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Adaptive Distributionally Robust Optimization

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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. 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.
  3. Wang, Zhimeng & Xuan, Ang & Shen, Xinwei & Du, Yunfei & Sun, Hongbin, 2023. "A robust planning model for offshore microgrid considering tidal power and desalination," Applied Energy, Elsevier, vol. 350(C).
  4. Wang, Congke & Liu, Yankui & Yang, Guoqing, 2023. "Adaptive distributionally robust hub location and routing problem with a third-party logistics strategy," Socio-Economic Planning Sciences, Elsevier, vol. 87(PA).
  5. Deng, Menghua & Bian, Bomin & Zhou, Yanlin & Ding, Jianpeng, 2023. "Distributionally robust production and replenishment problem for hydrogen supply chains," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 179(C).
  6. de Oliveira, Glauber Cardoso & Bertone, Edoardo & Stewart, Rodney A., 2022. "Optimisation modelling tools and solving techniques for integrated precinct-scale energy–water system planning," Applied Energy, Elsevier, vol. 318(C).
  7. Juan S. Borrero & Leonardo Lozano, 2021. "Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1570-1589, October.
  8. Xie, Chen & Wang, Liangquan & Yang, Chaolin, 2021. "Robust inventory management with multiple supply sources," European Journal of Operational Research, Elsevier, vol. 295(2), pages 463-474.
  9. 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).
  10. Siqin, Zhuoya & Niu, DongXiao & Li, MingYu & Gao, Tian & Lu, Yifan & Xu, Xiaomin, 2022. "Distributionally robust dispatching of multi-community integrated energy system considering energy sharing and profit allocation," Applied Energy, Elsevier, vol. 321(C).
  11. Shiting Cui & Ruijin Zhu & Yao Gao, 2022. "Distributionally Robust Optimization of an Integrated Energy System Cluster Considering the Oxygen Supply Demand and Multi-Energy Sharing," Energies, MDPI, vol. 15(22), pages 1-24, November.
  12. 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.
  13. Ziqi Wu & Kai Zhu & Shaojian Qu, 2022. "Distributionally Robust Optimization Model for a Minimum Cost Consensus with Asymmetric Adjustment Costs Based on the Wasserstein Metric," Mathematics, MDPI, vol. 10(22), pages 1-21, November.
  14. Erick Delage & Ahmed Saif, 2022. "The Value of Randomized Solutions in Mixed-Integer Distributionally Robust Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 333-353, January.
  15. Georgia Perakis & Melvyn Sim & Qinshen Tang & Peng Xiong, 2023. "Robust Pricing and Production with Information Partitioning and Adaptation," Management Science, INFORMS, vol. 69(3), pages 1398-1419, March.
  16. 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.
  17. Saldanha-da-Gama, Francisco, 2022. "Facility Location in Logistics and Transportation: An enduring relationship," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 166(C).
  18. Phebe Vayanos & Qing Jin & George Elissaios, 2022. "ROC++: Robust Optimization in C++," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 2873-2888, November.
  19. Tianqi Liu & Francisco Saldanha-da-Gama & Shuming Wang & Yuchen Mao, 2022. "Robust Stochastic Facility Location: Sensitivity Analysis and Exact Solution," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2776-2803, September.
  20. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
  21. 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.
  22. Jianzhe Zhen & Ahmadreza Marandi & Danique de Moor & Dick den Hertog & Lieven Vandenberghe, 2022. "Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2410-2427, September.
  23. Zhang, Liu & Zhang, Kaitian & Zheng, Zhong & Chai, Yi & Lian, Xiaoyuan & Zhang, Kai & Xu, Zhaojun & Chen, Sujun, 2023. "Two-stage distributionally robust integrated scheduling of oxygen distribution and steelmaking-continuous casting in steel enterprises," Applied Energy, Elsevier, vol. 351(C).
  24. Huang, Hongfu & Liu, Feng & Zhang, Peng, 2021. "To outsource or not to outsource? Warranty service provision strategies considering competition, costs and reliability," International Journal of Production Economics, Elsevier, vol. 242(C).
  25. Wang, Xin & Kuo, Yong-Hong & Shen, Houcai & Zhang, Lianmin, 2021. "Target-oriented robust location–transportation problem with service-level measure," Transportation Research Part B: Methodological, Elsevier, vol. 153(C), pages 1-20.
  26. Feng Liu & Zhi Chen & Shuming Wang, 2023. "Globalized Distributionally Robust Counterpart," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1120-1142, September.
  27. Novak, Antonin & Sucha, Premysl & Novotny, Matej & Stec, Richard & Hanzalek, Zdenek, 2022. "Scheduling jobs with normally distributed processing times on parallel machines," European Journal of Operational Research, Elsevier, vol. 297(2), pages 422-441.
  28. Chen, Qingxin & Fu, Chenyi & Zhu, Ning & Ma, Shoufeng & He, Qiao-Chu, 2023. "A target-based optimization model for bike-sharing systems: From the perspective of service efficiency and equity," Transportation Research Part B: Methodological, Elsevier, vol. 167(C), pages 235-260.
  29. 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.
  30. Zhi Chen & Weijun Xie, 2021. "Sharing the value‐at‐risk under distributional ambiguity," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 531-559, January.
  31. Guo, Xiaotong & Caros, Nicholas S. & Zhao, Jinhua, 2021. "Robust matching-integrated vehicle rebalancing in ride-hailing system with uncertain demand," Transportation Research Part B: Methodological, Elsevier, vol. 150(C), pages 161-189.
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