2004)The Price of RobustnessAdjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Coherent Measures of Risk (1999)Coherent Measures of RiskRobust Convex Optimization (1998)Robust Convex OptimizationRobust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Chance-Constrained Programming (1959)Chance-Constrained ProgrammingOptimizing emergency supply pre-positioning for disaster relief: A two-stage distributionally robust approach (2024)Optimizing emergency supply p…Optimizing bike rebalancing strategies in free-floating bike-sharing systems: An enhanced distributionally robust approach (2024)Optimizing bike rebalancing s…Integrated timetabling and vehicle scheduling of an intermodal urban transit network: A distributionally robust optimization approach (2024)Integrated timetabling and ve…Residuals-based distributionally robust optimization with covariate information (2023)Residuals-based distributiona…Humanitarian transportation network design via two-stage distributionally robust optimization (2023)Humanitarian transportation n…Data-driven distributionally robust timetabling and dynamic-capacity allocation for automated bus systems with modular vehicles (2023)Data-driven distributionally …A resilient inventory management of pharmaceutical supply chains under demand disruption (2023)A resilient inventory managem…The data-driven newsvendor problem: Achieving on-target service-levels using distributionally robust chance-constrained optimization (2022)The data-driven newsvendor pr…Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)Stochastic optimization model…Robust portfolio selection problems: a comprehensive review (2022)Robust portfolio selection pr…Risk-averse two-stage distributionally robust optimisation for logistics planning in disaster relief management (2021)Risk-averse two-stage distrib…Distributionally Robust Optimization: A review on theory and applications (2021)Distributionally Robust Optim…Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances (2021)Distributionally Robust Mean-…Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity (2021)Distributionally robust chanc…Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball (2020)Tractable reformulations of t…Distributionally Robust Learning (2020)Distributionally Robust Learn…Risk, 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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)PORTFOLIO SELECTION* (1952)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Modeling and Forecasting Realized Volatility (2003)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Robust solutions of uncertain linear programs (1999)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2009Robust Optimization3,008 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 1995Robust Optimization of Large-Scale Systems1,959 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
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2004Adjustable robust solutions of uncertain linear programs

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

1,428 cited

Cited by

  • 2021Distributionally Robust Optimization: A review on theory and applications141 cited
  • 2021Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances136 cited
  • 2022Stochastic optimization models for location and inventory prepositioning of disaster relief supplies84 cited
  • 2023Humanitarian transportation network design via two-stage distributionally robust optimization71 cited
  • 2023A resilient inventory management of pharmaceutical supply chains under demand disruption63 cited
  • 2021Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity55 cited
  • 2023Residuals-based distributionally robust optimization with covariate information51 cited
  • 2020Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball49 cited
  • 2021Risk-averse two-stage distributionally robust optimisation for logistics planning in disaster relief management45 cited
  • 2020Distributionally Robust Learning44 cited
  • 2022Robust portfolio selection problems: a comprehensive review43 cited
  • 2024Optimizing emergency supply pre-positioning for disaster relief: A two-stage distributionally robust approach38 cited
  • 2023Data-driven distributionally robust timetabling and dynamic-capacity allocation for automated bus systems with modular vehicles36 cited
  • 2024Optimizing bike rebalancing strategies in free-floating bike-sharing systems: An enhanced distributionally robust approach34 cited
  • 2024Integrated timetabling and vehicle scheduling of an intermodal urban transit network: A distributionally robust optimization approach30 cited
  • 2022The data-driven newsvendor problem: Achieving on-target service-levels using distributionally robust chance-constrained optimization29 cited