Gu, Yining; Huang, Yicheng; Wang, Yanjun Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball. (English) Zbl 07794714 J. Optim. Theory Appl. 200, No. 1, 242-279 (2024). MSC: 90C05 90C15 90C25 PDFBibTeX XMLCite \textit{Y. Gu} et al., J. Optim. Theory Appl. 200, No. 1, 242--279 (2024; Zbl 07794714) Full Text: DOI
Chen, Dali; Wu, Yuwei; Li, Jingquan; Ding, Xiaohui; Chen, Caihua Distributionally robust mean-absolute deviation portfolio optimization using Wasserstein metric. (English) Zbl 1528.90295 J. Glob. Optim. 87, No. 2-4, 783-805 (2023). MSC: 90C90 90C15 90C26 PDFBibTeX XMLCite \textit{D. Chen} et al., J. Glob. Optim. 87, No. 2--4, 783--805 (2023; Zbl 1528.90295) Full Text: DOI
Caunhye, Aakil M.; Alem, Douglas Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning. (English) Zbl 07738704 OR Spectrum 45, No. 3, 759-806 (2023). MSC: 90C15 90C17 PDFBibTeX XMLCite \textit{A. M. Caunhye} and \textit{D. Alem}, OR Spectrum 45, No. 3, 759--806 (2023; Zbl 07738704) Full Text: DOI arXiv
Wang, Ridong; Shehadeh, Karmel S.; Xie, Xiaolei; Li, Lefei Data-driven integrated home service staffing and capacity planning: stochastic optimization approaches. (English) Zbl 07737027 Comput. Oper. Res. 159, Article ID 106348, 20 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{R. Wang} et al., Comput. Oper. Res. 159, Article ID 106348, 20 p. (2023; Zbl 07737027) Full Text: DOI
Wang, Shuang; Pang, Liping; Guo, Hua; Zhang, Hongwei Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization. (English) Zbl 07712955 Optimization 72, No. 7, 1839-1862 (2023). MSC: 90C15 90C17 PDFBibTeX XMLCite \textit{S. Wang} et al., Optimization 72, No. 7, 1839--1862 (2023; Zbl 07712955) Full Text: DOI
Silva, Marco; Pedroso, João Pedro; Viana, Ana Stochastic crowd shipping last-mile delivery with correlated marginals and probabilistic constraints. (English) Zbl 07705813 Eur. J. Oper. Res. 307, No. 1, 249-265 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{M. Silva} et al., Eur. J. Oper. Res. 307, No. 1, 249--265 (2023; Zbl 07705813) Full Text: DOI
Borges, Pedro; Sagastizábal, Claudia; Solodov, Mikhail; Tomasgard, Asgeir A distributionally ambiguous two-stage stochastic approach for investment in renewable generation. (English) Zbl 1518.90056 Eur. J. Appl. Math. 34, No. 3, 484-504 (2023). MSC: 90C15 65K05 90C90 PDFBibTeX XMLCite \textit{P. Borges} et al., Eur. J. Appl. Math. 34, No. 3, 484--504 (2023; Zbl 1518.90056) Full Text: DOI
Favereau, Marcel; Lorca, Álvaro; Negrete-Pincetic, Matías Multistage adaptive robust optimization for the hydrothermal scheduling problem. (English) Zbl 1520.90102 Comput. Oper. Res. 150, Article ID 106051, 17 p. (2023). MSC: 90B35 90C15 90C17 PDFBibTeX XMLCite \textit{M. Favereau} et al., Comput. Oper. Res. 150, Article ID 106051, 17 p. (2023; Zbl 1520.90102) Full Text: DOI
Yu, Xian; Shen, Siqian Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets. (English) Zbl 1506.90176 Math. Program. 196, No. 1-2 (B), 1025-1064 (2022). MSC: 90C11 90C17 90C22 PDFBibTeX XMLCite \textit{X. Yu} and \textit{S. Shen}, Math. Program. 196, No. 1--2 (B), 1025--1064 (2022; Zbl 1506.90176) Full Text: DOI arXiv
