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Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

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  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. Corlu, Canan G. & Akcay, Alp & Xie, Wei, 2020. "Stochastic simulation under input uncertainty: A Review," Operations Research Perspectives, Elsevier, vol. 7(C).
  5. David Blake & Marco Morales & Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 515-532, April.
  6. 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.
  7. 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.
  8. Jun-ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2020. "Worst-case sensitivity," Papers 2010.10794, arXiv.org.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Shubhechyya Ghosal & Wolfram Wiesemann, 2020. "The Distributionally Robust Chance-Constrained Vehicle Routing Problem," Operations Research, INFORMS, vol. 68(3), pages 716-732, May.
  15. 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.
  16. Soumyadip Ghosh & Henry Lam, 2019. "Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees," Operations Research, INFORMS, vol. 67(1), pages 232-249, January.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Henry Lam, 2018. "Sensitivity to Serial Dependency of Input Processes: A Robust Approach," Management Science, INFORMS, vol. 64(3), pages 1311-1327, March.
  25. Sosung Baik & Sung-Ha Hwang, 2021. "Auction design with ambiguity: Optimality of the first-price and all-pay auctions," Papers 2110.08563, arXiv.org.
  26. Berk Wheelock, Lauren & Pachamanova, Dessislava A., 2022. "Acceptable set topic modeling," European Journal of Operational Research, Elsevier, vol. 299(2), pages 653-673.
  27. 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.
  28. Giorgio Costa & Roy H. Kwon, 2021. "Data-driven distributionally robust risk parity portfolio optimization," Papers 2110.06464, arXiv.org.
  29. 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.
  30. 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.
  31. 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).
  32. 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.
  33. 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.
  34. Zhi Chen & Melvyn Sim & Peng Xiong, 2020. "Robust Stochastic Optimization Made Easy with RSOME," Management Science, INFORMS, vol. 66(8), pages 3329-3339, August.
  35. 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.
  36. 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.
  37. Pourmohammadi, Pardis & Saif, Ahmed, 2023. "Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems," Applied Energy, Elsevier, vol. 341(C).
  38. 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.
  39. 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.
  40. Korotkov, Vladimir & Wu, Desheng, 2021. "Benchmarking project portfolios using optimality thresholds," Omega, Elsevier, vol. 99(C).
  41. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
  42. 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.
  43. 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.
  44. Jose Blanchet & Karthyek Murthy, 2019. "Quantifying Distributional Model Risk via Optimal Transport," Mathematics of Operations Research, INFORMS, vol. 44(2), pages 565-600, May.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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).
  52. 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.
  53. 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.
  54. 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.
  55. 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.
  56. Sosung Baik & Sung-Ha Hwang, 2022. "Revenue Comparisons of Auctions with Ambiguity Averse Sellers," Papers 2211.12669, arXiv.org.
  57. 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.
  58. Anulekha Dhara & Bikramjit Das & Karthik Natarajan, 2017. "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals," Papers 1701.04167, arXiv.org.
  59. 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.
  60. 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.
  61. Taozeng Zhu & Jingui Xie & Melvyn Sim, 2022. "Joint Estimation and Robustness Optimization," Management Science, INFORMS, vol. 68(3), pages 1659-1677, March.
  62. 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.
  63. 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.
  64. 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.
  65. Henry Lam & Clementine Mottet, 2017. "Tail Analysis Without Parametric Models: A Worst-Case Perspective," Operations Research, INFORMS, vol. 65(6), pages 1696-1711, December.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. 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.
  71. 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).
  72. 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).
  73. 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.
  74. 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.
  75. 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.
  76. 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.
  77. 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.
  78. Zheng Cui & Jianpeng Ding & Daniel Zhuoyu Long & Lianmin Zhang, 2023. "Target‐based resource pooling problem," Production and Operations Management, Production and Operations Management Society, vol. 32(4), pages 1187-1204, April.
  79. Carrillo-Galvez, Adrian & Flores-Bazán, Fabián & Parra, Enrique López, 2022. "Effect of models uncertainties on the emission constrained economic dispatch. A prediction interval-based approach," Applied Energy, Elsevier, vol. 317(C).
