Results 11 to 20 of about 26 (26)

Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management

SIAM Journal on Optimization, 2023
Haoxiang Yang
exaly  

Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets

SIAM Journal on Optimization, 2022
Archis Ghate
exaly  

Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats

SIAM Journal on Optimization, 2020
Debasish Chatterjee, Mishal Assif P K
exaly  

Affinely Adjustable Robust Linear Complementarity Problems

SIAM Journal on Optimization, 2022
Christian Biefel
exaly  

Structured Gradient Descent for Fast Robust Low-Rank Hankel Matrix Completion

SIAM Journal of Scientific Computing, 2023
Hanqin Cai, Juntao You, Cai Jian-Feng
exaly  

Uncertainty Propagation and Dynamic Robust Risk Measures

Mathematics of Operations Research
Marlon Moresco, Silvana M Pesenti
exaly  

Robust-to-Dynamics Optimization

Mathematics of Operations Research
Oktay Günlük, Amir Ali Ahmadi
exaly  

On the Convex Formulations of Robust Markov Decision Processes

Mathematics of Operations Research
Julien Grand-Clement, Marek Petrik
exaly  

Sparse Polynomial Optimization with Unbounded Sets

SIAM Journal on Optimization
Jie Wang, Heng Yang, Lei Huang
exaly  

A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties

SIAM Journal on Optimization
Archis Ghate
exaly