Rebennack, Steffen Data-driven stochastic optimization for distributional ambiguity with integrated confidence region. (English) Zbl 1501.90057 J. Glob. Optim. 84, No. 2, 255-293 (2022). MSC: 90C15 90C17 PDFBibTeX XMLCite \textit{S. Rebennack}, J. Glob. Optim. 84, No. 2, 255--293 (2022; Zbl 1501.90057) Full Text: DOI
Noyan, Nilay; Rudolf, Gábor; Lejeune, Miguel Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and Humanitarian logistics. (English) Zbl 07551207 INFORMS J. Comput. 34, No. 2, 729-751 (2022). MSC: 90-XX PDFBibTeX XMLCite \textit{N. Noyan} et al., INFORMS J. Comput. 34, No. 2, 729--751 (2022; Zbl 07551207) Full Text: DOI
Li, Yongzhen; Li, Xueping; Shu, Jia; Song, Miao; Zhang, Kaike A general model and efficient algorithms for reliable facility location problem under uncertain disruptions. (English) Zbl 1492.90076 INFORMS J. Comput. 34, No. 1, 407-426 (2022). MSC: 90B80 90B25 PDFBibTeX XMLCite \textit{Y. Li} et al., INFORMS J. Comput. 34, No. 1, 407--426 (2022; Zbl 1492.90076) Full Text: DOI
Garatti, S.; Campi, M. C. Risk and complexity in scenario optimization. (English) Zbl 1491.90104 Math. Program. 191, No. 1 (B), 243-279 (2022). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C25 62C12 PDFBibTeX XMLCite \textit{S. Garatti} and \textit{M. C. Campi}, Math. Program. 191, No. 1 (B), 243--279 (2022; Zbl 1491.90104) Full Text: DOI
Shehadeh, Karmel S.; Padman, Rema Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities. (English) Zbl 1511.90238 Comput. Oper. Res. 137, Article ID 105523, 19 p. (2022). MSC: 90B36 90C15 PDFBibTeX XMLCite \textit{K. S. Shehadeh} and \textit{R. Padman}, Comput. Oper. Res. 137, Article ID 105523, 19 p. (2022; Zbl 1511.90238) Full Text: DOI
Kanno, Yoshihiro Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization. (English) Zbl 1484.90112 Japan J. Ind. Appl. Math. 39, No. 1, 195-226 (2022). MSC: 90C30 90C17 90C22 90C15 PDFBibTeX XMLCite \textit{Y. Kanno}, Japan J. Ind. Appl. Math. 39, No. 1, 195--226 (2022; Zbl 1484.90112) Full Text: DOI arXiv
Liu, Wei; Yang, Li; Yu, Bo KDE distributionally robust portfolio optimization with higher moment coherent risk. (English) Zbl 1478.90070 Ann. Oper. Res. 307, No. 1-2, 363-397 (2021). MSC: 90C15 90C25 91G10 90C47 PDFBibTeX XMLCite \textit{W. Liu} et al., Ann. Oper. Res. 307, No. 1--2, 363--397 (2021; Zbl 1478.90070) Full Text: DOI
Silva, Thuener; Valladão, Davi; Homem-de-Mello, Tito A data-driven approach for a class of stochastic dynamic optimization problems. (English) Zbl 1481.90237 Comput. Optim. Appl. 80, No. 3, 687-729 (2021). MSC: 90C15 90C39 PDFBibTeX XMLCite \textit{T. Silva} et al., Comput. Optim. Appl. 80, No. 3, 687--729 (2021; Zbl 1481.90237) Full Text: DOI
Feng, Wei; Feng, Yiping; Zhang, Qi Multistage robust mixed-integer optimization under endogenous uncertainty. (English) Zbl 1487.90495 Eur. J. Oper. Res. 294, No. 2, 460-475 (2021). MSC: 90C15 90C11 90C17 90C31 PDFBibTeX XMLCite \textit{W. Feng} et al., Eur. J. Oper. Res. 294, No. 2, 460--475 (2021; Zbl 1487.90495) Full Text: DOI arXiv
