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  • Search: subject:"Distributionally Robust Optimization"
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Year of publication
Subject
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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 Dekompositionsverfahren 15 Estimation theory 15
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Online availability
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Undetermined 230 Free 25 CC license 2
Type of publication
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Article 246 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 242 Aufsatz in Zeitschrift 242 Working Paper 9 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 253 Undetermined 2
Author
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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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Published in...
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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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Source
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ECONIS (ZBW) 250 EconStor 3 RePEc 2
Showing 231 - 240 of 255
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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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