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  • Search: subject:"distributionally robust optimization"
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Year of publication
Subject
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Robust statistics 198 Robustes Verfahren 198 Mathematical programming 166 Mathematische Optimierung 166 Theorie 166 Theory 166 Distributionally robust optimization 113 distributionally robust optimization 85 Stochastic process 33 Stochastischer Prozess 33 Lieferkette 31 Supply chain 31 Scheduling problem 29 Scheduling-Verfahren 29 Statistical distribution 29 Statistische Verteilung 29 Decision under uncertainty 28 Entscheidung unter Unsicherheit 28 Inventory model 27 Lagerhaltungsmodell 27 Risiko 25 Risk 25 Algorithm 19 Algorithmus 19 Tourenplanung 18 Vehicle routing problem 18 Wasserstein metric 18 Ganzzahlige Optimierung 16 Integer programming 16 Wasserstein distance 16 Humanitarian aid 15 Humanitäre Hilfe 15 Risikomaß 15 Risk measure 15 Portfolio selection 14 Portfolio-Management 13 Estimation theory 12 Lagermanagement 12 Schätztheorie 12 Warehouse management 12
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Online availability
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Undetermined 196 Free 16 CC license 1
Type of publication
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Article 205 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 203 Aufsatz in Zeitschrift 203 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Working Paper 7 Conference paper 1 Konferenzbeitrag 1
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Language
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English 210 Undetermined 2
Author
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Kuhn, Daniel 13 Delage, Erick 10 Wiesemann, Wolfram 10 Chen, Zhi 8 Shen, Siqian 6 Yang, Kai 6 Yang, Lixing 6 Zhang, Lianmin 6 Hanasusanto, Grani A. 5 Long, Daniel Zhuoyu 5 Pei, Zhi 5 Shehadeh, Karmel S. 5 Zhang, Yiling 5 Blanchet, Jose 4 Cui, Zheng 4 Jiang, Ruiwei 4 Lam, Henry 4 Lu, Haimin 4 Sim, Melvyn 4 Song, Shiji 4 Wang, Dujuan 4 Wang, Shanshan 4 Zhang, Yu 4 Adulyasak, Yossiri 3 Cheng, T. C. E. 3 Ding, Jian-Ya 3 Ding, Jianpeng 3 Dong, Jianjun 3 Gao, Rui 3 Gao, Ziyou 3 Ji, Ran 3 Lejeune, Miguel A. 3 Li, Hongming 3 Luo, Zunhao 3 Ma, Shoufeng 3 Mehrotra, Sanjay 3 Mohajerin Esfahani, Peyman 3 Natarajan, Karthik 3 Qiu, Ruozhen 3 Saif, Ahmed 3
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Published in...
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European journal of operational research : EJOR 35 Operations research 26 Computers & operations research : an international journal 18 Computers & operations research : and their applications to problems of world concern ; an international journal 12 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 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 / E : an international journal 8 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 INFORMS journal on optimization 5 Manufacturing & service operations management : M & SOM 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 Production and operations management : the flagship research journal of the Production and Operations Management Society 3 Transportation research : an international journal 3 International journal of production economics 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 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 Operations research perspectives 1 Production and operations management : an international journal of the Production and Operations Management Society 1 Queen's Economics Department working paper 1 Transportation science 1
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Source
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ECONIS (ZBW) 210 RePEc 2
Showing 181 - 190 of 212
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Disruption risk mitigation in supply chains : the risk exposure index revisited
Gao, Sarah Yini; Simchi-Levi, David; Teo, Chung-Piaw; … - In: Operations research 67 (2019) 3, pp. 831-852
Persistent link: https://www.econbiz.de/10012040294
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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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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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Distributionally robust optimization with infinitely constrained ambiguity sets
Chen, Zhi; Sim, Melvyn; Xu, Huan - In: Operations research 67 (2019) 5, pp. 1328-1344
Persistent link: https://www.econbiz.de/10012107779
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Optimization-based calibration of simulation input models
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382
Persistent link: https://www.econbiz.de/10012107785
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Quantifying distributional model risk via optimal transport
Blanchet, Jose; Murthy, Karthyek - In: Mathematics of operations research 44 (2019) 2, pp. 565-600
Persistent link: https://www.econbiz.de/10012028635
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Recovering best statistical guarantees via the empirical divergence-based distributionally robust optimization
Lam, Henry - In: Operations research 67 (2019) 4, pp. 1090-1105
Persistent link: https://www.econbiz.de/10012062921
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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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Distributionally robust optimization with correlated data from vector autoregressive processes
Dou, Xialiang; Anitescu, Mihai - In: Operations research letters 47 (2019) 4, pp. 294-299
Persistent link: https://www.econbiz.de/10012103267
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