  80. Ahmadreza Marandi & Aharon Ben-Tal & Dick den Hertog & Bertrand Melenberg, 2022. "Extending the Scope of Robust Quadratic Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 211-226, January.
  81. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
  82. Yongzhen Li & Xueping Li & Jia Shu & Miao Song & Kaike Zhang, 2022. "A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 407-426, January.
  83. Aakil M. Caunhye & Douglas Alem, 2023. "Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(3), pages 759-806, September.
  84. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
  85. Yu Wang & Yu Zhang & Minglong Zhou & Jiafu Tang, 2023. "Feature‐driven robust surgery scheduling," Production and Operations Management, Production and Operations Management Society, vol. 32(6), pages 1921-1938, June.
  86. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Other publications TiSEM 130bc0dc-cebe-40dc-8da9-a, Tilburg University, School of Economics and Management.
  87. Karthik Natarajan & Melvyn Sim & Joline Uichanco, 2018. "Asymmetry and Ambiguity in Newsvendor Models," Management Science, INFORMS, vol. 64(7), pages 3146-3167, July.
  88. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
  89. L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
  90. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
  91. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.
  92. Wolfram Wiesemann & Daniel Kuhn & Melvyn Sim, 2014. "Distributionally Robust Convex Optimization," Operations Research, INFORMS, vol. 62(6), pages 1358-1376, December.
  93. Nathan Kallus, 2022. "Treatment Effect Risk: Bounds and Inference," Papers 2201.05893, arXiv.org, revised Jul 2022.
  94. Ren, Ke & Bidkhori, Hoda, 2023. "A study of data-driven distributionally robust optimization with incomplete joint data under finite support," European Journal of Operational Research, Elsevier, vol. 305(2), pages 754-765.
  95. Utsav Sadana & Erick Delage, 2023. "The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems," INFORMS Journal on Computing, INFORMS, vol. 35(1), pages 216-232, January.
  96. Zhu, Ning & Fu, Chenyi & Zhang, Xuanyi & Ma, Shoufeng, 2022. "A network sensor location problem for link flow observability and estimation," European Journal of Operational Research, Elsevier, vol. 300(2), pages 428-448.
  97. Jose Blanchet & Yang Kang, 2021. "Sample Out-of-Sample Inference Based on Wasserstein Distance," Operations Research, INFORMS, vol. 69(3), pages 985-1013, May.
  98. Nathan Kallus, 2023. "Treatment Effect Risk: Bounds and Inference," Management Science, INFORMS, vol. 69(8), pages 4579-4590, August.
  99. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2015. "What's in a ball? Constructing and characterizing uncertainty sets," Papers 1510.01675, arXiv.org.
  100. Chaithanya Bandi & Eojin Han & Omid Nohadani, 2019. "Sustainable Inventory with Robust Periodic-Affine Policies and Application to Medical Supply Chains," Management Science, INFORMS, vol. 65(10), pages 4636-4655, October.
  101. Nicholas G. Hall & Daniel Zhuoyu Long & Jin Qi & Melvyn Sim, 2015. "Managing Underperformance Risk in Project Portfolio Selection," Operations Research, INFORMS, vol. 63(3), pages 660-675, June.
  102. Pengyu Qian & Zizhuo Wang & Zaiwen Wen, 2015. "A Composite Risk Measure Framework for Decision Making under Uncertainty," Papers 1501.01126, arXiv.org.
  103. Yan Deng & Siqian Shen & Brian Denton, 2019. "Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data," INFORMS Journal on Computing, INFORMS, vol. 31(3), pages 559-575, July.
  104. Zhi Chen & Weijun Xie, 2021. "Regret in the Newsvendor Model with Demand and Yield Randomness," Production and Operations Management, Production and Operations Management Society, vol. 30(11), pages 4176-4197, November.
  105. Feng Liu & Zhi Chen & Shuming Wang, 2023. "Globalized Distributionally Robust Counterpart," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1120-1142, September.
  106. Jun-Ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2017. "Calibration of Distributionally Robust Empirical Optimization Models," Papers 1711.06565, arXiv.org, revised May 2020.
