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   Articles with "distributionally robust" as a keyword



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Data-driven Stochastic Programming with Distributionally Robust Constraints Under Wasserstein Distance: Asymptotic Properties

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recommendations! Published in 2020 at "Journal of the Operations Research Society of China"

DOI: 10.1007/s40305-020-00313-w

Abstract: Distributionally robust optimization is a dominant paradigm for decision-making problems where the distribution of random variables is unknown. We investigate a distributionally robust optimization problem with ambiguities in the objective function and countably infinite constraints.… read more here.

Keywords: distributionally robust; data driven; optimization; problem ... See more keywords
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Distributionally robust last-train coordination planning problem with dwell time adjustment strategy

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recommendations! Published in 2021 at "Applied Mathematical Modelling"

DOI: 10.1016/j.apm.2020.10.035

Abstract: Abstract Aiming to increase successful transfers at stations for late-night passengers, we first propose an efficient dwell time adjustment strategy for the last-train coordination planning problem under transfer-passenger flows uncertainty. Unlike the traditional robust optimization… read more here.

Keywords: adjustment strategy; distributionally robust; model; time adjustment ... See more keywords
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A distributionally robust bidding strategy for a wind power plant

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recommendations! Published in 2019 at "Electric Power Systems Research"

DOI: 10.1016/j.epsr.2019.105986

Abstract: Abstract This paper presents a two-stage distributionally robust model to derive optimal bidding strategies for an aggregated wind power plant (WPP), that participates as a price-maker in the day-ahead market, and a deviator in the… read more here.

Keywords: power; model; power plant; distributionally robust ... See more keywords
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A distributionally robust bidding strategy for a wind-storage aggregator

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recommendations! Published in 2020 at "Electric Power Systems Research"

DOI: 10.1016/j.epsr.2020.106745

Abstract: Abstract This paper derives distributionally robust optimal bidding strategies for a wind-storage aggregator that participates as a price-maker in the day-ahead market, and a deviator in the balancing market. The market power is modeled by… read more here.

Keywords: distributionally robust; storage aggregator; bidding; wind storage ... See more keywords
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A distributionally robust optimisation for COVID-19 testing facility territory design and capacity planning

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recommendations! Published in 2022 at "International Journal of Production Research"

DOI: 10.1080/00207543.2021.2022233

Abstract: COVID-19 has been a severe crisis for global health, which caused significant loss of life and property. One of the most effective ways to prevent the spread of the virus during an epidemic is to… read more here.

Keywords: territory design; robust optimisation; covid; distributionally robust ... See more keywords
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A target-based distributionally robust model for the parallel machine scheduling problem

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recommendations! Published in 2022 at "International Journal of Production Research"

DOI: 10.1080/00207543.2022.2053602

Abstract: ABSTRACT We develop a distributionally robust optimisation (DRO) model based on a risk measure for the parallel machine scheduling problem (PMSP) with random job processing times. We propose an underperformance risk index (URI) to control… read more here.

Keywords: scheduling problem; machine scheduling; distributionally robust; parallel machine ... See more keywords
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A Wasserstein distributionally robust chance constrained programming approach for emergency medical system planning problem

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recommendations! Published in 2022 at "International Journal of Systems Science"

DOI: 10.1080/00207721.2022.2040641

Abstract: This paper proposes a distributionally robust chance constrained programming model for an emergency medical system location problem with uncertain demands. By minimising the total expected cost, the location of emergency medical stations, the allocation of… read more here.

Keywords: constrained programming; distributionally robust; chance constrained; robust chance ... See more keywords
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Learning Optimal Distributionally Robust Individualized Treatment Rules

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recommendations! Published in 2021 at "Journal of the American Statistical Association"

DOI: 10.1080/01621459.2020.1796359

Abstract: Abstract Recent development in the data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, policy makers best individualized treatment rule (ITR) that maximizes the… read more here.

Keywords: individualized treatment; training testing; itr; treatment ... See more keywords
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The distributionally robust complementarity problem

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recommendations! Published in 2017 at "Optimization Methods and Software"

DOI: 10.1080/10556788.2016.1277997

Abstract: We investigate the linear complementarity problem with uncertain parameters (ULCP) which affect the linear mapping affinely or quadratically. Assuming that the distribution of the uncertain parameters belongs to some ambiguity set with prescribed partial information,… read more here.

Keywords: distributionally robust; complementarity problem; complementarity; robust complementarity ... See more keywords
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A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems

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recommendations! Published in 2020 at "Optimization Methods and Software"

DOI: 10.1080/10556788.2020.1811705

Abstract: This paper studies a class of two-stage distributionally robust optimization (TDRO) problems which comes from many practical application fields. In order to set up some implementable solution method, we first transfer the TDRO problem to… read more here.

Keywords: stage distributionally; two stage; distributionally robust; robust optimization ... See more keywords
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Age-of-Information Minimization in Healthcare IoT Using Distributionally Robust Optimization

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recommendations! Published in 2022 at "IEEE Internet of Things Journal"

DOI: 10.1109/jiot.2022.3150321

Abstract: In this article, we consider a cellular-based healthcare Internet of Things (IoT) system with imperfect channel state information (CSI), where a healthcare IoT device first receives radio frequency (RF) energy from the small cell base… read more here.

Keywords: information; distributionally robust; age information; healthcare iot ... See more keywords