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Data-driven two-stage distributionally robust optimization with risk aversion
16 references·1 citing·28 second hop
Data-driven two-stage distributionally robust optimization with risk aversion (2019)Data-driven two-stage distributionally ro…Data-driven risk-averse stochastic optimization with Wasserstein metric (2018)Data-driven risk-averse stoch…Data-driven robust optimization (2017)Data-driven robust optimizati…A two-stage stochastic programming model for inventory management in the blood supply chain (2017)A two-stage stochastic progra…Green supply chain network design with stochastic demand and carbon price (2015)Green supply chain network de…Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-Driven Distributionally …Data-driven chance constrained stochastic program (2015)Data-driven chance constraine…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Risk-averse two-stage stochastic programming with an application to disaster management (2011)Risk-averse two-stage stochas…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)Worst-Case Conditional Value-…Pre-positioning of emergency supplies for disaster response (2009)Pre-positioning of emergency …Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Convexity and decomposition of mean-risk stochastic programs (2005)Convexity and decomposition o…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Minimax Theorems (1953)Minimax TheoremsDistributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity (2022)Distributional robustness and…Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)A practical guide to robust optimization (2015)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)The Price of Robustness (2004)Robust sample average approximation (2017)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Recent advances in robust optimization: An overview (2013)Distributionally Robust Convex Optimization (2014)Emergency Logistics Planning in Natural Disasters (2004)Facility location in humanitarian relief (2008)Optimization models in emergency logistics: A literature review (2011)On the appropriate objective function for post‐disaster humanitarian logistics models (2013)Review of recent developments in OR/MS research in disaster operations management (2013)Conditional value-at-risk for general loss distributions (2002)Robust portfolios: contributions from operations research and finance (2009)Robust risk measurement and model risk (2013)Twenty years of linear programming based portfolio optimization (2013)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Robust control and model misspecification (2006)RISK MEASURES ON ORLICZ HEARTS (2009)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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  • 2017A two-stage stochastic programming model for inventory management in the blood supply chain237 cited
  • 2015Green supply chain network design with stochastic demand and carbon price

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237 cited
  • 2005Convexity and decomposition of mean-risk stochastic programs191 cited
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    • 2022Distributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity30 cited