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Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

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Cited by:

  1. Dimitris Bertsimas & Shimrit Shtern & Bradley Sturt, 2023. "A Data-Driven Approach to Multistage Stochastic Linear Optimization," Management Science, INFORMS, vol. 69(1), pages 51-74, January.
  2. Vishal Gupta, 2019. "Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization," Management Science, INFORMS, vol. 65(9), pages 4242-4260, September.
  3. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
  4. Fontem, Belleh & Ji, Ran, 2026. "Distributionally robust optimization with generalized total variation ambiguity sets," European Journal of Operational Research, Elsevier, vol. 328(3), pages 894-911.
  5. Lihua Lei & Roshni Sahoo & Stefan Wager, 2023. "Policy Learning under Biased Sample Selection," Papers 2304.11735, arXiv.org.
  6. Corlu, Canan G. & Akcay, Alp & Xie, Wei, 2020. "Stochastic simulation under input uncertainty: A Review," Operations Research Perspectives, Elsevier, vol. 7(C).
  7. Sanjay Jain & Jónas Oddur Jónasson & Jean Pauphilet & Kamalini Ramdas, 2024. "Robust Combination Testing: Methods and Application to COVID-19 Detection," Management Science, INFORMS, vol. 70(4), pages 2661-2681, April.
  8. Qu, Kai & Fan, Xiangyi & Xu, Xiangdong & Hanasusanto, Grani A. & Chen, Anthony, 2025. "Improving transportation network redundancy under uncertain disruptions via retrofitting critical components," Transportation Research Part B: Methodological, Elsevier, vol. 194(C).
  9. Birghila, Corina & Aigner, Maximilian & Engelke, Sebastian, 2025. "Distributionally robust tail bounds based on Wasserstein distance and f-divergence," Insurance: Mathematics and Economics, Elsevier, vol. 125(C).
  10. Rui Gao & Xi Chen & Anton J. Kleywegt, 2024. "Wasserstein Distributionally Robust Optimization and Variation Regularization," Operations Research, INFORMS, vol. 72(3), pages 1177-1191, May.
  11. Chung-Han Hsieh & Rong Gan, 2025. "Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective," Papers 2509.01076, arXiv.org.
  12. Hong Li & Anja De Waegenaere & Bertrand Melenberg, 2017. "Robust Mean–Variance Hedging of Longevity Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
  13. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2019. "Technical Note—The Joint Impact of F -Divergences and Reference Models on the Contents of Uncertainty Sets," Operations Research, INFORMS, vol. 67(2), pages 428-435, March.
  14. Heyhat, Shaghayegh & Rahmani, Donya & Shahparvari, Shahrooz, 2026. "Data-driven distributionally robust optimization for resilient healthcare resource planning and crisis mitigation," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 205(C).
  15. John C. Duchi & Peter W. Glynn & Hongseok Namkoong, 2021. "Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach," Mathematics of Operations Research, INFORMS, vol. 46(3), pages 946-969, August.
  16. Cohen, Asaf & Saha, Subhamay, 2021. "Asymptotic optimality of the generalized cμ rule under model uncertainty," Stochastic Processes and their Applications, Elsevier, vol. 136(C), pages 206-236.
  17. Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2020. "Worst-case sensitivity," Papers 2010.10794, arXiv.org.
  18. Marlon R. Moresco & Mélina Mailhot & Silvana M. Pesenti, 2025. "Uncertainty Propagation and Dynamic Robust Risk Measures," Mathematics of Operations Research, INFORMS, vol. 50(3), pages 1939-1964, August.
  19. Carlsson, John Gunnar & Behroozi, Mehdi, 2017. "Worst-case demand distributions in vehicle routing," European Journal of Operational Research, Elsevier, vol. 256(2), pages 462-472.
  20. Serrano, Breno & Minner, Stefan & Schiffer, Maximilian & Vidal, Thibaut, 2024. "Bilevel optimization for feature selection in the data-driven newsvendor problem," European Journal of Operational Research, Elsevier, vol. 315(2), pages 703-714.
