The following pages link to Robust convex optimization (Q2757566):
Displaying 50 items.
- The worst-case discounted regret portfolio optimization problem (Q274372) (← links)
- Robust optimization in countably infinite linear programs (Q276340) (← links)
- Robust solutions to multi-facility Weber location problem under interval and ellipsoidal uncertainty (Q279517) (← links)
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty (Q291667) (← links)
- Equilibrium in an ambiguity-averse mean-variance investors market (Q296609) (← links)
- Minmax robustness for multi-objective optimization problems (Q297049) (← links)
- Robust option pricing (Q297417) (← links)
- Approximate robust optimization for the connected facility location problem (Q299099) (← links)
- Location-allocation approaches for hospital network planning under uncertainty (Q300066) (← links)
- Robust portfolio selection under norm uncertainty (Q300545) (← links)
- Robust optimization for routing problems on trees (Q301384) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- Robust transmission network expansion planning in energy systems: improving computational performance (Q320617) (← links)
- Robust optimization of the 0-1 knapsack problem: balancing risk and return in assortment optimization (Q322574) (← links)
- Bi-objective robust optimisation (Q322907) (← links)
- Robust storage loading problems with stacking and payload constraints (Q323109) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Some characterizations of robust optimal solutions for uncertain convex optimization problems (Q331984) (← links)
- Robust berth scheduling at marine container terminals via hierarchical optimization (Q336840) (← links)
- Recovery-to-optimality: a new two-stage approach to robustness with an application to aperiodic timetabling (Q337170) (← links)
- The robust knapsack problem with queries (Q337391) (← links)
- Risk management policies for dynamic capacity control (Q337544) (← links)
- A bicriteria approach to robust optimization (Q342179) (← links)
- Robust newsvendor problem with autoregressive demand (Q342303) (← links)
- A robust model for a leader-follower competitive facility location problem in a discrete space (Q345745) (← links)
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- Robust delay-constrained routing in telecommunications (Q363561) (← links)
- Robust international portfolio management (Q373171) (← links)
- Optimization under uncertainty with applications to design of truss structures (Q373938) (← links)
- Robust production management (Q374640) (← links)
- A robust optimization approach to dispatching technicians under stochastic service times (Q375999) (← links)
- Robust multiple objective game theory (Q382922) (← links)
- Design of non-parametric process-specific optimal tuning rules for PID control of flow loops (Q398478) (← links)
- Mixed complementarity problems for robust optimization equilibrium under \(l_1\cap l_\infty\)-norm (Q398504) (← links)
- Robust formulations for clustering-based large-scale classification (Q402195) (← links)
- Thresholded covering algorithms for robust and max-min optimization (Q403674) (← links)
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations (Q406645) (← links)
- Short sales in log-robust portfolio management (Q420886) (← links)
- Robustness and generalization (Q420915) (← links)
- Robust multi-market newsvendor models with interval demand data (Q421536) (← links)
- Robust optimization and portfolio selection: the cost of robustness (Q421549) (← links)
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Minmax regret bottleneck problems with solution-induced interval uncertainty structure (Q429655) (← links)
- A robust robust optimization result (Q433824) (← links)
- The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← links)
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets (Q452335) (← links)
- Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances (Q454883) (← links)
- Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions (Q456990) (← links)
- Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization (Q463718) (← links)
