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 …

Distributionally robust stochastic optimization with Wasserstein distance

R Gao, A Kleywegt - Mathematics of Operations Research, 2023 - pubsonline.informs.org
Distributionally robust stochastic optimization (DRSO) is an approach to optimization under
uncertainty in which, instead of assuming that there is a known true underlying probability …

Data-driven chance constrained programs over Wasserstein balls

Z Chen, D Kuhn, W Wiesemann - Operations Research, 2024 - pubsonline.informs.org
We provide an exact deterministic reformulation for data-driven, chance-constrained
programs over Wasserstein balls. For individual chance constraints as well as joint chance …

On-time last-mile delivery: Order assignment with travel-time predictors

S Liu, L He, ZJ Max Shen - Management Science, 2021 - pubsonline.informs.org
We study how delivery data can be applied to improve the on-time performance of last-mile
delivery services. Motivated by the delivery operations and data of a food delivery service …

Finite-sample guarantees for Wasserstein distributionally robust optimization: Breaking the curse of dimensionality

R Gao - Operations Research, 2023 - pubsonline.informs.org
Wasserstein distributionally robust optimization (DRO) aims to find robust and generalizable
solutions by hedging against data perturbations in Wasserstein distance. Despite its recent …

Data-driven distributionally robust capacitated facility location problem

A Saif, E Delage - European Journal of Operational Research, 2021 - Elsevier
We study a distributionally robust version of the classical capacitated facility location
problem with a distributional ambiguity set defined as a Wasserstein ball around an …

Smart urban transport and logistics: A business analytics perspective

L He, S Liu, ZJM Shen - Production and Operations …, 2022 - journals.sagepub.com
New technologies and innovative business models are leading to connected, shared,
autonomous, and electric solutions for the tomorrow of urban transport and logistics (UTL) …

The distributionally robust chance-constrained vehicle routing problem

S Ghosal, W Wiesemann - Operations Research, 2020 - pubsonline.informs.org
We study a variant of the capacitated vehicle routing problem (CVRP), which asks for the
cost-optimal delivery of a single product to geographically dispersed customers through a …

Optimization of teleconsultation appointment scheduling in national telemedicine center of China

M Wan, N Shukla, J Li, B Pradhan - Computers & Industrial Engineering, 2023 - Elsevier
Teleconsultation service plays an important role in the Chinese healthcare service provision
especially during the period of the COVID-19 pandemic. We propose a two-stage …

Confidence regions in Wasserstein distributionally robust estimation

J Blanchet, K Murthy, N Si - Biometrika, 2022 - academic.oup.com
Estimators based on Wasserstein distributionally robust optimization are obtained as
solutions of min-max problems in which the statistician selects a parameter minimizing the …