Search Results - subject:"Distributionally robust optimization"

Norm constrained empirical portfolio optimization with stochastic dominance: Robust optimization non-asymptotics

Arvanitis, Stelios - 2025

The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...

Persistent link: https://www.econbiz.de/10015434317

The berth allocation problem in bulk terminals under uncertainty

Rodrigues, Filipe - In: Operations Research Perspectives 14 (2025), pp. 1-14

distributionally robust optimization (DRO) model for the BAP in bulk terminals, where the probability distribution of the arrival times …

Persistent link: https://www.econbiz.de/10015455445

A distributionally robust optimization strategy for virtual bidding in two-settlement electricity markets

Audet, Xavier; Qako, Kliti; Lesage-Landry, Antoine - 2025

Persistent link: https://www.econbiz.de/10015386862

Robust and Distributionally Robust Shortest Path problems : a survey

Filippi, Carlo; Maggioni, Francesca; Speranza, Maria Grazia - In: Computers & operations research : an international journal 182 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015434007

Adjusted distributionally robust bounds on expected loss functions

Merzifonluoğlu, Yasemin; Geunes, Joseph - In: Computers & operations research : an international journal 181 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015433712

Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

Persistent link: https://www.econbiz.de/10015194229

Two-stage distributionally robust optimization with a finite support

Agra, Agostinho - In: Computers & operations research : an international journal 183 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015460100

The berth allocation problem in bulk terminals under uncertainty

Rodrigues, Filipe - In: Operations research perspectives 14 (2025), pp. 1-14

distributionally robust optimization (DRO) model for the BAP in bulk terminals, where the probability distribution of the arrival times …

Persistent link: https://www.econbiz.de/10015433597

Distributional robustness based on Wasserstein-metric approach for humanitarian logistics problem under road disruptions

Gao, Yingying; Ding, Xianghai; Yu, Wuyang - In: Operations Research Perspectives 13 (2024), pp. 1-15

relief items. Herein, we propose a two-stage programming model utilizing the distributionally robust optimization (DRO … traditional robust model. Furthermore, we offer managerial insights based on the application of distributionally robust … optimization methodology in humanitarian logistics. …

Persistent link: https://www.econbiz.de/10015455396

Wind farm layout optimization under uncertainty

Agra, Agostinho; Cerveira, Adelaide - In: Top : an official journal of the Spanish Society of … 32 (2024) 2, pp. 202-223

Persistent link: https://www.econbiz.de/10015187735