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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

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

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

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

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

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

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

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

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

Regret in the Newsvendor Model with Demand and Yield Randomness

Chen, Zhi; Xie, Weijun - 2021

We study the fundamental stochastic newsvendor model that considers both demand and yield randomness. It is usually difficult in practice to describe precisely the joint demand and yield distribution, although partial statistical information and empirical data about this ambiguous distribution...

Persistent link: https://www.econbiz.de/10013238112