K-adaptability in two-stage distributionally robust binary programming
暂无分享,去创建一个
Daniel Kuhn | Wolfram Wiesemann | Grani Adiwena Hanasusanto | D. Kuhn | W. Wiesemann | G. A. Hanasusanto | Daniel Kuhn
[1] Yinyu Ye,et al. Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems , 2010, Oper. Res..
[2] Daniel Kuhn,et al. Distributionally Robust Convex Optimization , 2014, Oper. Res..
[3] M. Teboulle,et al. AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT , 2007 .
[4] Johan Efberg,et al. YALMIP : A toolbox for modeling and optimization in MATLAB , 2004 .
[5] Dimitris Bertsimas,et al. Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization , 2015, Oper. Res..
[6] Constantine Caramanis,et al. Finite Adaptability in Multistage Linear Optimization , 2010, IEEE Transactions on Automatic Control.
[7] Larry G. Epstein. A definition of uncertainty aversion , 1999 .
[8] Iain Dunning,et al. Multistage Robust Mixed-Integer Optimization with Adaptive Partitions , 2016, Oper. Res..
[9] Daniel Kuhn,et al. Decision rules for information discovery in multi-stage stochastic programming , 2011, IEEE Conference on Decision and Control and European Control Conference.
[10] Daniel Kuhn,et al. K-Adaptability in Two-Stage Robust Binary Programming , 2015, Oper. Res..
[11] Constantine Caramanis,et al. Adaptability via sampling , 2007, 2007 46th IEEE Conference on Decision and Control.
[12] Dick den Hertog,et al. Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set , 2016, INFORMS J. Comput..
[13] A. Shapiro. ON DUALITY THEORY OF CONIC LINEAR PROBLEMS , 2001 .
[14] I. Gilboa,et al. Maxmin Expected Utility with Non-Unique Prior , 1989 .
[15] Johan Löfberg,et al. YALMIP : a toolbox for modeling and optimization in MATLAB , 2004 .
[16] Xiaobo Li,et al. Distributionally Robust Mixed Integer Linear Programs: Persistency Models with Applications , 2013, Eur. J. Oper. Res..
[17] Dimitris Bertsimas,et al. Binary decision rules for multistage adaptive mixed-integer optimization , 2018, Math. Program..
[18] Dimitris Bertsimas,et al. Tractable stochastic analysis in high dimensions via robust optimization , 2012, Math. Program..
[19] Melvyn Sim,et al. Distributionally Robust Optimization and Its Tractable Approximations , 2010, Oper. Res..