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Robust Stochastic Optimization Made Easy with RSOME
16 references·16 citing·24 second hopsampled
Robust Stochastic Optimization Made Easy with RSOME (2020)Robust Stochastic Optimization Made Easy …Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Data-Driven Distributionally …Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…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…Robust Optimization (2009)Robust OptimizationA Robust Optimization Approach to Inventory Theory (2006)A Robust Optimization Approac…The Price of Robustness (2004)The Price of RobustnessAdjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Worst-Case Value-At-Risk and …The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Generating Scenario Trees for Multistage Decision Problems (2001)Generating Scenario Trees for…Robust Convex Optimization (1998)Robust Convex OptimizationMaxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Linear Programming under Uncertainty (1955)Linear Programming under Unce…Optimizing emergency supply pre-positioning for disaster relief: A two-stage distributionally robust approach (2024)Optimizing emergency supply p…Humanitarian transportation network design via two-stage distributionally robust optimization (2023)Humanitarian transportation n…Dynamic pricing and inventory control for multiple products in a retail chain (2023)Dynamic pricing and inventory…Distributionally robust facility location with uncertain facility capacity and customer demand (2023)Distributionally robust facil…Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations (2023)Distributional Robustness and…Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)Stochastic optimization model…Robust Stochastic Facility Location: Sensitivity Analysis and Exact Solution (2022)Robust Stochastic Facility Lo…Robust Satisficing (2022)Robust SatisficingRobust Pricing and Production with Information Partitioning and Adaptation (2022)Robust Pricing and Production…Dynamic optimization with side information (2022)Dynamic optimization with sid…Bike-sharing inventory management for market expansion (2022)Bike-sharing inventory manage…A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity (2022)A target-based optimization m…Technical Note—Two-Stage Sample Robust Optimization (2021)Technical Note—Two-Stage Samp…Distributionally robust facility location with bimodal random demand (2021)Distributionally robust facil…Regret in the Newsvendor Model with Demand and Yield Randomness (2020)Regret in the Newsvendor Mode…Robust Vehicle Pre‐Allocation with Uncertain Covariates (2019)Robust Vehicle Pre‐Allocation…Studies in Mathematical Theory of Inventory and Production (1959)Optimization of conditional value-at-risk (2000)Recent advances in robust optimization: An overview (2013)Stochastic Programming (1995)Robust solutions of uncertain linear programs (1999)Distributionally Robust Optimization and Its Tractable Approximations (2010)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Coherent Measures of Risk (1999)Putting order in risk measures (2002)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)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)A stochastic programming approach for supply chain network design under uncertainty (2004)Convex Approximations of Chance Constrained Programs (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Data-driven robust optimization (2017)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Frameworks and Results in Distributionally Robust Optimization (2022)
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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004The Price of Robustness4,620 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2009Robust Optimization3,008 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 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
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1955Linear Programming under Uncertainty1,227 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2006A Robust Optimization Approach to Inventory Theory708 cited
  • 2001Generating Scenario Trees for Multistage Decision Problems674 cited
  • 2003

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Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
663 cited

Cited by

  • 2022Robust Satisficing112 cited
  • 2019Robust Vehicle Pre‐Allocation with Uncertain Covariates88 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
  • 2022Robust Pricing and Production with Information Partitioning and Adaptation54 cited
  • 2023Distributional Robustness and Inequity Mitigation in Disaster Preparedness of Humanitarian Operations51 cited
  • 2020Regret in the Newsvendor Model with Demand and Yield Randomness50 cited
  • 2022Dynamic optimization with side information46 cited
  • 2021Technical Note—Two-Stage Sample Robust Optimization45 cited
  • 2022A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity44 cited
  • 2023Distributionally robust facility location with uncertain facility capacity and customer demand42 cited
  • 2022Robust Stochastic Facility Location: Sensitivity Analysis and Exact Solution40 cited
  • 2024Optimizing emergency supply pre-positioning for disaster relief: A two-stage distributionally robust approach38 cited
  • 2021Distributionally robust facility location with bimodal random demand34 cited
  • 2023Dynamic pricing and inventory control for multiple products in a retail chain22 cited
  • 2022Bike-sharing inventory management for market expansion22 cited