Pérez-Aros, Pedro; Vilches, Emilio Moreau envelope of supremum functions with applications to infinite and stochastic programming. (English) Zbl 1478.49014 SIAM J. Optim. 31, No. 3, 1635-1657 (2021). Reviewer: Marcin Anholcer (Poznań) MSC: 49J53 90C15 90C34 90C25 PDFBibTeX XMLCite \textit{P. Pérez-Aros} and \textit{E. Vilches}, SIAM J. Optim. 31, No. 3, 1635--1657 (2021; Zbl 1478.49014) Full Text: DOI
Chen, Xi; He, Simai; Jiang, Bo; Ryan, Christopher Thomas; Zhang, Teng The discrete moment problem with nonconvex shape constraints. (English) Zbl 1470.90060 Oper. Res. 69, No. 1, 279-296 (2021). MSC: 90C17 PDFBibTeX XMLCite \textit{X. Chen} et al., Oper. Res. 69, No. 1, 279--296 (2021; Zbl 1470.90060) Full Text: DOI arXiv
Saif, Ahmed; Delage, Erick Data-driven distributionally robust capacitated facility location problem. (English) Zbl 1487.90446 Eur. J. Oper. Res. 291, No. 3, 995-1007 (2021). MSC: 90B80 90C15 90C17 PDFBibTeX XMLCite \textit{A. Saif} and \textit{E. Delage}, Eur. J. Oper. Res. 291, No. 3, 995--1007 (2021; Zbl 1487.90446) Full Text: DOI
Han, Biao; Shang, Chao; Huang, Dexian Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making. (English) Zbl 1487.90498 Eur. J. Oper. Res. 292, No. 3, 1004-1018 (2021). MSC: 90C15 90C05 90C17 90C31 PDFBibTeX XMLCite \textit{B. Han} et al., Eur. J. Oper. Res. 292, No. 3, 1004--1018 (2021; Zbl 1487.90498) Full Text: DOI
Rahal, Said; Papageorgiou, Dimitri J.; Li, Zukui Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization. (English) Zbl 1487.90504 Eur. J. Oper. Res. 290, No. 3, 1014-1030 (2021). MSC: 90C15 PDFBibTeX XMLCite \textit{S. Rahal} et al., Eur. J. Oper. Res. 290, No. 3, 1014--1030 (2021; Zbl 1487.90504) Full Text: DOI arXiv
Xie, Weijun Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball. (English) Zbl 1479.90148 Oper. Res. Lett. 48, No. 4, 513-523 (2020). MSC: 90C15 90C17 90C05 PDFBibTeX XMLCite \textit{W. Xie}, Oper. Res. Lett. 48, No. 4, 513--523 (2020; Zbl 1479.90148) Full Text: DOI
Subramanyam, Anirudh; Gounaris, Chrysanthos E.; Wiesemann, Wolfram \(K\)-adaptability in two-stage mixed-integer robust optimization. (English) Zbl 1441.90101 Math. Program. Comput. 12, No. 2, 193-224 (2020). MSC: 90C11 90C15 90C34 90C47 PDFBibTeX XMLCite \textit{A. Subramanyam} et al., Math. Program. Comput. 12, No. 2, 193--224 (2020; Zbl 1441.90101) Full Text: DOI arXiv
de Klerk, Etienne; Kuhn, Daniel; Postek, Krzysztof Distributionally robust optimization with polynomial densities: theory, models and algorithms. (English) Zbl 1467.90030 Math. Program. 181, No. 2 (B), 265-296 (2020). Reviewer: Suvra Kanti Chakraborty (Kolkata) MSC: 90C17 90C22 90C26 90C15 PDFBibTeX XMLCite \textit{E. de Klerk} et al., Math. Program. 181, No. 2 (B), 265--296 (2020; Zbl 1467.90030) Full Text: DOI arXiv
Chen, Zhi; Sim, Melvyn; Xu, Huan Distributionally robust optimization with infinitely constrained ambiguity sets. (English) Zbl 1455.90117 Oper. Res. 67, No. 5, 1328-1344 (2019). MSC: 90C17 90C15 PDFBibTeX XMLCite \textit{Z. Chen} et al., Oper. Res. 67, No. 5, 1328--1344 (2019; Zbl 1455.90117) Full Text: DOI Link
