Robustness of stochastic programs with endogenous randomness via contamination-Reference-Cited by-同舟云学术

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Robustness of stochastic programs with endogenous randomness via contamination

Published:2023-03 Issue:3 Volume:305 Page:1259-1272
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Kopa Miloš^ORCID,Rusý Tomáš

Funder

Grantová Agentura České Republiky

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference40 articles.

1. Strategic planning under uncertainty: Stochastic integer programming approaches;Ahmed,2000

2. Basciftci, B., Ahmed, S., & Shen, S. (2019). Distributionally robust facility location problem under decision-dependent stochastic demand. https://arxiv.org/abs/1912.05577.

3. Quantifying distributional model risk via optimal transport;Blanchet;Mathematics of Operations Research,2019

4. Optimization problems with perturbations: A Guided tour;Bonnans;Society for Industrial and Applied Mathematics,1998

5. Robustness in stochastic programs with risk constraints;Dupačová;Annals of Operations Research,2012

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