Park, Jangho; Bayraksan, Güzin A multistage distributionally robust optimization approach to water allocation under climate uncertainty. (English) Zbl 07705429 Eur. J. Oper. Res. 306, No. 2, 849-871 (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{J. Park} and \textit{G. Bayraksan}, Eur. J. Oper. Res. 306, No. 2, 849--871 (2023; Zbl 07705429) Full Text: DOI arXiv
Huang, Wencheng; Yu, Yaocheng; Tong, Chuangui; Xu, Minhao; Zhang, Rui Using a Duffing control approach to control the single risk factor in complex social-technical systems. (English) Zbl 07810771 Inf. Sci. 596, 264-279 (2022). MSC: 91B05 93C15 PDFBibTeX XMLCite \textit{W. Huang} et al., Inf. Sci. 596, 264--279 (2022; Zbl 07810771) Full Text: DOI
Xin, Linwei; Goldberg, David Alan Distributionally robust inventory control when demand is a martingale. (English) Zbl 1502.90189 Math. Oper. Res. 47, No. 3, 2387-2414 (2022). MSC: 90C40 90C17 90B05 93E20 PDFBibTeX XMLCite \textit{L. Xin} and \textit{D. A. Goldberg}, Math. Oper. Res. 47, No. 3, 2387--2414 (2022; Zbl 1502.90189) Full Text: DOI arXiv
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander Risk-averse stochastic programming: time consistency and optimal stopping. (English) Zbl 1500.90037 Oper. Res. 70, No. 4, 2439-2455 (2022). MSC: 90C15 90C90 PDFBibTeX XMLCite \textit{A. Pichler} et al., Oper. Res. 70, No. 4, 2439--2455 (2022; Zbl 1500.90037) Full Text: DOI
Chen, Zengjing; Epstein, Larry G. A central limit theorem for sets of probability measures. (English) Zbl 1502.60028 Stochastic Processes Appl. 152, 424-451 (2022). MSC: 60F05 60H10 PDFBibTeX XMLCite \textit{Z. Chen} and \textit{L. G. Epstein}, Stochastic Processes Appl. 152, 424--451 (2022; Zbl 1502.60028) Full Text: DOI arXiv
Rahimian, Hamed; Mehrotra, Sanjay Frameworks and results in distributionally robust optimization. (English) Zbl 1492.90109 OJMO, Open J. Math. Optim. 3, Article No. 4, 85 p. (2022). MSC: 90C15 90C17 90C22 90C25 90C30 90C34 90C90 68T37 68T05 PDFBibTeX XMLCite \textit{H. Rahimian} and \textit{S. Mehrotra}, OJMO, Open J. Math. Optim. 3, Article No. 4, 85 p. (2022; Zbl 1492.90109) Full Text: DOI
Epstein, Larry G.; Ji, Shaolin Optimal learning under robustness and time-consistency. (English) Zbl 1497.91086 Oper. Res. 70, No. 3, 1317-1329 (2022). MSC: 91B06 PDFBibTeX XMLCite \textit{L. G. Epstein} and \textit{S. Ji}, Oper. Res. 70, No. 3, 1317--1329 (2022; Zbl 1497.91086) Full Text: DOI arXiv
Rahimian, Hamed; Bayraksan, Güzin; Homem De-Mello, Tito Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance. (English) Zbl 1496.90049 SIAM J. Optim. 32, No. 3, 1698-1727 (2022). MSC: 90C17 90C39 90C47 PDFBibTeX XMLCite \textit{H. Rahimian} et al., SIAM J. Optim. 32, No. 3, 1698--1727 (2022; Zbl 1496.90049) Full Text: DOI arXiv
Ramdas, Aaditya; Ruf, Johannes; Larsson, Martin; Koolen, Wouter M. Testing exchangeability: fork-convexity, supermartingales and e-processes. (English) Zbl 07460558 Int. J. Approx. Reasoning 141, 83-109 (2022). MSC: 68T37 PDFBibTeX XMLCite \textit{A. Ramdas} et al., Int. J. Approx. Reasoning 141, 83--109 (2022; Zbl 07460558) Full Text: DOI arXiv
Shapiro, Alexander Distributionally robust optimal control and MDP modeling. (English) Zbl 1525.90429 Oper. Res. Lett. 49, No. 5, 809-814 (2021). MSC: 90C40 90C17 90C39 91A15 PDFBibTeX XMLCite \textit{A. Shapiro}, Oper. Res. Lett. 49, No. 5, 809--814 (2021; Zbl 1525.90429) Full Text: DOI
Pichler, Alois; Shapiro, Alexander Mathematical foundations of distributionally robust multistage optimization. (English) Zbl 1481.90242 SIAM J. Optim. 31, No. 4, 3044-3067 (2021). MSC: 90C17 60B05 62P05 90C31 90C08 PDFBibTeX XMLCite \textit{A. Pichler} and \textit{A. Shapiro}, SIAM J. Optim. 31, No. 4, 3044--3067 (2021; Zbl 1481.90242) Full Text: DOI arXiv
