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  • Search: subject:"Distributionally robust optimization"
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Year of publication
Subject
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Robust statistics 222 Robustes Verfahren 222 Mathematical programming 193 Mathematische Optimierung 193 Theorie 189 Theory 189 Distributionally robust optimization 130 distributionally robust optimization 96 Stochastic process 37 Stochastischer Prozess 37 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 29 Lagerhaltungsmodell 29 Risiko 28 Risk 28 Algorithm 22 Algorithmus 22 Tourenplanung 20 Vehicle routing problem 20 Wasserstein metric 20 Wasserstein distance 19 Ganzzahlige Optimierung 17 Integer programming 17 Risikomaß 17 Risk measure 17 Humanitarian aid 16 Humanitäre Hilfe 16 Portfolio selection 16 Portfolio-Management 15 Decomposition method 14 Dekompositionsverfahren 14 Estimation theory 13 Optimization 13
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Online availability
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Undetermined 224 Free 23 CC license 2
Type of publication
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Article 239 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 235 Aufsatz in Zeitschrift 235 Working Paper 8 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 245 Undetermined 2
Author
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Kuhn, Daniel 14 Wiesemann, Wolfram 11 Delage, Erick 10 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 Lu, Haimin 5 Wang, Dujuan 5 Zhang, Yiling 5 Zhu, Ning 5 Agra, Agostinho 4 Blanchet, Jose 4 Cheng, T. C. E. 4 Gao, Rui 4 Lam, Henry 4 Luo, Zunhao 4 Ma, Shoufeng 4 Rodrigues, Filipe 4 Sim, Melvyn 4 Song, Shiji 4 Wang, Shanshan 4 Yin, Yunqiang 4 Zhang, Yu 4 Adulyasak, Yossiri 3 Chen, Qingxin 3 Ding, Jian-Ya 3 Ding, Jianpeng 3 Dong, Jianjun 3 Gao, Ziyou 3 He, Qiao-Chu 3 Hertog, Dirk den 3 Ji, Ran 3
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Published in...
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European journal of operational research : EJOR 38 Operations research 32 Computers & operations research : an international journal 25 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 5 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 2 Operations Research Perspectives 2 Operations research perspectives 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 Queen's Economics Department working paper 1
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Source
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ECONIS (ZBW) 242 EconStor 3 RePEc 2
Showing 241 - 247 of 247
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New reformulations of distributionally robust shortest path problem
Cheng, Jianqiang; Leung, Janny; Lisser, Abdel - In: Computers & operations research : and their … 74 (2016), pp. 196-204
Persistent link: https://www.econbiz.de/10011514243
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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Robust unit commitment with n-1 security criteria
Goutani, Arash; Xu, Huifu; Pozo, David; Tri-Dung Nguyen - In: Mathematical methods of operations research 83 (2016) 3, pp. 373-408
Persistent link: https://www.econbiz.de/10011673675
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Distributionally robust optimization of two-stage lot-sizing problems
Zhang, Yuli; Shen, Zuo-Jun; Song, Shiji - In: Production and operations management : an international … 25 (2016) 12, pp. 2116-2131
Persistent link: https://www.econbiz.de/10011628239
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Safe Approximations for Distributionally Robust Joint Chance Constrained Program
Wu, Chenchen; Xu, Dachuan; Zhang, Jiawei - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540004-1
In this paper, we present a bilinear second-order cone programming safe approximation for the distributionally robust chance constrained program (DRCCP), assuming that the support of the uncertain parameters, and the first and second marginal moments of the probability with respect to the...
Persistent link: https://www.econbiz.de/10011278986
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Robustness to dependency in portfolio optimization using overlapping marginals
Doan, Xuan Vinh; Li, Xiaobo; Natarajan, Karthik - In: Operations research 63 (2015) 6, pp. 1468-1488
Persistent link: https://www.econbiz.de/10011422605
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Portfolio selection under model uncertainty: a penalized moment-based optimization approach
Li, Jonathan; Kwon, Roy - In: Journal of Global Optimization 56 (2013) 1, pp. 131-164
of the model. Based on the concept of Distributionally Robust Optimization (DRO), we introduce a new penalty framework …
Persistent link: https://www.econbiz.de/10010634255
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