Distributionally robust multi-item newsvendor problems with multimodal demand distributions

Robust counterparts of inequalities containing sums of maxima of linear functions

(2012) Bram L. Gorissen et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

(2012) Aharon Ben-Tal et al.   MANAGEMENT SCIENCE

Tractable stochastic analysis in high dimensions via robust optimization

(2012) Chaithanya Bandi et al.   MATHEMATICAL PROGRAMMING

Robustness in stochastic programs with risk constraints

(2011) Jitka Dupačová et al.   ANNALS OF OPERATIONS RESEARCH

A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

(2011) Dimitris Bertsimas et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Risk

(2011) Sungyong Choi et al.   OPERATIONS RESEARCH

TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION

(2010) Karthik Natarajan et al.   MATHEMATICAL FINANCE

Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

(2010) Dimitris Bertsimas et al.   MATHEMATICS OF OPERATIONS RESEARCH

Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems

(2010) Erick Delage et al.   OPERATIONS RESEARCH

Distributionally Robust Optimization and Its Tractable Approximations

(2010) Joel Goh et al.   OPERATIONS RESEARCH

Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management

(2009) Shushang Zhu et al.   OPERATIONS RESEARCH

Product variety arising from hedging in the fashion supply chains

(2008) Hajnalka Vaagen et al.   INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS

Regret in the Newsvendor Model with Partial Information

(2008) Georgia Perakis et al.   OPERATIONS RESEARCH