The following pages link to Robust convex optimization (Q2757566):
Displaying 50 items.
- A utility theory based interactive approach to robustness in linear optimization (Q1753136) (← links)
- Two-stage robust optimization approach to elective surgery and downstream capacity planning (Q1753397) (← links)
- Supply location and transportation planning for hurricanes: a two-stage stochastic programming framework (Q1755236) (← links)
- Robust multicovers with budgeted uncertainty (Q1755380) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) (← links)
- Robust optimization analysis for multiple attribute decision making problems with imprecise information (Q1761928) (← links)
- Production planning in furniture settings via robust optimization (Q1761958) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Uncertain convex programs: randomized solutions and confidence levels (Q1769067) (← links)
- Facility location problems with uncertainty on the plane (Q1779686) (← links)
- Inverse conic programming with applications (Q1779714) (← links)
- Robust optimal dynamic production/pricing policies in a closed-loop system (Q1789541) (← links)
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594) (← links)
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope (Q1789596) (← links)
- Log-robust portfolio management with parameter ambiguity (Q1789607) (← links)
- Regularized decomposition of large scale block-structured robust optimization problems (Q1789623) (← links)
- A robust optimization model for multi-product two-stage capacitated production planning under uncertainty (Q1791463) (← links)
- A novel robust fuzzy stochastic programming for closed loop supply chain network design under hybrid uncertainty (Q1795042) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Linear semi-infinite programming theory: an updated survey (Q1848390) (← links)
- Classical complexity and quantum entanglement (Q1886316) (← links)
- On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling (Q1888347) (← links)
- Tractable approximation to robust nonlinear production frontier problem (Q1925472) (← links)
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
- Robust risk management (Q1926976) (← links)
- Mixed complementarity problems for robust optimization equilibrium in bimatrix game. (Q1928177) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- Multi-resource allocation in stochastic project scheduling (Q1931636) (← links)
- A lifting method for generalized semi-infinite programs based on lower level Wolfe duality (Q1938906) (← links)
- Worst-case global optimization of black-box functions through Kriging and relaxation (Q1942020) (← links)
- The whole random optimization with application (Q1949578) (← links)
- Adjustable robust optimization in enabling optimal day-ahead economic dispatch of CCHP-MG considering uncertainties of wind-solar power and electric vehicle (Q1983718) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- On highly robust efficient solutions to uncertain multiobjective linear programs (Q1991250) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules (Q1996732) (← links)
- A congested capacitated multi-level fuzzy facility location problem: an efficient drone delivery system (Q2003419) (← links)
- Light robustness in the optimization of Markov decision processes with uncertain parameters (Q2003420) (← links)
- A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
- On robustness for set-valued optimization problems (Q2022296) (← links)
- Oracle-based algorithms for binary two-stage robust optimization (Q2023665) (← links)
- Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry (Q2026523) (← links)
- Nonconvex robust programming via value-function optimization (Q2028490) (← links)
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making (Q2030473) (← links)
- Maximizing perturbation radii for robust convex quadratically constrained quadratic programs (Q2030501) (← links)
- Robust necessary optimality conditions for nondifferentiable complex fractional programming with uncertain data (Q2032031) (← links)
- Robust conditional expectation reward-risk performance measures (Q2036926) (← links)
- Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
- An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation (Q2044572) (← links)