  21. Aleksandrina Goeva & Henry Lam & Huajie Qian & Bo Zhang, 2019. "Optimization-Based Calibration of Simulation Input Models," Operations Research, INFORMS, vol. 67(5), pages 1362-1382, September.
  22. Wang, Yu & Zhang, Yu & Tang, Jiafu, 2024. "Wasserstein distributionally robust surgery scheduling with elective and emergency patients," European Journal of Operational Research, Elsevier, vol. 314(2), pages 509-522.
  23. Marcel Favereau & Frédéric Babonneau & Álvaro Lorca, 2026. "Water resources management: a bibliometric analysis and future research directions," Annals of Operations Research, Springer, vol. 358(2), pages 533-588, March.
  24. Mengshi Lu & Zuo‐Jun Max Shen, 2021. "A Review of Robust Operations Management under Model Uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 30(6), pages 1927-1943, June.
  25. Sanjay Jain & Jónas Oddur Jónasson & Jean Pauphilet & Kamalini Ramdas, 2023. "Robust combination testing: methods and application to COVID-19 detection," Economics Series Working Papers 1009, University of Oxford, Department of Economics.
  26. 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.
  27. Chung-Han Hsieh, 2026. "Sampled-Data Wasserstein Distributionally Robust Control of Multiplicative Systems: A Convex Relaxation with Performance Guarantees," Papers 2602.04219, arXiv.org.
  28. Ran Ji & Miguel A. Lejeune, 2021. "Data-Driven Optimization of Reward-Risk Ratio Measures," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1120-1137, July.
  29. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Other publications TiSEM c3a1df3e-f338-4989-806a-d, Tilburg University, School of Economics and Management.
  30. Guanyu Jin & Roger J. A. Laeven & Dick den Hertog, 2025. "Robust Optimization of Rank-Dependent Models with Uncertain Probabilities," Papers 2502.11780, arXiv.org, revised Apr 2025.
  31. Shubhechyya Ghosal & Wolfram Wiesemann, 2020. "The Distributionally Robust Chance-Constrained Vehicle Routing Problem," Operations Research, INFORMS, vol. 68(3), pages 716-732, May.
  32. Black, Ben & Ainslie, Russell & Dokka, Trivikram & Kirkbride, Christopher, 2023. "Distributionally robust resource planning under binomial demand intakes," European Journal of Operational Research, Elsevier, vol. 306(1), pages 227-242.
  33. Soumyadip Ghosh & Henry Lam, 2019. "Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees," Operations Research, INFORMS, vol. 67(1), pages 232-249, January.
  34. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
  35. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
  36. Yang, Cheng-Hu & Su, Xiao-Li & Ma, Xin & Talluri, Srinivas, 2024. "A data-driven distributionally robust optimization approach for the core acquisition problem," European Journal of Operational Research, Elsevier, vol. 318(1), pages 253-268.
  37. Daniel Zhuoyu Long & Melvyn Sim & Minglong Zhou, 2023. "Robust Satisficing," Operations Research, INFORMS, vol. 71(1), pages 61-82, January.
  38. Carrizosa, Emilio & Goerigk, Marc & Schöbel, Anita, 2017. "A biobjective approach to recoverable robustness based on location planning," European Journal of Operational Research, Elsevier, vol. 261(2), pages 421-435.
  39. Hou, Min & Liu, Xinrui & Li, Ming & Li, Yushuai & Wang, Rui & Li, Zhengmao & Sun, Qiuye, 2025. "Towards intelligent cooperation of urban electric-traffic coupling network: A distributionally robust hierarchical optimization method with dependency of uncertainties," Energy, Elsevier, vol. 338(C).
  40. Jose Blanchet & Henry Lam & Yang Liu & Ruodu Wang, 2025. "Convolution Bounds on Quantile Aggregation," Operations Research, INFORMS, vol. 73(5), pages 2761-2781, September.
  41. Zhaonan Qu & Yongchan Kwon, 2024. "Distributionally Robust Instrumental Variables Estimation," Papers 2410.15634, arXiv.org, revised Dec 2024.
  42. Balcik, Burcu & Yanıkoğlu, İhsan, 2020. "A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty," European Journal of Operational Research, Elsevier, vol. 282(1), pages 40-57.
