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Multiple kernel learning-aided robust optimization: Learning algorithm, computational tractability, and usage in multi-stage decision-making
16 references·0 citing·22 second hop
Multiple kernel learning-aided robust optimization: Learning algorithm, computational tractability, and usage in multi-stage decision-making (2020)Multiple kernel learning-aided robust opt…Data-driven robust optimization (2017)Data-driven robust optimizati…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…Recent advances in robust optimization: An overview (2013)Recent advances in robust opt…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…The Price of Robustness (2004)The Price of RobustnessRobust linear optimization under general norms (2004)Robust linear optimization un…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Robust Convex Optimization (1998)Robust Convex OptimizationRecent developments in modeling preferences: Uncertainty and ambiguity (1992)Recent developments in modeli…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingLinear Programming under Uncertainty (1955)Linear Programming under Unce…Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Fuzzy sets (1965)Advances in prospect theory: Cumulative representation of uncertainty (1992)Chapter 18 A survey of behavioral finance (2003)Measuring Expectations (2004)“Economic man” in cross-cultural perspective: Behavioral experiments in 15 small-scale societies (2005)Theory of games and economic behavior (2019)Stochastic Programming (1995)A practical guide to robust optimization (2015)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)Coherent Measures of Risk (1999)Robust optimization ? methodology and applications (2002)Convex Approximations of Chance Constrained Programs (2006)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)
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References

  • 2004The Price of Robustness4,620 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 1999Robust solutions of uncertain linear programs1,832 cited
  • 1992Recent developments in modeling preferences: Uncertainty and ambiguity1,795 cited
  • 2000Robust solutions of Linear Programming problems contaminated with uncertain data1,745 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1955Linear Programming under Uncertainty1,227 cited
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  • 2014Distributionally Robust Convex Optimization952 cited
  • 2013Recent advances in robust optimization: An overview914 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2017Data-driven robust optimization626 cited
  • 2004Robust linear optimization under general norms482 cited

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