Robust optimization approximation for ambiguous P-model and its application
From MaRDI portal
Publication:1721047
DOI10.1155/2018/5203127zbMath1427.90205OpenAlexW2884872981WikidataQ129489768 ScholiaQ129489768MaRDI QIDQ1721047
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/5203127
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust optimization and portfolio selection: the cost of robustness
- Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set
- Robust linear optimization under general norms.
- Graphoid properties of epistemic irrelevance and independence
- Robust solutions of uncertain linear programs
- On exact and approximate stochastic dominance strategies for portfolio selection
- Robust portfolio selection problem under temperature uncertainty
- Two-stage robust optimization approach to elective surgery and downstream capacity planning
- Robust binary optimization using a safe tractable approximation
- Two-stage multiobjective optimization for emergency supplies allocation problem under integrated uncertainty
- Direct algorithms for checking consistency and making inferences from conditional probability assessments
- On safe tractable approximations of chance constraints
- Distributionally robust joint chance constraints with second-order moment information
- A robust counterpart approach to the bi-objective emergency medical service design problem
- Recent advances in robust optimization: an overview
- Robust optimization for relief logistics planning under uncertainties in demand and transportation time
- Tractable approximations to robust conic optimization problems
- Robust Convex Optimization
- Chance-Constrained Programming
- Optimizing Call Center Staffing Using Simulation and Analytic Center Cutting-Plane Methods
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information
- Convex Approximations of Chance Constrained Programs
- Some Special P-Models in Chance-Constrained Programming
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- Distributionally robust chance constraints for non-linear uncertainties
This page was built for publication: Robust optimization approximation for ambiguous P-model and its application