Results 241 to 250 of about 9,334 (269)

Globalized Distributionally Robust Counterpart

SSRN Electronic Journal, 2022
We extend the notion of globalized robustness to consider distributional information beyond the support of the ambiguous probability distribution. We propose the globalized distributionally robust counterpart that disallows any (respectively, allows limited) constraint violation for distributions residing (respectively, not residing) in the ambiguity ...
Feng Liu, Zhi Chen, Shuming Wang
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Distributionally robust SDDP

Computational Management Science, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew B. Philpott, Vitor L. de Matos, Lea Kapelevich   +2 more
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Distributionally Robust Hub Location

Transportation Science, 2020
We 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 ...
Shuming Wang, Zhi Chen, Tianqi Liu
exaly   +2 more sources

Adaptive Distributionally Robust Optimization

Management Science, 2019
We 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, Melvyn Sim, Meilin Zhang   +2 more
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Distributionally Robust Stochastic Programming

SIAM Journal on Optimization, 2017
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The distributionally robust complementarity problem

Optimization Methods and Software, 2017
We 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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Distributionally Robust Design for Redundancy Allocation

INFORMS Journal on Computing, 2020
In this paper, we consider a redundancy allocation problem for a series parallel system with uncertain component lifetimes that minimizes system costs while safeguarding system reliability over a given threshold level. We consider mixed redundancy strategies of cold standby and active redundancy with multiple types of components.
Wang, Shuming, Li, Yan-Fu, Jia, Tong
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Distributionally Robust Optimization

2021
The robust optimization methodology that we have introduced so far is built on a fundamental modeling approach, that is based on set-theoretic, deterministic uncertainty models.
Xu Andy Sun, Antonio J. Conejo
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Wasserstein Distance and the Distributionally Robust TSP

Operations Research, 2018
One of the most common strategies used in large-scale logistics problems is districting, in which one divides a service region into smaller pieces. This is particularly useful when one does not know the true locations of demand, but has only limited information such as a probability distribution or a small set of sample data.
John Gunnar Carlsson, Mehdi Behroozi, Kresimir Mihic   +2 more
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Distributionally Robust Stochastic Optimization with Wasserstein Distance

Mathematics of Operations Research, 2023
Rui Gao, Anton J Kleywegt
exaly