Distributionally robust optimization: A review
H Rahimian, S Mehrotra - arXiv preprint arXiv:1908.05659, 2019 - arxiv.org
The concepts of risk-aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. Statistical learning community has also …
have developed significantly over the last decade. Statistical learning community has also …
Frameworks and results in distributionally robust optimization
H Rahimian, S Mehrotra - Open Journal of Mathematical Optimization, 2022 - numdam.org
The concepts of risk aversion, chance-constrained optimization, and robust optimization
have developed significantly over the last decade. The statistical learning community has …
have developed significantly over the last decade. The statistical learning community has …
Supermodularity in two-stage distributionally robust optimization
In this paper, we solve a class of two-stage distributionally robust optimization problems that
have the property of supermodularity. We exploit the explicit worst case expectation of …
have the property of supermodularity. We exploit the explicit worst case expectation of …
On finite adaptability in two-stage distributionally robust optimization
In many real applications, practitioners prefer policies that are interpretable and easy to
implement. This tendency is magnified in sequential decision-making settings. In this paper …
implement. This tendency is magnified in sequential decision-making settings. In this paper …
Two-stage distributionally robust optimization for joint system design and maintenance scheduling in high-consequence systems
The failures of high-consequence systems can cause serious harm to humans, including
loss of human health, life security, finance, and even social chaos. To protect high …
loss of human health, life security, finance, and even social chaos. To protect high …
Stochastic runway scheduling problem with partial distribution information of random parameters
Air traffic flow management is one of the most important operations in terminal airports
heavily relying on advanced intelligence transportation techniques. This work considers a …
heavily relying on advanced intelligence transportation techniques. This work considers a …
[PDF][PDF] On the Trade-Off Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties
MY Tsanga, KS Shehadeha - optimization-online.org
We propose and analyze a new data-driven trade-off (TRO) approach for modeling
uncertainty that serves as a middle ground between the optimistic approach, which adopts a …
uncertainty that serves as a middle ground between the optimistic approach, which adopts a …
Data-Driven Stochastic Programming Approach for Personnel Scheduling in Retailing
M Liu, B Liang - 2019 16th International Conference on Service …, 2019 - ieeexplore.ieee.org
This work studies a personnel scheduling problem considering uncertainty demand (ie,
customer traffic) in retailing. Stochastic employee scheduling comprises two stages, the here …
customer traffic) in retailing. Stochastic employee scheduling comprises two stages, the here …
[图书][B] Optimization under Structural Properties: Applications in Operations Management
A Zhang - 2021 - search.proquest.com
The study of structural properties, such as linearity, convexity (concavity), supermodularity
(submodularity) and monotonicity of a function, have been an important part in the …
(submodularity) and monotonicity of a function, have been an important part in the …