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Search: subject:"Distributionally Robust Optimization"
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Robust statistics
230
Robustes Verfahren
230
Mathematical programming
200
Mathematische Optimierung
200
Theorie
194
Theory
194
Distributionally robust optimization
132
distributionally robust optimization
100
Stochastic process
39
Stochastischer Prozess
39
Scheduling problem
36
Scheduling-Verfahren
36
Decision under uncertainty
35
Entscheidung unter Unsicherheit
35
Lieferkette
34
Supply chain
34
Statistical distribution
33
Statistische Verteilung
33
Inventory model
31
Lagerhaltungsmodell
31
Risiko
28
Risk
28
Algorithm
24
Algorithmus
24
Tourenplanung
20
Vehicle routing problem
20
Wasserstein distance
20
Wasserstein metric
20
Portfolio selection
18
Ganzzahlige Optimierung
17
Integer programming
17
Portfolio-Management
17
Risikomaß
17
Risk measure
17
Humanitarian aid
16
Humanitäre Hilfe
16
Optimization
16
Decomposition method
15
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15
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15
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Undetermined
230
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25
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246
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9
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English
253
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Kuhn, Daniel
15
Delage, Erick
11
Wiesemann, Wolfram
11
Chen, Zhi
8
Shehadeh, Karmel S.
7
Yang, Lixing
7
Jiang, Ruiwei
6
Long, Daniel Zhuoyu
6
Pei, Zhi
6
Shen, Siqian
6
Yang, Kai
6
Zhang, Lianmin
6
Cui, Zheng
5
Hanasusanto, Grani A.
5
Lam, Henry
5
Lu, Haimin
5
Nguyen, Viet Anh
5
Wang, Dujuan
5
Wang, Shanshan
5
Zhang, Yiling
5
Zhu, Ning
5
Agra, Agostinho
4
Blanchet, Jose
4
Cheng, T. C. E.
4
Gao, Rui
4
Luo, Zunhao
4
Ma, Shoufeng
4
Rodrigues, Filipe
4
Sim, Melvyn
4
Song, Shiji
4
Yin, Yunqiang
4
Zhang, Yu
4
Adulyasak, Yossiri
3
Arvanitis, Stelios
3
Chen, Qingxin
3
Ding, Jian-Ya
3
Ding, Jianpeng
3
Dong, Jianjun
3
Gao, Ziyou
3
He, Qiao-Chu
3
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European journal of operational research : EJOR
38
Operations research
36
Computers & operations research : an international journal
26
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
13
Computers & operations research : and their applications to problems of world concern ; an international journal
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Operations research letters
11
Omega : the international journal of management science
10
Transportation research : an international journal
9
Manufacturing & service operations management : M & SOM
8
Transportation research / E : an international journal
8
INFORMS journal on optimization
6
International transactions in operational research : a journal of the International Federation of Operational Research Societies
6
Les cahiers du GERAD
6
Mathematics of operations research
6
Production and operations management : the flagship research journal of the Production and Operations Management Society
6
INFORMS journal on computing : JOC
4
Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research
4
Quantitative finance
4
International journal of production economics
3
Operations Research Perspectives
2
Operations research perspectives
2
Queen's Economics Department working paper
2
Top : an official journal of the Spanish Society of Statistics and Operations Research
2
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
2
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
1
Asia-Pacific Journal of Operational Research (APJOR)
1
Computational Management Science : CMS
1
Computational management science
1
Decision sciences
1
Dynamic games and applications : DGA
1
EURO journal on computational optimization
1
Group decision and negotiation
1
Health care management science : a new journal serving the international health care management community
1
Journal of Global Optimization
1
Journal of the Operational Research Society
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
OR spectrum : quantitative approaches in management
1
Production and operations management : an international journal of the Production and Operations Management Society
1
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ECONIS (ZBW)
250
EconStor
3
RePEc
2
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231
Distributionally robust single machine scheduling with the total tardiness criterion
Niu, Shengsheng
;
Song, Shiji
;
Ding, Jian-Ya
;
Zhang, Yuli
; …
- In:
Computers & operations research : and their …
101
(
2019
),
pp. 13-28
Persistent link: https://www.econbiz.de/10011947880
Saved in:
232
Optimal uncertainty size in distributionally robust inverse covariance estimation
Blanchet, Jose
;
Si, Nian
- In:
Operations research letters
47
(
2019
)
6
,
pp. 618-621
Persistent link: https://www.econbiz.de/10012131899
Saved in:
233
Decomposition algorithm for
distributionally
robust
optimization
using Wasserstein metric with an application to a class of regression models
Luo, Fengqiao
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
278
(
2019
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10012102588
Saved in:
234
Controlling risk and demand ambiguity in newsvendor models
Rahimian, Hamed
;
Bayraksan, Güzin
;
Homem-de-Mello, Tito
- In:
European journal of operational research : EJOR
279
(
2019
)
3
,
pp. 854-868
Persistent link: https://www.econbiz.de/10012102786
Saved in:
235
Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
Kang, Zhilin
;
Li, Xun
;
Li, Zhongfei
;
Zhu, Shushang
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 105-121
Persistent link: https://www.econbiz.de/10012194623
Saved in:
236
Wasserstein distance and the distributionally robust TSP
Carlsson, John Gunnar
;
Behroozi, Mehdi
;
Mihic, Kresimir
- In:
Operations research
66
(
2018
)
6
,
pp. 1603-1624
Persistent link: https://www.econbiz.de/10011971670
Saved in:
237
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
Xu, Guanglin
;
Burer, Samuel
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011860879
Saved in:
238
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia
;
Chen, Zhiping
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
Saved in:
239
Robust adaptive routing under uncertainty
Flajolet, Arthur
;
Blandin, Sébastien
;
Jaillet, Patrick
- In:
Operations research
66
(
2018
)
1
,
pp. 210-229
Persistent link: https://www.econbiz.de/10011818621
Saved in:
240
Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
Hanasusanto, Grani A.
;
Kuhn, Daniel
- In:
Operations research
66
(
2018
)
3
,
pp. 849-869
Persistent link: https://www.econbiz.de/10011884332
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