Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity
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DOI: 10.1287/ijoc.2021.1123
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References listed on IDEAS
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Cited by:
- Ketkov, Sergey S., 2024. "A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data," European Journal of Operational Research, Elsevier, vol. 313(2), pages 602-615.
- Xiangyi Fan & Grani A. Hanasusanto, 2024. "A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 526-542, March.
- Shanshan Wang & Erick Delage, 2024. "A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 849-867, May.
- Ming Zhao & Nickolas Freeman & Kai Pan, 2023. "Robust Sourcing Under Multilevel Supply Risks: Analysis of Random Yield and Capacity," INFORMS Journal on Computing, INFORMS, vol. 35(1), pages 178-195, January.
- Haodong Feng & Man Feng & Qianqian Wang & Qingwei Jin & Xinru Hao & Yidong Zhang & Lei Cao, 2025. "Improving front distribution center fulfillment rates: a distributionally robust approach," Fuzzy Optimization and Decision Making, Springer, vol. 24(2), pages 343-366, June.
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Keywords
stochastic programming; distributionally robust optimization; moment information; Wasserstein distance; principal component analysis; semidefinite programming;All these keywords.
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