Results 251 to 260 of about 3,143,268 (283)

Adaptive Distributionally Robust Optimization

open access: yesManagement 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   +2 more
openaire   +3 more sources

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
openaire   +1 more source

Distributionally Robust Optimization in Possibilistic Setting

2021 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 2021
In this paper a class of optimization problems with uncertain constraint coefficients is discussed. Namely, for each ill-known coefficient a possibility distribution, being a membership function of a fuzzy interval, is specified. In a possibilistic interpretation, the induced possibility distribution in the set of constraint coefficient realizations ...
Romain Guillaume   +2 more
openaire   +1 more source

Distributionally robust modeling of optimal control

Operations Research Letters, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Distributionally Robust Chance Constrained Geometric Optimization

Mathematics of Operations Research, 2022
This paper discusses distributionally robust geometric programs with individual or joint chance constraints. Several groups of uncertainty sets are considered: uncertainty sets with first two order moments information; uncertainty sets with known first order or first two order moments information under nonnegative support; uncertainty sets constrained
Jia Liu 0066   +2 more
openaire   +2 more sources

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