Pages that link to "Item:Q2941430"

The following pages link to Distributionally Robust Convex Optimization (Q2941430):

Displaying 50 items.

• Multiskilled personnel assignment problem under uncertain demand: a benchmarking analysis (Q2086869) (← links)
• Bootstrap robust prescriptive analytics (Q2089765) (← links)
• Distributionally robust stochastic programs with side information based on trimmings (Q2089796) (← links)
• Kernel density estimation based distributionally robust mean-CVaR portfolio optimization (Q2089892) (← links)
• A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
• Distributionally robust optimization with moment ambiguity sets (Q2111170) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Optimized Bonferroni approximations of distributionally robust joint chance constraints (Q2118072) (← links)
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty (Q2160510) (← links)
• Robust linear classification from limited training data (Q2163210) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
• On the regularized risk of distributionally robust learning over deep neural networks (Q2168882) (← links)
• Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
• Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
• Risk minimization, regret minimization and progressive hedging algorithms (Q2189451) (← links)
• Bilevel programming approaches to production planning for multiple products with short life cycles (Q2190796) (← links)
• A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
• Exploiting partial correlations in distributionally robust optimization (Q2227536) (← links)
• Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
• An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
• Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation (Q2239970) (← links)
• A survey of decision making and optimization under uncertainty (Q2241216) (← links)
• Distributionally robust chance constrained problems under general moments information (Q2244249) (← links)
• Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
• Minimum cost strategic weight assignment for multiple attribute decision-making problem using robust optimization approach (Q2245725) (← links)
• Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty (Q2245836) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Decision support for strategic energy planning: a robust optimization framework (Q2273910) (← links)
• A distributionally robust optimization approach for outpatient colonoscopy scheduling (Q2286974) (← links)
• Distributionally robust optimization with correlated data from vector autoregressive processes (Q2294321) (← links)
• A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
• New safe approximation of ambiguous probabilistic constraints for financial optimization problem (Q2296548) (← links)
• Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements (Q2310571) (← links)
• Distributionally robust \(L_1\)-estimation in multiple linear regression (Q2311121) (← links)
• A new approach for worst-case regret portfolio optimization problem (Q2321628) (← links)
• A distributionally robust perspective on uncertainty quantification and chance constrained programming (Q2349116) (← links)
• Distribution-robust loss-averse optimization (Q2361137) (← links)
• Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
• Proportional and maxmin fairness for the sensor location problem with chance constraints (Q2414477) (← links)
• Routing optimization with time windows under uncertainty (Q2414906) (← links)
• A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
• A class of two-stage distributionally robust games (Q2423291) (← links)
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
• A distributionally robust area under curve maximization model (Q2661500) (← links)
• Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
• Asymptotic analysis for a stochastic semidefinite programming (Q2661609) (← links)
• Distributionally robust fault detection design and assessment for dynamical systems (Q2663934) (← links)