Search Results - subject:"distributionally robust"

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

Mitigating optimistic bias in entropic risk estimation and optimization with an application to insurance

Sadana, Utsav; Delage, Erick; Georghiou, Angelos - 2024

Persistent link: https://www.econbiz.de/10015190378

Handling uncertainty in the quay crane scheduling problem : a unified distributionally robust decision model

Rodrigues, Filipe; Agra, Agostinho - In: International transactions in operational research : a … 31 (2024) 2, pp. 721-748

Persistent link: https://www.econbiz.de/10014441121

Distributionally robust scheduling of stochastic knapsack arrivals

Bos, Hayo; Boucherie, Richard J.; Hans, Erwin W.; … - In: Computers & operations research : an international journal 167 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014565010

Distributionally robust optimization for the multi-period multi-item lot-sizing problems under yield uncertainty

Metzker Soares, Paula; Thevenin, Simon; Adulyasak, Yossiri - 2024

Persistent link: https://www.econbiz.de/10014483395

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 …

Persistent link: https://www.econbiz.de/10015372647

Pricing under asymmetry and ambiguity

Dokka, Trivikram; SenGupta, Sonali - 2023

Robust pricing models often suffer from being overly conservative. This is due to lack of asymmetry information within the set of possible valuation distributions. However, even when information on asymmetry is available incorporating it within pricing models makes the characterization of...

Persistent link: https://www.econbiz.de/10014320031

Coordinated replenishment game and learning under time dependency and uncertainty of the parameters

Ramirez, Stefanny; Brandenburg, Laurence H. van; Bauso, … - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 326-352

Persistent link: https://www.econbiz.de/10014225796

Pricing under asymmetry and ambiguity

Dokka, Trivikram; Gupta, Sonali Sen - 2023

Persistent link: https://www.econbiz.de/10014328677

From share of choice to buyers' welfare maximization : bridging the gap through distributionally robust optimization

Liu, Maoqi; Zheng, Li; Changchun, Liu; Zhang, Zhi-Hai - In: Production and operations management : the flagship … 32 (2023) 4, pp. 1205-1222

Persistent link: https://www.econbiz.de/10014266265