Pages that link to "Item:Q2295314"
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The following pages link to A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314):
Displaying 27 items.
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← 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)
- Distributionally robust simple integer recourse (Q1989721) (← links)
- A chance-constrained stochastic model predictive control problem with disturbance feedback (Q2031315) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Design of LPV fault-tolerant controller for hypersonic vehicle based on state observer (Q2031344) (← links)
- Two-stage distributionally robust mixed-integer optimization model for three-level location-allocation problems under uncertain environment (Q2067563) (← links)
- A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs (Q2097655) (← links)
- Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty (Q2137605) (← links)
- Robust identification of nonlinear state-dependent impulsive switched system with switching duration constraints (Q2178235) (← links)
- CVaR-based robust models for portfolio selection (Q2190316) (← links)
- A robust reduced-order observers design approach for linear discrete periodic systems (Q2244243) (← links)
- Distributionally robust chance constrained problems under general moments information (Q2244249) (← links)
- On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
- Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment (Q2666690) (← links)
- Disturbance observer-based elegant anti-disturbance saturation control for a class of stochastic systems (Q3386586) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse (Q5013389) (← links)
- Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Robust two-stage stochastic linear programs with moment constraints (Q5169460) (← links)
- A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
- Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
