Parametric scenario optimization under limited data: a distributionally robust optimization view

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Data-driven chance constrained stochastic program
A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
Wait-and-judge scenario optimization
Ambiguous risk constraints with moment and unimodality information
The empirical likelihood approach to quantifying uncertainty in sample average approximation
Research on probabilistic methods for control system design
A distributionally robust perspective on uncertainty quantification and chance constrained programming
Robust empirical optimization is almost the same as mean-variance optimization
Ambiguous chance constrained problems and robust optimization
Solution of a product substitution problem using stochastic programming
Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics
Solving chance-constrained optimization problems with stochastic quadratic inequalities
Robust sensitivity analysis for stochastic systems
Random Convex Programs with $L_1$-Regularization: Sparsity and Generalization
Robust risk measurement and model risk
Distributionally Robust Stochastic Knapsack Problem
FAST—Fast Algorithm for the Scenario Technique
Distributionally Robust Convex Optimization
Sequential Randomized Algorithms for Convex Optimization in the Presence of Uncertainty
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
Distributionally Robust Optimization and Its Tractable Approximations
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems
The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
Chance Constrained Selection of the Best
A Sample Approximation Approach for Optimization with Probabilistic Constraints
Generalized Gradients and Applications
Minimax optimal control of stochastic uncertain systems with relative entropy constraints
Optimal Stochastic Coordinated Beamforming for Wireless Cooperative Networks With CSI Uncertainty
Ambiguous Joint Chance Constraints Under Mean and Dispersion Information
On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems
Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees
Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization
Robust Wasserstein profile inference and applications to machine learning
Repetitive Scenario Design
Randomized Solutions to Convex Programs with Multiple Chance Constraints
Convex Approximations of Chance Constrained Programs
Robustness
On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming

This page was built for publication: Parametric scenario optimization under limited data: a distributionally robust optimization view

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6600105)