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Data-driven two-stage distributionally robust optimization with risk aversion · Study

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ArticleData-driven two-stage distributionally robust optimization with risk aversion

Ripeng Huang2019

Article2019

Data-driven two-stage distributionally robust optimization with risk aversion

Ripeng Huang · Shaojian Qu · Zaiwu Gong · Mark Goh · Ying Ji

46 citations·0/0 files stored·Applied Soft Computing

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Risk and Portfolio Optimization Optimal Power Flow Distribution Advanced Optimization Algorithms Research

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References

2000Optimization of conditional value-at-risk 2011Introduction to Stochastic Programming 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems 2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations 2009Lectures on Stochastic Programming 2009Pre-positioning of emergency supplies for disaster response 1953Minimax Theorems 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

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2022Distributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity

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Year2019

Typearticle

Published2019-12-14

VenueApplied Soft Computing

ISSN-L1568-4946

Languageen

Citations46

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.asoc.2019.105978

openalex_workW2994907522

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