Distributionally robust simple integer recourse-Reference-Cited by-同舟云学术

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Distributionally robust simple integer recourse

Published:2018-05-17 Issue:3-4 Volume:15 Page:351-367
ISSN:1619-697X
Container-title:Computational Management Science
language:en
Short-container-title:Comput Manag Sci

Author:

Xie Weijun^ORCID,Ahmed Shabbir

Funder

Division of Civil, Mechanical and Manufacturing Innovation

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Management Information Systems

Link

http://link.springer.com/article/10.1007/s10287-018-0313-1/fulltext.html

Reference25 articles.

1. Bayraksan G, Love DK (2015) Data-driven stochastic programming using phi-divergences. In: Tutorials in operations research, INFORMS, pp 1–19

2. Delage E, Ye Y (2010) Distributionally robust optimization under moment uncertainty with application to data-driven problems. Oper Res 58(3):595–612

3. Mohajerin Esfahani, P, Kuhn D (2017) Data-driven distributionally robust optimization using the wasserstein metric: performance guarantees and tractable reformulations. Math Program. https://doi.org/10.1007/s10107-017-1172-1

4. Jiang R, Guan Y (2016) Data-driven chance constrained stochastic program. Math Program 158(1–2):291–327

5. Haneveld WKKlein, Stougie L, van der Vlerk M (1995) On the convex hull of the simple integer recourse objective function. Ann Oper Res 56:209–224

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