Robust optimization with order statistic uncertainty set

DOI10.1016/j.ejor.2023.05.024OpenAlexW4377193572MaRDI QIDQ6096627

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Publication date: 15 September 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2023.05.024

zbMATH Keywords

order statisticsrobust optimizationuncertainty modelling

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• The Price of Robustness
• Robust Solutions to Uncertain Semidefinite Programs
• A comparison of quantile estimators
• Rectangle Probabilities for Uniform Order statistics and the Probability That the Empirical Distribution Function Lies Between Two Distribution Functions
• Inequalities
• Distributionally robust chance constraints for non-linear uncertainties

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