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Mathematical programming
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distributionally robust optimization
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Chen, Zhi
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Sim, Melvyn
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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
3
Operations research
2
Computers & operations research : an international journal
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research letters
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
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2
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
Saved in:
3
Robust stochastic optimization made easy with RSOME
Chen, Zhi
;
Sim, Melvyn
;
Xiong, Peng
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3329-3339
Persistent link: https://www.econbiz.de/10012289134
Saved in:
4
Distributionally robust hub location
Wang, Shuming
;
Chen, Zhi
;
Liu, Tianqi
- In:
Transportation science : a journal of the Institute for …
54
(
2020
)
5
,
pp. 1189-1210
Persistent link: https://www.econbiz.de/10012294359
Saved in:
5
Technical note: data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research
72
(
2024
)
1
,
pp. 410-424
Persistent link: https://www.econbiz.de/10014505137
Saved in:
6
RSOME in Python : an open-source package for robust stochastic optimization made easy
Chen, Zhi
;
Xiong, Peng
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
4
,
pp. 717-724
Persistent link: https://www.econbiz.de/10014328059
Saved in:
7
Optimal-transport satisficing with applications to capacitated hub location
Hu, Jie
;
Liu, Tianqi
;
Chen, Zhi
;
Wang, Shuming
- In:
Computers & operations research : an international journal
165
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014563104
Saved in:
8
Adjustable distributionally robust optimization with infinitely constrained ambiguity sets
Ruan, Haolin
;
Chen, Zhi
;
Ho, Chin Pang
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
5
,
pp. 1002-1023
Persistent link: https://www.econbiz.de/10014422731
Saved in:
9
Globalized distributionally robust counterpart
Liu, Feng
;
Chen, Zhi
;
Wang, Shuming
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
5
,
pp. 1120-1142
Persistent link: https://www.econbiz.de/10014423011
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