Keith, Andrew J.; Ahner, Darryl K. A survey of decision making and optimization under uncertainty. (English) Zbl 1480.90185 Ann. Oper. Res. 300, No. 2, 319-353 (2021). MSC: 90C17 PDFBibTeX XMLCite \textit{A. J. Keith} and \textit{D. K. Ahner}, Ann. Oper. Res. 300, No. 2, 319--353 (2021; Zbl 1480.90185) Full Text: DOI
Xin, Linwei; Goldberg, David A. Time (in)consistency of multistage distributionally robust inventory models with moment constraints. (English) Zbl 1487.90060 Eur. J. Oper. Res. 289, No. 3, 1127-1141 (2021). MSC: 90B05 90C15 90C17 90C39 PDFBibTeX XMLCite \textit{L. Xin} and \textit{D. A. Goldberg}, Eur. J. Oper. Res. 289, No. 3, 1127--1141 (2021; Zbl 1487.90060) Full Text: DOI arXiv
Shapiro, Alexander Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. (English) Zbl 1487.90506 Eur. J. Oper. Res. 288, No. 1, 1-13 (2021). MSC: 90C15 90-01 PDFBibTeX XMLCite \textit{A. Shapiro}, Eur. J. Oper. Res. 288, No. 1, 1--13 (2021; Zbl 1487.90506) Full Text: DOI
Shapiro, Alexander; Xin, Linwei Technical note – time inconsistency of optimal policies of distributionally robust inventory models. (English) Zbl 1455.90014 Oper. Res. 68, No. 5, 1576-1584 (2020). MSC: 90B05 PDFBibTeX XMLCite \textit{A. Shapiro} and \textit{L. Xin}, Oper. Res. 68, No. 5, 1576--1584 (2020; Zbl 1455.90014) Full Text: DOI
Gérard, Henri; De Lara, Michel; Chancelier, Jean-Philippe Equivalence between time consistency and nested formula. (English) Zbl 1455.91276 Ann. Oper. Res. 292, No. 2, 627-647 (2020). MSC: 91G70 PDFBibTeX XMLCite \textit{H. Gérard} et al., Ann. Oper. Res. 292, No. 2, 627--647 (2020; Zbl 1455.91276) Full Text: DOI arXiv
Pichler, Alois; Schlotter, Ruben Martingale characterizations of risk-averse stochastic optimization problems. (English) Zbl 1445.90068 Math. Program. 181, No. 2 (B), 377-403 (2020). MSC: 90C15 60B05 62P05 PDFBibTeX XMLCite \textit{A. Pichler} and \textit{R. Schlotter}, Math. Program. 181, No. 2 (B), 377--403 (2020; Zbl 1445.90068) Full Text: DOI arXiv
Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram Robust dual dynamic programming. (English) Zbl 1455.90120 Oper. Res. 67, No. 3, 813-830 (2019). MSC: 90C17 90C39 PDFBibTeX XMLCite \textit{A. Georghiou} et al., Oper. Res. 67, No. 3, 813--830 (2019; Zbl 1455.90120) Full Text: DOI Link
Rahimian, Hamed; Bayraksan, Güzin; Homem-de-Mello, Tito Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. (English) Zbl 1410.90142 Math. Program. 173, No. 1-2 (A), 393-430 (2019). MSC: 90C15 90C47 PDFBibTeX XMLCite \textit{H. Rahimian} et al., Math. Program. 173, No. 1--2 (A), 393--430 (2019; Zbl 1410.90142) Full Text: DOI
El-Amine, Hadi; Bish, Ebru K.; Bish, Douglas R. Robust postdonation blood screening under prevalence rate uncertainty. (English) Zbl 1455.92072 Oper. Res. 66, No. 1, 1-17 (2018). MSC: 92C50 PDFBibTeX XMLCite \textit{H. El-Amine} et al., Oper. Res. 66, No. 1, 1--17 (2018; Zbl 1455.92072) Full Text: DOI
Uğurlu, Kerem Robust optimal control using conditional risk mappings in infinite horizon. (English) Zbl 1447.49034 J. Comput. Appl. Math. 344, 275-287 (2018). MSC: 49J55 90C39 93C55 49J45 60J05 PDFBibTeX XMLCite \textit{K. Uğurlu}, J. Comput. Appl. Math. 344, 275--287 (2018; Zbl 1447.49034) Full Text: DOI arXiv
Pichler, Alois A quantitative comparison of risk measures. (English) Zbl 1406.91204 Ann. Oper. Res. 254, No. 1-2, 251-275 (2017). MSC: 91B30 90C15 62P05 PDFBibTeX XMLCite \textit{A. Pichler}, Ann. Oper. Res. 254, No. 1--2, 251--275 (2017; Zbl 1406.91204) Full Text: DOI