Concepedia

Ambiguity-aware Optimization

Ambiguity-Aware Optimization is a risk optimization framework that explicitly accounts for uncertainty in probability distributions or model parameters by incorporating preferences over ambiguous outcomes, distinguishing it from conventional stochastic optimization methods through its sensitivity to epistemic uncertainty and robustness under distributional ambiguity.

32

Publications

2K

Citations

81

Authors

47

Institutions

Publications per year

2017–2026

17

Variants

Ambiguity Aware Optimization

Parents

Publications

32

Ambiguity in portfolio selection

Georg Ch. Pflug, David Wozabal · Quantitative Finance · 2007 · 268 citations

, , +17

Wasserstein Metric Based Distributionally Robust Approximate Framework for Unit Commitment

Rujie Zhu, Hua Wei, Xiaoqing Bai · IEEE Transactions on Power Systems · 2019 · 186 citations

, , +15

Distributionally Robust Contingency-Constrained Unit Commitment

Chaoyue Zhao, Ruiwei Jiang · IEEE Transactions on Power Systems · 2017 · 181 citations

, , +15

Ambiguous Risk Measures and Optimal Robust Portfolios

Giuseppe C. Calafiore · SIAM Journal on Optimization · 2007 · 173 citations

, , +17

A Soft Robust Model for Optimization Under Ambiguity

Aharon Ben‐Tal, Dimitris Bertsimas, David B. Brown · Operations Research · 2010 · 155 citations · Full text

, , +17

1–5 of 32

Authors

81

  1. CM
    Claus Munk

    Copenhagen Business School, Denmark

    2 publications · 135 citations

    2

    h-index

  2. DW
    David Wozabal

    Technical University of Munich, Germany

    2 publications · 384 citations

    2

    h-index

  3. CR
    Chris Rizos

    UNSW Sydney, Australia

    2 publications · 90 citations

    2

    h-index

  4. LS
    Linda Sandris Larsen

    Copenhagen Business School, Denmark

    2 publications · 135 citations

    2

    h-index

  5. NB
    Nicole Branger

    University of Münster, Germany

    2 publications · 135 citations

    2

    h-index

1–5 of 81

Institutions

47

  1. UNSW Sydney

    Sydney, Australia

    2 h-index

    4 publications

    180 citations

  2. University of Vienna

    Vienna, Austria

    2 h-index

    3 publications

    652 citations

  3. Northwestern University

    Evanston, United States

    2 h-index

    2 publications

    59 citations

  4. University of Michigan

    Ann Arbor, United States

    2 h-index

    2 publications

    194 citations

  5. Copenhagen Business School

    Copenhagen, Denmark

    2 h-index

    3 publications

    162 citations

  6. University of Münster

    Münster, Germany

    2 h-index

    2 publications

    135 citations

  7. Shandong University

    Jinan, China

    2 h-index

    2 publications

    36 citations

  8. University of International Business and Economics

    Beijing, China

    1 h-index

    2 publications

    34 citations

1–8 of 47

Venues

  1. IEEE Transactions on Power Systems

    3 publications · 391 citations

    3

    h-index

  2. European Journal of Operational Research

    3 publications · 111 citations

    3

    h-index

  3. Quantitative Finance

    2 publications · 323 citations

    2

    h-index

  4. Journal of Geodesy

    2 publications · 90 citations

    2

    h-index

  5. 1

    h-index

1–5