Pages that link to "Item:Q4971569"
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The following pages link to Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569):
Displaying 41 items.
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
- A study of data-driven distributionally robust optimization with incomplete joint data under finite support (Q2098046) (← links)
- Robustness of stochastic programs with endogenous randomness via contamination (Q2103025) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- A risk-averse two-stage stochastic programming model for a joint multi-item capacitated line balancing and lot-sizing problem (Q2171582) (← links)
- Distributionally robust optimization with decision dependent ambiguity sets (Q2228422) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- Multi-period dynamic distributionally robust pre-positioning of emergency supplies under demand uncertainty (Q2245836) (← links)
- Two-stage combinatorial optimization problems under risk (Q2283029) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- Controlling risk and demand ambiguity in newsvendor models (Q2315639) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
- On the multistage shortest path problem under distributional uncertainty (Q2697006) (← links)
- Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse (Q4441950) (← links)
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
- Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
- Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
- Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets (Q5081099) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
- A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
- (Q5875455) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric (Q6085747) (← links)
- Dual SDDP for risk-averse multistage stochastic programs (Q6106548) (← links)
- Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (Q6629536) (← links)
- Distributionally robust optimization using optimal transport for Gaussian mixture models (Q6640177) (← links)