Ghosh, Soumyadip; Lam, Henry Robust analysis in stochastic simulation: computation and performance guarantees. (English) Zbl 1455.90002 Oper. Res. 67, No. 1, 232-249 (2019). MSC: 90-10 90C17 62L20 PDFBibTeX XMLCite \textit{S. Ghosh} and \textit{H. Lam}, Oper. Res. 67, No. 1, 232--249 (2019; Zbl 1455.90002) Full Text: DOI arXiv
Blanchet, Jose; Murthy, Karthyek Quantifying distributional model risk via optimal transport. (English) Zbl 1434.60113 Math. Oper. Res. 44, No. 2, 565-600 (2019). MSC: 60G07 60F99 62P05 PDFBibTeX XMLCite \textit{J. Blanchet} and \textit{K. Murthy}, Math. Oper. Res. 44, No. 2, 565--600 (2019; Zbl 1434.60113) Full Text: DOI arXiv
Du, NingNing; Liu, Yan-Kui; Liu, Ying New safe approximation of ambiguous probabilistic constraints for financial optimization problem. (English) Zbl 1453.91090 Discrete Dyn. Nat. Soc. 2019, Article ID 6903679, 19 p. (2019). MSC: 91G10 90C15 91G70 PDFBibTeX XMLCite \textit{N. Du} et al., Discrete Dyn. Nat. Soc. 2019, Article ID 6903679, 19 p. (2019; Zbl 1453.91090) Full Text: DOI
Maggioni, Francesca; Cagnolari, Matteo; Bertazzi, Luca The value of the right distribution in stochastic programming with application to a Newsvendor problem. (English) Zbl 07137452 Comput. Manag. Sci. 16, No. 4, 739-758 (2019). MSC: 90Bxx PDFBibTeX XMLCite \textit{F. Maggioni} et al., Comput. Manag. Sci. 16, No. 4, 739--758 (2019; Zbl 07137452) Full Text: DOI
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram The decision rule approach to optimization under uncertainty: methodology and applications. (English) Zbl 07137444 Comput. Manag. Sci. 16, No. 4, 545-576 (2019). MSC: 90Bxx PDFBibTeX XMLCite \textit{A. Georghiou} et al., Comput. Manag. Sci. 16, No. 4, 545--576 (2019; Zbl 07137444) Full Text: DOI Link
Ji, Ying; Qu, Shaojian; Chen, Fuxing Environmental game modeling with uncertainties. (English) Zbl 1422.91571 Discrete Contin. Dyn. Syst., Ser. S 12, No. 4-5, 989-1003 (2019). MSC: 91B76 91A80 90C22 90C15 PDFBibTeX XMLCite \textit{Y. Ji} et al., Discrete Contin. Dyn. Syst., Ser. S 12, No. 4--5, 989--1003 (2019; Zbl 1422.91571) Full Text: DOI
Ji, Ying; Qu, Shaojian; Dai, Yeming A new approach for worst-case regret portfolio optimization problem. (English) Zbl 1422.37077 Discrete Contin. Dyn. Syst., Ser. S 12, No. 4-5, 761-770 (2019). MSC: 37N40 91G10 90C15 90C47 PDFBibTeX XMLCite \textit{Y. Ji} et al., Discrete Contin. Dyn. Syst., Ser. S 12, No. 4--5, 761--770 (2019; Zbl 1422.37077) Full Text: DOI
Luo, Fengqiao; Mehrotra, Sanjay Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models. (English) Zbl 1430.90557 Eur. J. Oper. Res. 278, No. 1, 20-35 (2019). MSC: 90C47 90C15 60B10 62J02 90C34 PDFBibTeX XMLCite \textit{F. Luo} and \textit{S. Mehrotra}, Eur. J. Oper. Res. 278, No. 1, 20--35 (2019; Zbl 1430.90557) Full Text: DOI
Carlsson, John Gunnar; Wang, Ye Distributions with maximum spread subject to Wasserstein distance constraints. (English) Zbl 1424.90196 J. Oper. Res. Soc. China 7, No. 1, 69-105 (2019). MSC: 90C15 90C34 PDFBibTeX XMLCite \textit{J. G. Carlsson} and \textit{Y. Wang}, J. Oper. Res. Soc. China 7, No. 1, 69--105 (2019; Zbl 1424.90196) Full Text: DOI