  43. Eunhye Song & Barry L. Nelson, 2019. "Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation," Operations Research, INFORMS, vol. 67(2), pages 562-576, March.
  44. Henry Lam & Junhui Zhang, 2025. "Distributionally Constrained Black-Box Stochastic Gradient Estimation and Optimization," Operations Research, INFORMS, vol. 73(5), pages 2680-2694, September.
  45. Shubhechyya Ghosal & Chin Pang Ho & Wolfram Wiesemann, 2024. "A Unifying Framework for the Capacitated Vehicle Routing Problem Under Risk and Ambiguity," Operations Research, INFORMS, vol. 72(2), pages 425-443, March.
  46. Wei Liu & Li Yang & Bo Yu, 2022. "Kernel density estimation based distributionally robust mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 84(4), pages 1053-1077, December.
  47. Qiu, Ruozhen & Sun, Minghe & Lim, Yun Fong, 2017. "Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches," European Journal of Operational Research, Elsevier, vol. 261(3), pages 880-892.
  48. Henry Lam, 2018. "Sensitivity to Serial Dependency of Input Processes: A Robust Approach," Management Science, INFORMS, vol. 64(3), pages 1311-1327, March.
  49. Ngoc Bui & Duy Nguyen & Man-Chung Yue & Viet Anh Nguyen, 2025. "Coverage-Validity-Aware Algorithmic Recourse," Operations Research, INFORMS, vol. 73(6), pages 3294-3310, November.
  50. Sosung Baik & Sung-Ha Hwang, 2021. "Auction design with ambiguity: Optimality of the first-price and all-pay auctions," Papers 2110.08563, arXiv.org.
  51. Berk Wheelock, Lauren & Pachamanova, Dessislava A., 2022. "Acceptable set topic modeling," European Journal of Operational Research, Elsevier, vol. 299(2), pages 653-673.
  52. Nabavi, S.M. & Vahdani, Behnam & Nadjafi, B. Afshar & Adibi, M.A., 2022. "Synchronizing victim evacuation and debris removal: A data-driven robust prediction approach," European Journal of Operational Research, Elsevier, vol. 300(2), pages 689-712.
  53. Giorgio Costa & Roy H. Kwon, 2021. "Data-driven distributionally robust risk parity portfolio optimization," Papers 2110.06464, arXiv.org.
  54. Chassein, André & Goerigk, Marc, 2018. "Compromise solutions for robust combinatorial optimization with variable-sized uncertainty," European Journal of Operational Research, Elsevier, vol. 269(2), pages 544-555.
  55. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Other publications TiSEM 47fec228-1ffe-4803-8e97-5, Tilburg University, School of Economics and Management.
  56. Jun‐ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2021. "Calibration of Distributionally Robust Empirical Optimization Models," Operations Research, INFORMS, vol. 69(5), pages 1630-1650, September.
  57. Wang, Fan & Zhang, Chao & Zhang, Hui & Xu, Liang, 2021. "Short-term physician rescheduling model with feature-driven demand for mental disorders outpatients," Omega, Elsevier, vol. 105(C).
  58. Zhongshun Shi & Siyang Gao & Hui Xiao & Weiwei Chen, 2019. "A worst‐case formulation for constrained ranking and selection with input uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(8), pages 648-662, December.
  59. Arlen Dean & Amirhossein Meisami & Henry Lam & Mark P. Van Oyen & Christopher Stromblad & Nick Kastango, 2022. "Quantile regression forests for individualized surgery scheduling," Health Care Management Science, Springer, vol. 25(4), pages 682-709, December.
  60. Zhi Chen & Melvyn Sim & Peng Xiong, 2020. "Robust Stochastic Optimization Made Easy with RSOME," Management Science, INFORMS, vol. 66(8), pages 3329-3339, August.
  61. Su, Xiaoli & Yuan, Zhe & Yang, Chenghu & Sahin, Evren & Xiong, Jie, 2025. "Bridging uncertainty: A data-driven DRO approach for correcting censored demand in newsvendor problems," International Journal of Production Economics, Elsevier, vol. 285(C).