  107. Weiwei Fan & L. Jeff Hong & Xiaowei Zhang, 2020. "Distributionally Robust Selection of the Best," Management Science, INFORMS, vol. 66(1), pages 190-208, January.
  108. Philipp Eisenhauer & Janos Gabler & Lena Janys, 2021. "Structural Models for Policy-Making: Coping with Parametric Uncertainty," ECONtribute Discussion Papers Series 082, University of Bonn and University of Cologne, Germany.
  109. Eisenhauer, Philipp & Gabler, Janos & Janys, Lena, 2021. "Structural Models for Policy-Making: Coping with Parametric Uncertainty," IZA Discussion Papers 14317, Institute of Labor Economics (IZA).
  110. Henry Lam, 2016. "Robust Sensitivity Analysis for Stochastic Systems," Mathematics of Operations Research, INFORMS, vol. 41(4), pages 1248-1275, November.
  111. Ruiz, C. & Conejo, A.J., 2015. "Robust transmission expansion planning," European Journal of Operational Research, Elsevier, vol. 242(2), pages 390-401.
  112. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Other publications TiSEM eeb9c898-6943-4199-b747-3, Tilburg University, School of Economics and Management.
  113. Luyun Wang & Bo Zhou, 2023. "A Modified Gradient Method for Distributionally Robust Logistic Regression over the Wasserstein Ball," Mathematics, MDPI, vol. 11(11), pages 1-15, May.
  114. Yu, Pengfei & Gao, Ruotian & Xing, Wenxun, 2021. "Maximizing perturbation radii for robust convex quadratically constrained quadratic programs," European Journal of Operational Research, Elsevier, vol. 293(1), pages 50-64.
  115. Park, Jangho & Bayraksan, Güzin, 2023. "A multistage distributionally robust optimization approach to water allocation under climate uncertainty," European Journal of Operational Research, Elsevier, vol. 306(2), pages 849-871.
  116. Zhu, Shushang & Fan, Minjie & Li, Duan, 2014. "Portfolio management with robustness in both prediction and decision: A mixture model based learning approach," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 1-25.
  117. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
  118. Gorissen, Bram L. & Yanıkoğlu, İhsan & den Hertog, Dick, 2015. "A practical guide to robust optimization," Omega, Elsevier, vol. 53(C), pages 124-137.
  119. Bram L. Gorissen, 2015. "Robust Fractional Programming," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 508-528, August.
  120. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust Decision-Making Under Risk and Ambiguity," ECONtribute Discussion Papers Series 104, University of Bonn and University of Cologne, Germany.
  121. Jonathan Yu-Meng Li, 2021. "Inverse Optimization of Convex Risk Functions," Management Science, INFORMS, vol. 67(11), pages 7113-7141, November.
  122. Pesenti, Silvana M. & Millossovich, Pietro & Tsanakas, Andreas, 2019. "Reverse sensitivity testing: What does it take to break the model?," European Journal of Operational Research, Elsevier, vol. 274(2), pages 654-670.
  123. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.
  124. Antonio J. Conejo & Nicholas G. Hall & Daniel Zhuoyu Long & Runhao Zhang, 2021. "Robust Capacity Planning for Project Management," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1533-1550, October.
  125. Dirk Sierag & Rob Mei, 2016. "Single-leg choice-based revenue management: a robust optimisation approach," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 15(6), pages 454-467, December.
  126. Bram L. Gorissen & Hans Blanc & Dick den Hertog & Aharon Ben-Tal, 2014. "Technical Note---Deriving Robust and Globalized Robust Solutions of Uncertain Linear Programs with General Convex Uncertainty Sets," Operations Research, INFORMS, vol. 62(3), pages 672-679, June.
  127. Henry Lam, 2019. "Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization," Operations Research, INFORMS, vol. 67(4), pages 1090-1105, July.
  128. Kamyar Kargar & Halil Ibrahim Bayrak & Mustafa Çelebi Pinar, 2018. "Robust bilateral trade with discrete types," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 367-393, December.
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