Sopasakis, Pantelis; Herceg, Domagoj; Bemporad, Alberto; Patrinos, Panagiotis Risk-averse model predictive control. (English) Zbl 1415.93285 Automatica 100, 281-288 (2019). MSC: 93E15 60J75 93C30 90C39 93E25 PDFBibTeX XMLCite \textit{P. Sopasakis} et al., Automatica 100, 281--288 (2019; Zbl 1415.93285) Full Text: DOI arXiv Link
Powell, Warren B. A unified framework for stochastic optimization. (English) Zbl 1430.90445 Eur. J. Oper. Res. 275, No. 3, 795-821 (2019). MSC: 90C15 90C39 PDFBibTeX XMLCite \textit{W. B. Powell}, Eur. J. Oper. Res. 275, No. 3, 795--821 (2019; Zbl 1430.90445) Full Text: DOI
Jiang, Ruiwei; Guan, Yongpei Risk-averse two-stage stochastic program with distributional ambiguity. (English) Zbl 1455.90114 Oper. Res. 66, No. 5, 1390-1405 (2018). MSC: 90C15 90C17 PDFBibTeX XMLCite \textit{R. Jiang} and \textit{Y. Guan}, Oper. Res. 66, No. 5, 1390--1405 (2018; Zbl 1455.90114) Full Text: DOI
Postek, Krzysztof; Ben-Tal, Aharon; den Hertog, Dick; Melenberg, Bertrand Robust optimization with ambiguous stochastic constraints under mean and dispersion information. (English) Zbl 1455.90123 Oper. Res. 66, No. 3, 814-833 (2018). MSC: 90C17 90C15 PDFBibTeX XMLCite \textit{K. Postek} et al., Oper. Res. 66, No. 3, 814--833 (2018; Zbl 1455.90123) Full Text: DOI Link
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram Chebyshev inequalities for products of random variables. (English) Zbl 1433.60011 Math. Oper. Res. 43, No. 3, 887-918 (2018). MSC: 60E15 90C22 90C25 PDFBibTeX XMLCite \textit{N. Rujeerapaiboon} et al., Math. Oper. Res. 43, No. 3, 887--918 (2018; Zbl 1433.60011) Full Text: DOI arXiv
Ben-Ameur, Walid; Ouorou, Adam; Wang, Guanglei; Żotkiewicz, Mateusz Multipolar robust optimization. (English) Zbl 1430.90438 EURO J. Comput. Optim. 6, No. 4, 395-434 (2018). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C99 PDFBibTeX XMLCite \textit{W. Ben-Ameur} et al., EURO J. Comput. Optim. 6, No. 4, 395--434 (2018; Zbl 1430.90438) Full Text: DOI arXiv
Costa Santos, Marcio; Poss, Michael; Nace, Dritan A perfect information lower bound for robust lot-sizing problems. (English) Zbl 1411.90020 Ann. Oper. Res. 271, No. 2, 887-913 (2018). MSC: 90B05 90C59 90C05 90C15 PDFBibTeX XMLCite \textit{M. Costa Santos} et al., Ann. Oper. Res. 271, No. 2, 887--913 (2018; Zbl 1411.90020) Full Text: DOI HAL
Mohajerin Esfahani, Peyman; Kuhn, Daniel Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. (English) Zbl 1433.90095 Math. Program. 171, No. 1-2 (A), 115-166 (2018). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C25 90C47 PDFBibTeX XMLCite \textit{P. Mohajerin Esfahani} and \textit{D. Kuhn}, Math. Program. 171, No. 1--2 (A), 115--166 (2018; Zbl 1433.90095) Full Text: DOI arXiv Link
Gauvin, Charles; Delage, Erick; Gendreau, Michel A stochastic program with time series and affine decision rules for the reservoir management problem. (English) Zbl 1403.90672 Eur. J. Oper. Res. 267, No. 2, 716-732 (2018). MSC: 90C90 62M10 62M20 90C15 PDFBibTeX XMLCite \textit{C. Gauvin} et al., Eur. J. Oper. Res. 267, No. 2, 716--732 (2018; Zbl 1403.90672) Full Text: DOI
