Frameworks and Results in Distributionally Robust Optimization

Author:

Rahimian Hamed,Mehrotra Sanjay

Publisher

Cellule MathDoc/CEDRAM

Subject

General Medicine

Reference449 articles.

1. Distributionally robust Markovian traffic equilibrium;Ahipaşaoğlu, Selin Damla;Transport. Sci.,2019

2. Spectral measures of risk: A coherent representation of subjective risk aversion;Acerbi, Carlo;J. Bank. Financ.,2002

3. Decision making under uncertainty when preference information is incomplete;Armbruster, Benjamin;Manage. Sci.,2015

4. Coherent Measures of Risk;Artzner, Philippe;Math. Financ.,1999

5. An information-theoretic approach to constructing coherent risk measures;Ahmadi-Javid, Amir;2011 IEEE International Symposium on Information Theory Proceedings,2011

Cited by 39 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Optimal planning and operation of integrated energy systems in South Korea: Introducing a Novel ambiguity set based distributionally robust optimization;Energy;2024-10

2. Data-driven aerodynamic shape design with distributionally robust optimization approaches;Computer Methods in Applied Mechanics and Engineering;2024-09

3. Robust Auto-Bidding Strategies for Online Advertising;Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;2024-08-24

4. Robust portfolio optimization model for electronic coupon allocation;INFOR: Information Systems and Operational Research;2024-08-14

5. A sample robust optimal bidding model for a virtual power plant;European Journal of Operational Research;2024-08

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3