Results 191 to 200 of about 569 (214)
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Computational Management Science, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew B. Philpott +2 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew B. Philpott +2 more
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Distributionally Robust Hub Location
Transportation Science, 2020We study the adaptive distributionally robust hub location problem with multiple commodities under demand and cost uncertainty in both uncapacitated and capacitated cases. The hub location decision anticipates the worst-case expected cost over an ambiguity set of possible distributions of the uncertain demand and cost, and the routing policy, being ...
Tianqi Liu, Zhi Chen, Shuming Wang
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Distributionally Robust Stochastic Programming
SIAM Journal on Optimization, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Adaptive Distributionally Robust Optimization
Management Science, 2019We develop a modular and tractable framework for solving an adaptive distributionally robust linear optimization problem, where we minimize the worst-case expected cost over an ambiguity set of probability distributions. The adaptive distributionally robust optimization framework caters for dynamic decision making, where decisions adapt to the ...
Dimitris Bertsimas +2 more
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The distributionally robust complementarity problem
Optimization Methods and Software, 2017We investigate the linear complementarity problem with uncertain parameters (ULCP) which affect the linear mapping affinely or quadratically. Assuming that the distribution of the uncertain parameters belongs to some ambiguity set with prescribed partial information, we formulate the ULCP as a distributionally robust optimization reformulation named as
Lei Zhu, Bo Yu 0003, Liyan Xu
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Globalized Distributionally Robust Counterpart
INFORMS Journal on Computing, 2023Zhi Chen, Shuming Wang
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Distributionally Robust Stochastic Optimization with Wasserstein Distance
Mathematics of Operations Research, 2023Anton Kleywegt, Rui Gao
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Distributionally Robust Sequential Recommnedation
Proceedings of the 46th International ACM SIGIR Conference on Research and Development in Information Retrieval, 2023Rui Zhou +4 more
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Distributionally Robust Losses for Latent Covariate Mixtures
Operations Research, 2023Hongseok Namkoong
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