Xu, Huifu; Liu, Yongchao; Sun, Hailin Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods. (English) Zbl 1391.90449 Math. Program. 169, No. 2 (A), 489-529 (2018). MSC: 90C15 90C46 90C47 PDFBibTeX XMLCite \textit{H. Xu} et al., Math. Program. 169, No. 2 (A), 489--529 (2018; Zbl 1391.90449) Full Text: DOI
Karimi, Mehdi; Moazeni, Somayeh; Tunçel, Levent A utility theory based interactive approach to robustness in linear optimization. (English) Zbl 1400.90299 J. Glob. Optim. 70, No. 4, 811-842 (2018). MSC: 90C47 90C15 PDFBibTeX XMLCite \textit{M. Karimi} et al., J. Glob. Optim. 70, No. 4, 811--842 (2018; Zbl 1400.90299) Full Text: DOI arXiv
Bertsimas, Dimitris; Georghiou, Angelos Binary decision rules for multistage adaptive mixed-integer optimization. (English) Zbl 1391.90437 Math. Program. 167, No. 2 (A), 395-433 (2018). MSC: 90C15 90C11 PDFBibTeX XMLCite \textit{D. Bertsimas} and \textit{A. Georghiou}, Math. Program. 167, No. 2 (A), 395--433 (2018; Zbl 1391.90437) Full Text: DOI Link
Yanikoğlu, İhsan; Kuhn, Daniel Decision rule bounds for two-stage stochastic bilevel programs. (English) Zbl 1392.90086 SIAM J. Optim. 28, No. 1, 198-222 (2018). MSC: 90C11 90C15 90C34 PDFBibTeX XMLCite \textit{İ. Yanikoğlu} and \textit{D. Kuhn}, SIAM J. Optim. 28, No. 1, 198--222 (2018; Zbl 1392.90086) Full Text: DOI
Gauvin, Charles; Delage, Erick; Gendreau, Michel Decision rule approximations for the risk averse reservoir management problem. (English) Zbl 1403.90533 Eur. J. Oper. Res. 261, No. 1, 317-336 (2017). MSC: 90C15 90C90 PDFBibTeX XMLCite \textit{C. Gauvin} et al., Eur. J. Oper. Res. 261, No. 1, 317--336 (2017; Zbl 1403.90533) Full Text: DOI
Govindan, Kannan; Fattahi, Mohammad; Keyvanshokooh, Esmaeil Supply chain network design under uncertainty: a comprehensive review and future research directions. (English) Zbl 1380.90041 Eur. J. Oper. Res. 263, No. 1, 108-141 (2017). MSC: 90B06 90B50 90C15 PDFBibTeX XMLCite \textit{K. Govindan} et al., Eur. J. Oper. Res. 263, No. 1, 108--141 (2017; Zbl 1380.90041) Full Text: DOI
Zola, Enrica; Kassler, Andreas J. Optimising for energy or robustness? Trade-offs for VM consolidation in virtualized datacenters under uncertainty. (English) Zbl 1385.90019 Optim. Lett. 11, No. 8, 1571-1592 (2017). MSC: 90C11 90C15 90C47 90C90 PDFBibTeX XMLCite \textit{E. Zola} and \textit{A. J. Kassler}, Optim. Lett. 11, No. 8, 1571--1592 (2017; Zbl 1385.90019) Full Text: DOI Link
Pflug, Georg Ch.; Timonina-Farkas, Anna; Hochrainer-Stigler, Stefan Incorporating model uncertainty into optimal insurance contract design. (English) Zbl 1416.91216 Insur. Math. Econ. 73, 68-74 (2017). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{G. Ch. Pflug} et al., Insur. Math. Econ. 73, 68--74 (2017; Zbl 1416.91216) Full Text: DOI Link
Cheng, Jianqiang; Leung, Janny; Lisser, Abdel New reformulations of distributionally robust shortest path problem. (English) Zbl 1349.90808 Comput. Oper. Res. 74, 196-204 (2016). MSC: 90C35 90C15 90C22 PDFBibTeX XMLCite \textit{J. Cheng} et al., Comput. Oper. Res. 74, 196--204 (2016; Zbl 1349.90808) Full Text: DOI
