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A unified framework for adjustable robust optimization with endogenous uncertainty
16 references·0 citing·35 second hopsampled
A unified framework for adjustable robust optimization with endogenous uncertainty (2020)A unified framework for adjustable robust…Optimization under Decision-Dependent Uncertainty (2018)Optimization under Decision-D…Decision-dependent probabilities in stochastic programs with recourse (2018)Decision-dependent probabilit…A survey of adjustable robust optimization (2018)A survey of adjustable robust…Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties (2016)Models and computational stra…Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Taking the Human Out of the L…K-Adaptability in Two-Stage Robust Binary Programming (2015)K-Adaptability in Two-Stage R…Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (2015)Design of Near Optimal Decisi…Generalized decision rule approximations for stochastic programming via liftings (2014)Generalized decision rule app…Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Solving two-stage robust opti…A practical guide to robust optimization (2013)A practical guide to robust o…Finite Adaptability in Multistage Linear Optimization (2010)Finite Adaptability in Multis…A stochastic programming approach for clinical trial planning in new drug development (2007)A stochastic programming appr…A Class of stochastic programs with decision dependent uncertainty (2006)A Class of stochastic program…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Robust Convex Optimization (1998)Robust Convex OptimizationA class of stochastic programs withdecision dependent random elements (1998)A class of stochastic program…Introduction to Operations Research (1968)Maxmin expected utility with non-unique prior (1989)Robust Optimization (2009)Multistage Robust Mixed-Integer Optimization with Adaptive Partitions (2016)Frameworks and Results in Distributionally Robust Optimization (2022)Stochastic Programming (1995)Robust solutions of uncertain linear programs (1999)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Common risk factors in the returns on stocks and bonds (1993)The Price of Robustness (2004)Introduction to Stochastic Programming (2011)Closed-loop supply chain network design under disruption risks: A robust approach with real world application (2018)The integer L-shaped method for stochastic integer programs with complete recourse (1993)Dual decomposition in stochastic integer programming (1999)Optimization of R&D project portfolios under endogenous uncertainty (2010)Robust Optimization of Large-Scale Systems (1995)Robust Discrete Optimization and Its Applications (1997)Robust Discrete Optimization and Its Applications. (1998)Theory and Applications of Robust Optimization (2010)Theory and Applications of Robust Optimization (2011)Reliable p-median facility location problem: two-stage robust models and algorithms (2014)Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (2018)Increasing Supply Chain Robustness through Process Flexibility and Inventory (2018)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Optimization under uncertainty: state-of-the-art and opportunities (2003)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Distributionally robust facility location problem under decision-dependent stochastic demand (2020)Design and Analysis of Computer Experiments (1989)Prediction, Learning, and Games (2006)Practical Bayesian Optimization of Machine Learning Algorithms (2012)A Tutorial on Bayesian Optimization (2018)Bayesian Optimization (2018)BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization (2019)Consensus of large-scale group decision making in social network: the minimum cost model based on robust optimization (2020)A survey of contextual optimization methods for decision-making under uncertainty (2024)
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References

  • 2015Taking the Human Out of the Loop: A Review of Bayesian Optimization6,203 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2013Solving two-stage robust optimization problems using a column-and-constraint generation method1,812 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,586 cited
  • 2013A practical guide to robust optimization637 cited
  • 2018A survey of adjustable robust optimization347 cited
  • 2006A Class of stochastic programs with decision dependent uncertainty249 cited
  • 2010Finite Adaptability in Multistage Linear Optimization198 cited
  • 1998A class of stochastic programs withdecision dependent random elements163 cited
  • 2015K-Adaptability in Two-Stage Robust Binary Programming156 cited
  • 2014Generalized decision rule approximations for stochastic programming via liftings150 cited
  • 2007A stochastic programming approach for clinical trial planning in new drug development138 cited
  • 2016Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties124 cited
  • 2015Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization113 cited
  • 2018Decision-dependent probabilities in stochastic programs with recourse

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112 cited
  • 2018Optimization under Decision-Dependent Uncertainty106 cited
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