Results 261 to 270 of about 159,833 (300)

Supermodularity in Two-Stage Distributionally Robust Optimization [PDF]

open access: yesManagement Science
In this paper, we solve a class of two-stage distributionally robust optimization problems that have the property of supermodularity. We exploit the explicit worst case expectation of supermodular functions and derive the worst case distribution for the robust counterpart.
Daniel Zhuoyu Long, Jin Qi, Aiqi Zhang
exaly   +4 more sources

On Finite Adaptability in Two-Stage Distributionally Robust Optimization

Operations Research, 2023
The paper by Han, Bandi, and Nohadani on “On Finite Adaptability in Two-Stage Distributionally Robust Optimization” studies finite adaptability with the goal to construct interpretable and easily implementable policies in the context of two-stage distributionally robust optimization problems.
Eojin Han   +2 more
exaly   +2 more sources

Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management

INFORMS Journal on Computing, 2021
In this article, we discuss an alternative method for deriving conservative approximation models for two-stage robust optimization problems. The method mainly relies on a linearization scheme employed in bilinear programming; therefore, we will say that it gives rise to the linearized robust counterpart models.
Amir Ardestani-Jaafari, Erick Delage
exaly   +3 more sources

On robust optimization of two-stage systems

Mathematical Programming, 2004
A classical two-stage stochastic programming problem is a composition of two (outer and inner) optimization problems. The solution of the outer problem can depend only on an ``underlying'' probability measure while the solution of the inner problem can depend on the solution of the outer problem and on the realization of the random elements.
Samer Takriti, Shabbir Ahmed 0001
openaire   +2 more sources

Two-stage distributionally robust optimization for maritime inventory routing

Computers & Chemical Engineering, 2021
Abstract This work addresses uncertain sailing times and uncertain waiting times at ports in a maritime inventory routing problem (MIRP). As the probability distribution of these uncertain parameters is difficult to estimate and hence not known exactly, we propose a two-stage distributionally robust optimization (DRO) approach in which the ...
Botong Liu, Qi Zhang 0016, Zhihong Yuan
openaire   +1 more source

Home - About - Disclaimer - Privacy