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A distributionally robust perspective on uncertainty quantification and chance constrained programming

Grani A. Hanasusanto, Vladimir Roitch, Daniel Kühn, Wolfram Wiesemann

Mathematical Programming · 2015 · 161 citations · 40 references

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40

Robust Estimation of a Location Parameter

Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text

, , +14

The Price of Robustness

Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations

, , +15

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

Erick Delage, Yinyu Ye · Operations Research · 2010 · 1.9K citations

, , +16

Robust solutions of Linear Programming problems contaminated with uncertain data

Aharon Ben‐Tal, Arkadi Nemirovski · Mathematical Programming · 2000 · 1.7K citations

, , +13

Convex Approximations of Chance Constrained Programs

Arkadi Nemirovski, Alexander Shapiro · SIAM Journal on Optimization · 2006 · 1.2K citations

, , +17