  62. Yu Zhang & Zhenzhen Zhang & Andrew Lim & Melvyn Sim, 2021. "Robust Data-Driven Vehicle Routing with Time Windows," Operations Research, INFORMS, vol. 69(2), pages 469-485, March.
  63. Bart P. G. Van Parys & Peyman Mohajerin Esfahani & Daniel Kuhn, 2021. "From Data to Decisions: Distributionally Robust Optimization Is Optimal," Management Science, INFORMS, vol. 67(6), pages 3387-3402, June.
  64. Pourmohammadi, Pardis & Saif, Ahmed, 2023. "Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems," Applied Energy, Elsevier, vol. 341(C).
  65. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Other publications TiSEM 56b82c13-ee8f-4072-be97-f, Tilburg University, School of Economics and Management.
  66. Meng, Zhu & Zhu, Ning & Zhang, Guowei & Yang, Yuance & Liu, Zhaocai & Ke, Ginger Y., 2024. "Data-driven drone pre-positioning for traffic accident rapid assessment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 183(C).
  67. Anulekha Dhara & Bikramjit Das & Karthik Natarajan, 2021. "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 370-389, January.
  68. 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.
  69. Jun Cai & Jonathan Yu-Meng Li & Tiantian Mao, 2025. "Distributionally Robust Optimization Under Distorted Expectations," Operations Research, INFORMS, vol. 73(2), pages 969-985, March.
  70. Korotkov, Vladimir & Wu, Desheng, 2021. "Benchmarking project portfolios using optimality thresholds," Omega, Elsevier, vol. 99(C).
  71. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
  72. Adrián Esteban-Pérez & Juan M. Morales, 2022. "Partition-based distributionally robust optimization via optimal transport with order cone constraints," 4OR, Springer, vol. 20(3), pages 465-497, September.
  73. Asimit, Vali & Yuan, Zhongyi & Zhou, Feng, 2025. "Tail similarity," Insurance: Mathematics and Economics, Elsevier, vol. 121(C), pages 26-44.
  74. van Eekelen, Wouter, 2023. "Distributionally robust views on queues and related stochastic models," Other publications TiSEM 9b99fc05-9d68-48eb-ae8c-9, Tilburg University, School of Economics and Management.
  75. Emerson Melo, 2022. "On the Distributional Robustness of Finite Rational Inattention Models," Papers 2208.03370, arXiv.org, revised May 2023.
  76. Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog & Jean-Philippe Vial, 2017. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 350-366, May.
  77. Jose Blanchet & Karthyek Murthy, 2019. "Quantifying Distributional Model Risk via Optimal Transport," Mathematics of Operations Research, INFORMS, vol. 44(2), pages 565-600, May.
  78. Rui Gao, 2023. "Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality," Operations Research, INFORMS, vol. 71(6), pages 2291-2306, November.
  79. Zhang, Huili & An, Xuan & Chen, Cong & Wang, Nengmin & Tong, Weitian, 2025. "Data-driven robust two-stage ferry vehicle management at airports," Omega, Elsevier, vol. 133(C).
  80. Zhaolin Hu & L. Jeff Hong, 2022. "Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2350-2367, July.
  81. Soroush Saghafian & Brian Tomlin, 2016. "The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information," Operations Research, INFORMS, vol. 64(1), pages 167-185, February.
  82. Haolin Ruan & Zhi Chen & Chin Pang Ho, 2023. "Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1002-1023, September.
  83. Meysam Cheramin & Jianqiang Cheng & Ruiwei Jiang & Kai Pan, 2022. "Computationally Efficient Approximations for Distributionally Robust Optimization Under Moment and Wasserstein Ambiguity," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1768-1794, May.
  84. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2021. "A Toolkit for Robust Risk Assessment Using F -Divergences," Management Science, INFORMS, vol. 67(10), pages 6529-6552, October.
  85. Schneider, Judith C. & Schweizer, Nikolaus, 2015. "Robust measurement of (heavy-tailed) risks: Theory and implementation," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 183-203.
  86. Hyungki Im & Paul Grigas, 2025. "Stochastic First-Order Algorithms for Constrained Distributionally Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 37(2), pages 212-229, March.
