SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball
16 references·4 citing·26 second hopsampled
Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball (2020)Tractable reformulations of two-stage dis…Frameworks and Results in Distributionally Robust Optimization (2022)Frameworks and Results in Dis…Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Distributionally Robust Stoch…Quantifying Distributional Model Risk via Optimal Transport (2019)Quantifying Distributional Mo…On distributionally robust chance constrained programs with Wasserstein distance (2019)On distributionally robust ch…Data-driven risk-averse stochastic optimization with Wasserstein metric (2018)Data-driven risk-averse stoch…Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (2018)Conic Programming Reformulati…Adaptive Distributionally Robust Optimization (2018)Adaptive Distributionally Rob…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…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Kullback-Leibler divergence constrained distributionally robust optimization (2012)Kullback-Leibler divergence c…Reliable Facility Location Design Under the Risk of Disruptions (2010)Reliable Facility Location De…Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (2010)Models for Minimax Stochastic…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…Joint pricing and inventory management under minimax regret (2023)Joint pricing and inventory m…Data-driven Wasserstein distributionally robust mitigation and recovery against random supply chain disruption (2022)Data-driven Wasserstein distr…ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (2022)ALSO-X and ALSO-X+: Better Co…Technical Note—Two-Stage Sample Robust Optimization (2021)Technical Note—Two-Stage Samp…Maxmin expected utility with non-unique prior (1989)Coherent Measures of Risk (1999)Robust Optimization (2009)A practical guide to robust optimization (2015)Data-driven robust optimization (2017)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)Introduction to Stochastic Programming (2011)Theory of the Location of Industries (1931)Network and Discrete Location (1995)Network and Discrete Location: Models, Algorithms and Applications. (1997)Marrying supply chain sustainability and resilience: A match made in heaven (2016)Disruption risks in supply chain management: a literature review based on bibliometric analysis (2020)Costs of resilience and disruptions in supply chain network design models: A review and future research directions (2021)Adjustable robust solutions of uncertain linear programs (2004)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Modelling Extremal Events (1997)The Price of Robustness (2004)Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (2021)Technical Note—Data-Driven Chance Constrained Programs over Wasserstein Balls (2022)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances (2021)Distributionally Robust Optimization: A review on theory and applications (2021)Stochastic optimization models for location and inventory prepositioning of disaster relief supplies (2022)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 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
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2022Distributionally Robust Stochastic Optimization with Wasserstein Distance634 cited
  • 2022Frameworks and Results in Distributionally Robust Optimization505 cited
  • 2015Data-driven chance constrained stochastic program488 cited
  • 2010Reliable Facility Location Design Under the Risk of Disruptions449 cited
  • 2019Quantifying Distributional Model Risk via Optimal Transport352 cited
  • 2018Adaptive Distributionally Robust Optimization328 cited
  • 2018Data-driven risk-averse stochastic optimization with Wasserstein metric325 cited
  • 2019On distributionally robust chance constrained programs with Wasserstein distance257 cited
  • 2012Kullback-Leibler divergence constrained distributionally robust optimization221 cited

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

2010
Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
215 cited
  • 2018Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls211 cited
  • Cited by

    • 2021Technical Note—Two-Stage Sample Robust Optimization45 cited
    • 2022Data-driven Wasserstein distributionally robust mitigation and recovery against random supply chain disruption39 cited
    • 2022ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs38 cited
    • 2023Joint pricing and inventory management under minimax regret21 cited