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Stochastic simulation under input uncertainty: A Review
16 references·1 citing·35 second hop
Stochastic simulation under input uncertainty: A Review (2020)Stochastic simulation under input uncerta…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…Encyclopedia of Operations Research and Management Science (2013)Encyclopedia of Operations Re…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Proceedings of the Winter Simulation Conference (2012)Proceedings of the Winter Sim…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Proceedings of the 2010 Winter Simulation Conference (2010)Proceedings of the 2010 Winte…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…The Knowledge-Gradient Policy for Correlated Normal Beliefs (2009)The Knowledge-Gradient Policy…Extending the rank likelihood for semiparametric copula estimation (2007)Extending the rank likelihood…Proceedings of the 2006 Winter Simulation Conference (2006)Proceedings of the 2006 Winte…Proceedings of the 2004 Winter Simulation Conference, 2004. (2004)Proceedings of the 2004 Winte…Proceedings of the 2002 Winter Simulation Conference (2002)Proceedings of the 2002 Winte…PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE (1997)PROCEEDINGS OF THE 1997 WINTE…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Simulation Modeling and Analysis. (1983)Simulation Modeling and Analy…A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation (2021)A Nonparametric Bayesian Fram…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)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)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)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Systems Thinking, Systems Practice (1981)Experiential Learning : Experience as the Source of Learning and Development (1983)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Conceptual modelling for simulation Part I: definition and requirements (2007)The application of discrete event simulation and system dynamics in the logistics and supply chain context (2011)Hybrid simulation modelling in operational research: A state-of-the-art review (2018)A Stochastic Approximation Method (1951)Time Series Analysis: Forecasting and Control (1977)Response Surface Methodology: Process and Product Optimization Using Designed Experiments (1996)Applications of simulation within the healthcare context (2010)A Guide to Sample Average Approximation (2014)The Price of Robustness (2004)Frameworks and Results in Distributionally Robust Optimization (2022)Understanding Relationships Using Copulas (1998)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)Testing ecological models: the meaning of validation (1996)Developing Theory Through Simulation Methods (2007)Verification and validation of simulation models (2012)Sensitivity Analysis and the Expected Value of Perfect Information (1998)Using games and simulations for supporting learning (2006)
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363 cited
  • 2007Extending the rank likelihood for semiparametric copula estimation300 cited
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    • 2021A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation9 cited