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In this paper, we consider stochastic programming with binary random variables, that is, when the random variable represents random subsets of a set.
e-mail: [email protected]. 6. Abstract. In this paper we study distributionally robust stochastic programming in a setting.
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Jun 3, 2018 · Abstract. In this paper we study distributionally robust stochastic programming in a setting where there is a specified reference ...
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Abstract: In this paper, we propose a distributionally robust model for a (0-1) stochastic quadratic bi-level programming problem. To this purpose, we first ...
Aug 22, 2019 · This paper studies distributionally robust two-stage stochastic program (DRTSP) which jointly optimizes the deterministic wait-and-see and worst-case expected ...
In this paper, we introduce and study a two-stage distributionally robust mixed binary problem (TSDR-MBP) in which the random parameters follow the worst-case ...
This paper studies a two-stage distributionally robust stochastic linear program under the type- Wasserstein ball by providing sufficient conditions
Dec 28, 2019 · 1 Introduction. Distributionally robust optimization (DRO) is a paradigm in which the distribution governing the uncertain parameters of a ...
Nov 28, 2017 · First introduced by Scarf [1958] in the context of inventory control problem with a single random demand variable.
In this paper, we survey the primary research on the theory and applications of distributionally robust optimization (DRO). We start with reviewing the ...