Related references
Note: Only part of the references are listed.Ambiguous risk constraints with moment and unimodality information
Bowen Li et al.
MATHEMATICAL PROGRAMMING (2019)
A Distributionally Robust Optimization Model for Real-Time Power Dispatch in Distribution Networks
Yue Yang et al.
IEEE TRANSACTIONS ON SMART GRID (2019)
Distributionally robust single machine scheduling with the total tardiness criterion
Shengsheng Niu et al.
COMPUTERS & OPERATIONS RESEARCH (2019)
Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
Huifu Xu et al.
MATHEMATICAL PROGRAMMING (2018)
Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
Peyman Mohajerin Esfahani et al.
MATHEMATICAL PROGRAMMING (2018)
Robust sample average approximation
Dimitris Bertsimas et al.
MATHEMATICAL PROGRAMMING (2018)
Data-driven robust optimization
Dimitris Bertsimas et al.
MATHEMATICAL PROGRAMMING (2018)
Risk-Based Distributionally Robust Optima Power Flow With Dynamic Line Rating
Cheng Wang et al.
IEEE TRANSACTIONS ON POWER SYSTEMS (2018)
Kullback-Leibler divergence-based distributionally robust optimisation model for heat pump day-ahead operational schedule to improve PV integration
Zihao Li et al.
IET GENERATION TRANSMISSION & DISTRIBUTION (2018)
Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Grani A. Hanasusanto et al.
OPERATIONS RESEARCH (2018)
Robust empirical optimization is almost the same as mean-variance optimization
Jun-ya Gotoh et al.
OPERATIONS RESEARCH LETTERS (2018)
Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks
Yiling Zhang et al.
OPTIMIZATION LETTERS (2018)
DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH PRINCIPAL COMPONENT ANALYSIS
Jianqiang Cheng et al.
SIAM JOURNAL ON OPTIMIZATION (2018)
Data-Driven Distributionally Robust Optimal Power Flow for Distribution Systems
Robert Mieth et al.
IEEE CONTROL SYSTEMS LETTERS (2018)
New reformulations of distributionally robust shortest path problem
Jianqiang Cheng et al.
COMPUTERS & OPERATIONS RESEARCH (2016)
Likelihood robust optimization for data-driven problems
Zizhuo Wang et al.
COMPUTATIONAL MANAGEMENT SCIENCE (2016)
DISTRIBUTIONALLY ROBUST STOCHASTIC KNAPSACK PROBLEM
Jianqiang Cheng et al.
SIAM JOURNAL ON OPTIMIZATION (2014)
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
Aharon Ben-Tal et al.
MANAGEMENT SCIENCE (2013)
TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION
Karthik Natarajan et al.
MATHEMATICAL FINANCE (2010)
Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
Dimitris Bertsimas et al.
MATHEMATICS OF OPERATIONS RESEARCH (2010)
Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
Erick Delage et al.
OPERATIONS RESEARCH (2010)
Ambiguous chance constrained problems and robust optimization
E Erdogan et al.
MATHEMATICAL PROGRAMMING (2006)