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Simulation optimization when facing input uncertainty
16 references·0 citing·31 second hop
Simulation optimization when facing input uncertainty (2015)Simulation optimization when facing input…Data-driven robust optimization (2017)Data-driven robust optimizati…Distributionally Robust Convex Optimization (2014)Distributionally Robust Conve…A Guide to Sample Average Approximation (2014)A Guide to Sample Average App…Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Robust Solutions of Optimizat…Theory and Applications of Robust Optimization (2010)Theory and Applications of Ro…Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Distributionally Robust Optim…On Complexity of Stochastic Programming Problems (2006)On Complexity of Stochastic P…Handbooks in Operations Research and Management Science (2006)Handbooks in Operations Resea…Chapter 17 Selecting the Best System (2006)Chapter 17 Selecting the Best…Input Distribution Selection for Simulation Experiments: Accounting for Input Uncertainty (2001)Input Distribution Selection …Coherent Measures of Risk (1999)Coherent Measures of RiskStochastic Approximation Algorithms and Applications (1998)Stochastic Approximation Algo…Handbooks in operations research and management science (1989)Handbooks in operations resea…A Min Max Solution of an inventory problem (1959)A Min Max Solution of an inve…Stochastic Estimation of the Maximum of a Regression Function (1952)Stochastic Estimation of the …Portfolio Selection (1952)Portfolio SelectionMaxmin expected utility with non-unique prior (1989)Robust Optimization (2009)A practical guide to robust optimization (2015)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Optimization of conditional value-at-risk (2000)The Price of Robustness (2004)Robust sample average approximation (2017)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Studies in Mathematical Theory of Inventory and Production (1959)Robust Convex Optimization (1998)Recent advances in robust optimization: An overview (2013)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A Stochastic Approximation Method (1951)Acceleration of Stochastic Approximation by Averaging (1992)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)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)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Martingale Methods in Financial Modelling (1997)An Overview of the Simultaneous Perturbation Method for Efficient Optimization (1998)Adaptive stochastic approximation by the simultaneous perturbation method (2000)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)The Capital Asset Pricing Model: Theory and Evidence (2004)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1952Portfolio Selection4,609 cited
  • 2010Theory and Applications of Robust Optimization2,515 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 1952Stochastic Estimation of the Maximum of a Regression Function2,134 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 1998Stochastic Approximation Algorithms and Applications994 cited
  • 2014Distributionally Robust Convex Optimization952 cited
  • 2012Robust Solutions of Optimization Problems Affected by Uncertain Probabilities752 cited
  • 2017Data-driven robust optimization626 cited
  • 2006On Complexity of Stochastic Programming Problems317 cited
  • 2014A Guide to Sample Average Approximation287 cited
  • 2006Handbooks in Operations Research and Management Science252 cited
  • 2006Chapter 17 Selecting the Best System216 cited
  • 2001Input Distribution Selection for Simulation Experiments: Accounting for Input Uncertainty174 cited
  • 1959A Min Max Solution of an inventory problem

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