Price of Correlations in Stochastic Optimization
From MaRDI portal
Publication:2892222
DOI10.1287/opre.1110.1011zbMath1242.90140OpenAlexW2122109562WikidataQ92205973 ScholiaQ92205973MaRDI QIDQ2892222
Amin Saberi, Yinyu Ye, Shipra Agrawal, Yichuan Ding
Publication date: 18 June 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1110.1011
Related Items (24)
Improved Revenue Bounds for Posted-Price and Second-Price Mechanisms ⋮ Detecting and modeling critical dependence structures between random inputs of computer models ⋮ Submodular Stochastic Probing on Matroids ⋮ Distributionally Robust Linear and Discrete Optimization with Marginals ⋮ Polynomial-time algorithms for multimarginal optimal transport problems with structure ⋮ Thresholded covering algorithms for robust and max-min optimization ⋮ On the correlation gap of matroids ⋮ Stochastic crowd shipping last-mile delivery with correlated marginals and probabilistic constraints ⋮ Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty ⋮ PPE supply optimization under risks of disruption from the COVID-19 pandemic ⋮ Tight Probability Bounds with Pairwise Independence ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A simple optimal contention resolution scheme for uniform matroids ⋮ Robust mechanisms for risk-averse sellers ⋮ Risk Averse Shortest Paths: A Computational Study ⋮ Sensitivity and covariance in stochastic complementarity problems with an application to north American natural gas markets ⋮ Game Theoretical Approach for Reliable Enhanced Indexation ⋮ Incorporating a Bayesian network into two-stage stochastic programming for blood bank location-inventory problem in case of disasters ⋮ Unnamed Item ⋮ Data-driven stochastic optimization for distributional ambiguity with integrated confidence region ⋮ Algorithmic Bayesian Persuasion ⋮ Distributionally Robust Inventory Control When Demand Is a Martingale ⋮ An optimal monotone contention resolution scheme for bipartite matchings via a polyhedral viewpoint
Uses Software
This page was built for publication: Price of Correlations in Stochastic Optimization
