Pages that link to "Item:Q2492682"
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The following pages link to Ambiguous chance constrained problems and robust optimization (Q2492682):
Displaying 45 items.
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
- Worst-case distribution analysis of stochastic programs (Q2492684) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
- Appointment scheduling with a quantile objective (Q2668736) (← links)
- Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach (Q2669692) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- Robust design of service systems with immobile servers under demand uncertainty (Q2676366) (← links)
- Distributionally robust chance constrained SVM model with \(\ell_2\)-Wasserstein distance (Q2691209) (← links)
- An exact algorithm for linear integer programming problems with distributionally robust chance constraints (Q2698584) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Tractable algorithms for chance-constrained combinatorial problems (Q3632807) (← links)
- Robust portfolio selection under downside risk measures (Q3650968) (← links)
- (Q4558150) (← links)
- Distributionally Robust Optimization with Principal Component Analysis (Q4571880) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information (Q4687246) (← links)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- (Q4998952) (← links)
- Probabilistic Guarantees in Robust Optimization (Q5013583) (← links)
- Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)
- Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity (Q5087739) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Robustness to Incorrect System Models in Stochastic Control (Q5111064) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization (Q5239081) (← links)
- Safe Approximations for Distributionally Robust Joint Chance Constrained Program (Q5245838) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
- Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint (Q5737728) (← links)
- Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
- Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning (Q6073271) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
- A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- Wasserstein distributionally robust chance-constrained program with moment information (Q6164346) (← links)
- Distributionally robust Weber problem with uncertain demand (Q6175466) (← links)
- Parametric scenario optimization under limited data: a distributionally robust optimization view (Q6600105) (← links)
