Found 51 Documents (Results 1–51)
On the safe side of stochastic programming: bounds and approximations. (English) Zbl 07745325
MSC:
90-XX
Safe, learning-based MPC for highway driving under Lane-change uncertainty: a distributionally robust approach. (English) Zbl 07702956
MSC:
68Txx
Stochastic decomposition method for two-stage distributionally robust linear optimization. (English) Zbl 1497.90140
Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs. (English) Zbl 1478.90062
An interior-point approach for solving risk-averse PDE-constrained optimization problems with coherent risk measures. (English) Zbl 1456.49005
Distributionally robust optimization with infinitely constrained ambiguity sets. (English) Zbl 1455.90117
On solving two-stage distributionally robust disjunctive programs with a general ambiguity set. (English) Zbl 1430.90437
Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models. (English) Zbl 1430.90557
A model of distributionally robust two-stage stochastic convex programming with linear recourse. (English) Zbl 1480.90180
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming. (English) Zbl 1397.90272
Robust sample average approximation. (English) Zbl 1432.90168
Reviewer: I. M. Stancu-Minasian (Bucureşti)
Decomposition algorithms for two-stage distributionally robust mixed binary programs. (English) Zbl 1401.90126
A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints. (English) Zbl 1401.90137
Incorporating model uncertainty into optimal insurance contract design. (English) Zbl 1416.91216
MSC:
91B30
93E20
Convergence analysis for distributionally robust optimization and equilibrium problems. (English) Zbl 1338.90288
Distributionally robust chance constraints for non-linear uncertainties. (English) Zbl 1347.90064
Reviewer: I. M. Stancu-Minasian (Bucureşti)
MSC:
90C15
Distributionally robust multi-item newsvendor problems with multimodal demand distributions. (English) Zbl 1327.90153
Two-stage stochastic linear programs with incomplete information on uncertainty. (English) Zbl 1339.90252
Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio. (English. Russian original) Zbl 1311.91173
Cybern. Syst. Anal. 50, No. 5, 724-740 (2014); translation from Kibern. Sist. Anal. No. 5, 85-103 (2014).
MSC:
91G10
91B30
Distributionally robust workforce scheduling in call centres with uncertain arrival rates. (English) Zbl 1266.90122
Stochastic programming approach to optimization under uncertainty. (English) Zbl 1135.90033
MSC:
90C15
Applications of stochastic programming under incomplete information. (English) Zbl 0823.90095
MSC:
90C15
An upper bound for SLP using first and total second moments. (English) Zbl 0749.90055
Reviewer: E.Tamm (Tallinn)
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