  87. Chen, Qingxin & Ma, Shoufeng & Li, Hongming & Zhu, Ning & He, Qiao-Chu, 2024. "Optimizing bike rebalancing strategies in free-floating bike-sharing systems: An enhanced distributionally robust approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 184(C).
  88. Cui, Shutian & Zhu, Fengjing & Wang, Renlong, 2025. "Nuclear energy technology R&D portfolio selection under scenario uncertainty: distributionally robust ordinal priority approach," Energy, Elsevier, vol. 337(C).
  89. Jia Liu & Abdel Lisser & Zhiping Chen, 2022. "Distributionally Robust Chance Constrained Geometric Optimization," Mathematics of Operations Research, INFORMS, vol. 47(4), pages 2950-2988, November.
  90. Guevara, Esnil & Babonneau, Fréderic & Homem-de-Mello, Tito & Moret, Stefano, 2020. "A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty," Applied Energy, Elsevier, vol. 271(C).
  91. Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025. "Higher-Order Ambiguity Attitudes," Papers 2501.13143, arXiv.org.
  92. Rahimian, Hamed & Bayraksan, Güzin & Homem-de-Mello, Tito, 2019. "Controlling risk and demand ambiguity in newsvendor models," European Journal of Operational Research, Elsevier, vol. 279(3), pages 854-868.
  93. Bikramjit Das & Anulekha Dhara & Karthik Natarajan, 2021. "On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor," Operations Research, INFORMS, vol. 69(4), pages 1077-1099, July.
  94. Basciftci, Beste & Ahmed, Shabbir & Shen, Siqian, 2021. "Distributionally robust facility location problem under decision-dependent stochastic demand," European Journal of Operational Research, Elsevier, vol. 292(2), pages 548-561.
  95. Dominic J. Breuer & Shashank Kapadia & Nadia Lahrichi & James C. Benneyan, 2022. "Joint robust optimization of bed capacity, nurse staffing, and care access under uncertainty," Annals of Operations Research, Springer, vol. 312(2), pages 673-689, May.
  96. Li Chen & Long He & Yangfang (Helen) Zhou, 2024. "An Exponential Cone Programming Approach for Managing Electric Vehicle Charging," Operations Research, INFORMS, vol. 72(5), pages 2215-2240, September.
  97. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
  98. Sosung Baik & Sung-Ha Hwang, 2022. "Revenue Comparisons of Auctions with Ambiguity Averse Sellers," Papers 2211.12669, arXiv.org.
  99. Eojin Han & Chaithanya Bandi & Omid Nohadani, 2023. "On Finite Adaptability in Two-Stage Distributionally Robust Optimization," Operations Research, INFORMS, vol. 71(6), pages 2307-2327, November.
  100. Balter, Anne G. & Pelsser, Antoon, 2020. "Pricing and hedging in incomplete markets with model uncertainty," European Journal of Operational Research, Elsevier, vol. 282(3), pages 911-925.
  101. Anulekha Dhara & Bikramjit Das & Karthik Natarajan, 2017. "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals," Papers 1701.04167, arXiv.org.
  102. Zhenzhen Zhang & Yu Zhang & Roberto Baldacci, 2024. "Generalized Riskiness Index in Vehicle Routing Under Uncertain Travel Times: Formulations, Properties, and Exact Solution Framework," Transportation Science, INFORMS, vol. 58(4), pages 761-780, July.
  103. Thuener Silva & Davi Valladão & Tito Homem-de-Mello, 2021. "A data-driven approach for a class of stochastic dynamic optimization problems," Computational Optimization and Applications, Springer, vol. 80(3), pages 687-729, December.
  104. Luhao Zhang & Jincheng Yang & Rui Gao, 2024. "Optimal Robust Policy for Feature-Based Newsvendor," Management Science, INFORMS, vol. 70(4), pages 2315-2329, April.
  105. Liu, Ming & Liu, Xin & Chu, Feng & Zheng, Feifeng & Chu, Chengbin, 2019. "Distributionally robust inventory routing problem to maximize the service level under limited budget," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 126(C), pages 190-211.