Gourtani, Arash; Xu, Huifu; Pozo, David; Nguyen, Tri-Dung Robust unit commitment with \(n-1\) security criteria. (English) Zbl 1405.90062 Math. Methods Oper. Res. 83, No. 3, 373-408 (2016). MSC: 90B35 90B05 90C25 91B76 90C34 90C15 PDFBibTeX XMLCite \textit{A. Gourtani} et al., Math. Methods Oper. Res. 83, No. 3, 373--408 (2016; Zbl 1405.90062) Full Text: DOI
Sun, Hailin; Xu, Huifu Convergence analysis for distributionally robust optimization and equilibrium problems. (English) Zbl 1338.90288 Math. Oper. Res. 41, No. 2, 377-401 (2016). MSC: 90C15 90C31 PDFBibTeX XMLCite \textit{H. Sun} and \textit{H. Xu}, Math. Oper. Res. 41, No. 2, 377--401 (2016; Zbl 1338.90288) Full Text: DOI Link
Lorca, Álvaro; Sun, X. Andy; Litvinov, Eugene; Zheng, Tongxin Multistage adaptive robust optimization for the unit commitment problem. (English) Zbl 1338.90453 Oper. Res. 64, No. 1, 32-51 (2016). MSC: 90C47 90C15 90C90 PDFBibTeX XMLCite \textit{Á. Lorca} et al., Oper. Res. 64, No. 1, 32--51 (2016; Zbl 1338.90453) Full Text: DOI Link
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram \(K\)-adaptability in two-stage robust binary programming. (English) Zbl 1329.90164 Oper. Res. 63, No. 4, 877-891 (2015). MSC: 90C47 90C09 90C15 PDFBibTeX XMLCite \textit{G. A. Hanasusanto} et al., Oper. Res. 63, No. 4, 877--891 (2015; Zbl 1329.90164) Full Text: DOI
Wang, Xuan; Zhang, Jiawei Process flexibility: a distribution-free bound on the performance of \(k\)-chain. (English) Zbl 1377.90023 Oper. Res. 63, No. 3, 555-571 (2015). MSC: 90B30 90B05 90C15 90C22 PDFBibTeX XMLCite \textit{X. Wang} and \textit{J. Zhang}, Oper. Res. 63, No. 3, 555--571 (2015; Zbl 1377.90023) Full Text: DOI
Georghiou, Angelos; Wiesemann, Wolfram; Kuhn, Daniel Generalized decision rule approximations for stochastic programming via liftings. (English) Zbl 1327.90152 Math. Program. 152, No. 1-2 (A), 301-338 (2015). MSC: 90C15 PDFBibTeX XMLCite \textit{A. Georghiou} et al., Math. Program. 152, No. 1--2 (A), 301--338 (2015; Zbl 1327.90152) Full Text: DOI Link
Hanasusanto, Grani A.; Kuhn, Daniel; Wallace, Stein W.; Zymler, Steve Distributionally robust multi-item newsvendor problems with multimodal demand distributions. (English) Zbl 1327.90153 Math. Program. 152, No. 1-2 (A), 1-32 (2015). MSC: 90C15 90C22 PDFBibTeX XMLCite \textit{G. A. Hanasusanto} et al., Math. Program. 152, No. 1--2 (A), 1--32 (2015; Zbl 1327.90153) Full Text: DOI
Desmettre, Sascha; Korn, Ralf; Ruckdeschel, Peter; Seifried, Frank Thomas Robust worst-case optimal investment. (English) Zbl 1317.93269 OR Spectrum 37, No. 3, 677-701 (2015). MSC: 93E20 91G10 62C20 62P05 PDFBibTeX XMLCite \textit{S. Desmettre} et al., OR Spectrum 37, No. 3, 677--701 (2015; Zbl 1317.93269) Full Text: DOI
Analui, Bita; Pflug, Georg Ch. On distributionally robust multiperiod stochastic optimization. (English) Zbl 1328.90089 Comput. Manag. Sci. 11, No. 3, 197-220 (2014). MSC: 90C15 90C47 90C90 90B05 PDFBibTeX XMLCite \textit{B. Analui} and \textit{G. Ch. Pflug}, Comput. Manag. Sci. 11, No. 3, 197--220 (2014; Zbl 1328.90089) Full Text: DOI Link