  106. Tobias Sutter & Bart P. G. Van Parys & Daniel Kuhn, 2024. "A Pareto Dominance Principle for Data-Driven Optimization," Operations Research, INFORMS, vol. 72(5), pages 1976-1999, September.
  107. Taozeng Zhu & Jingui Xie & Melvyn Sim, 2022. "Joint Estimation and Robustness Optimization," Management Science, INFORMS, vol. 68(3), pages 1659-1677, March.
  108. Zhi Chen & Peng Xiong, 2023. "RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy," INFORMS Journal on Computing, INFORMS, vol. 35(4), pages 717-724, July.
  109. Shunichi Ohmori, 2021. "A Predictive Prescription Using Minimum Volume k -Nearest Neighbor Enclosing Ellipsoid and Robust Optimization," Mathematics, MDPI, vol. 9(2), pages 1-16, January.
  110. Pavel Bazovkin & Karl Mosler, 2015. "A general solution for robust linear programs with distortion risk constraints," Annals of Operations Research, Springer, vol. 229(1), pages 103-120, June.
  111. Henry Lam & Clementine Mottet, 2017. "Tail Analysis Without Parametric Models: A Worst-Case Perspective," Operations Research, INFORMS, vol. 65(6), pages 1696-1711, December.
  112. Gao, Pan & Li, Min & Wu, Zhongming & Zhang, Zhenzhen, 2026. "Two-stage distributionally robust optimization approach for drone-supported facility location and post-disaster relief distribution," Omega, Elsevier, vol. 139(C).
  113. Luo, Fengqiao & Mehrotra, Sanjay, 2019. "Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models," European Journal of Operational Research, Elsevier, vol. 278(1), pages 20-35.
  114. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.
  115. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
  116. Wei Liu & Li Yang & Bo Yu, 2021. "KDE distributionally robust portfolio optimization with higher moment coherent risk," Annals of Operations Research, Springer, vol. 307(1), pages 363-397, December.
  117. Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
  118. Wang, Changjun & Chen, Shutong, 2020. "A distributionally robust optimization for blood supply network considering disasters," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 134(C).
  119. Wang, Jinpei & Bai, Xuejie & Liu, Yankui, 2023. "Globalized robust bilevel optimization model for hazmat transport network design considering reliability," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
  120. Jochen Schlapp & Moritz Fleischmann & Danja Sonntag, 2022. "Inventory timing: How to serve a stochastic season," Production and Operations Management, Production and Operations Management Society, vol. 31(7), pages 2891-2906, July.
  121. Louis Chen & Will Ma & Karthik Natarajan & David Simchi-Levi & Zhenzhen Yan, 2022. "Distributionally Robust Linear and Discrete Optimization with Marginals," Operations Research, INFORMS, vol. 70(3), pages 1822-1834, May.
  122. Obed N. Onsomu & Erman Terciyanlı & Bülent Yeşilata, 2025. "Optimal Dispatch of a Virtual Power Plant Considering Distributed Energy Resources Under Uncertainty," Energies, MDPI, vol. 18(15), pages 1-27, July.
  123. Zhu, Zhicheng & Xiang, Yisha & Zhao, Ming & Shi, Yue, 2023. "Data-driven remanufacturing planning with parameter uncertainty," European Journal of Operational Research, Elsevier, vol. 309(1), pages 102-116.
  124. Guanglin Xu & Samuel Burer, 2018. "A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming," Computational Management Science, Springer, vol. 15(1), pages 111-134, January.
  125. Fu, Chenyi & Zhu, Ning & Ma, Shoufeng & Liu, Ronghui, 2022. "A two-stage robust approach to integrated station location and rebalancing vehicle service design in bike-sharing systems," European Journal of Operational Research, Elsevier, vol. 298(3), pages 915-938.
  126. 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.
  127. Tang, Shixuan & Huang, Wentao & Jian, Sisi, 2025. "Integrating crowd-shipping into last-mile delivery: A two-stage stochastic optimization approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 203(C).
  128. Jacob Dorn & Kevin Guo & Nathan Kallus, 2021. "Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding," Papers 2112.11449, arXiv.org, revised Jul 2022.
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