Gabrel, Virginie; Murat, Cécile; Thiele, Aurélie Recent advances in robust optimization: an overview. (English) Zbl 1305.90390 Eur. J. Oper. Res. 235, No. 3, 471-483 (2014). MSC: 90C31 90B05 90B06 90B22 90C15 91B06 91B30 PDFBibTeX XMLCite \textit{V. Gabrel} et al., Eur. J. Oper. Res. 235, No. 3, 471--483 (2014; Zbl 1305.90390) Full Text: DOI
Souyris, Sebastián; Cortés, Cristián E.; Ordóñez, Fernando; Weintraub, Andres A robust optimization approach to dispatching technicians under stochastic service times. (English) Zbl 1280.90025 Optim. Lett. 7, No. 7, 1549-1568 (2013). MSC: 90B22 90B06 90C15 PDFBibTeX XMLCite \textit{S. Souyris} et al., Optim. Lett. 7, No. 7, 1549--1568 (2013; Zbl 1280.90025) Full Text: DOI Link
Rocha, Paula; Kuhn, Daniel A polynomial-time solution scheme for quadratic stochastic programs. (English) Zbl 1272.90039 J. Optim. Theory Appl. 158, No. 2, 576-589 (2013). MSC: 90C15 90C20 PDFBibTeX XMLCite \textit{P. Rocha} and \textit{D. Kuhn}, J. Optim. Theory Appl. 158, No. 2, 576--589 (2013; Zbl 1272.90039) Full Text: DOI
Scutellà, Maria Grazia; Recchia, Raffaella Robust portfolio asset allocation and risk measures. (English) Zbl 1269.91081 Ann. Oper. Res. 204, 145-169 (2013). MSC: 91G10 90C15 PDFBibTeX XMLCite \textit{M. G. Scutellà} and \textit{R. Recchia}, Ann. Oper. Res. 204, 145--169 (2013; Zbl 1269.91081) Full Text: DOI
Zymler, Steve; Kuhn, Daniel; Rustem, Berç Distributionally robust joint chance constraints with second-order moment information. (English) Zbl 1286.90103 Math. Program. 137, No. 1-2 (A), 167-198 (2013). Reviewer: Antanas Žilinskas (Vilnius) MSC: 90C15 90C22 PDFBibTeX XMLCite \textit{S. Zymler} et al., Math. Program. 137, No. 1--2 (A), 167--198 (2013; Zbl 1286.90103) Full Text: DOI Link
Vayanos, Phebe; Kuhn, Daniel; Rustem, Berç A constraint sampling approach for multi-stage robust optimization. (English) Zbl 1244.93097 Automatica 48, No. 3, 459-471 (2012). MSC: 93C57 93C40 93E03 PDFBibTeX XMLCite \textit{P. Vayanos} et al., Automatica 48, No. 3, 459--471 (2012; Zbl 1244.93097) Full Text: DOI
Agrawal, Shipra; Ding, Yichuan; Saberi, Amin; Ye, Yinyu Price of correlations in stochastic optimization. (English) Zbl 1242.90140 Oper. Res. 60, No. 1, 150-162 (2012). MSC: 90C15 PDFBibTeX XMLCite \textit{S. Agrawal} et al., Oper. Res. 60, No. 1, 150--162 (2012; Zbl 1242.90140) Full Text: DOI
Xu, Huan; Caramanis, Constantine; Mannor, Shie A distributional interpretation of robust optimization. (English) Zbl 1243.90167 Math. Oper. Res. 37, No. 1, 95-110 (2012). MSC: 90C15 PDFBibTeX XMLCite \textit{H. Xu} et al., Math. Oper. Res. 37, No. 1, 95--110 (2012; Zbl 1243.90167) Full Text: DOI arXiv
Goh, Joel; Sim, Melvyn Robust optimization made easy with ROME. (English) Zbl 1235.90107 Oper. Res. 59, No. 4, 973-985 (2011). MSC: 90C15 90B05 PDFBibTeX XMLCite \textit{J. Goh} and \textit{M. Sim}, Oper. Res. 59, No. 4, 973--985 (2011; Zbl 1235.90107) Full Text: DOI Link
Goh, Joel; Sim, Melvyn Distributionally robust optimization and its tractable approximations. (English) Zbl 1228.90067 Oper. Res. 58, No. 4, Part 1, 902-917 (2010). MSC: 90C15 90C05 90C25 PDFBibTeX XMLCite \textit{J. Goh} and \textit{M. Sim}, Oper. Res. 58, No. 4, Part 1, 902--917 (2010; Zbl 1228.90067) Full Text: DOI