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浏览/检索结果: 共18条，第1-10条 帮助 限定条件 专题：大连理工大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 iscrete approximation and quantification in distributionally robust optimization 期刊论文 Mathematics of Operations Research, 2019, 卷号: 44, 页码: 19-37 - 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 Distributionally robust shortfall risk optimization model and its approximation 期刊论文 MATHEMATICAL PROGRAMMING, 2019, 卷号: 174, 页码: 473-498 作者:   收藏  |  浏览/下载：2/0  |  提交时间：2019/12/02 DRSR  Kantorovich metric  phi-divergence ball  Kantorovich ball  Quantitative convergence analysis   DISTRIBUTIONALLY ROBUST REWARD-RISK RATIO PROGRAMMING WITH WASSERSTEIN METRIC 期刊论文 PACIFIC JOURNAL OF OPTIMIZATION, 2019, 卷号: 15, 页码: 69-90 作者:  Zhao, Yong;  Liu, Yongchao;  Yang, Xinming 收藏  |  浏览/下载：21/0  |  提交时间：2019/12/02 distributionally robust optimization  reward-risk ratio  Wasserstein metric   Discrete Approximation and Quantification in Distributionally Robust Optimization 期刊论文 MATHEMATICS OF OPERATIONS RESEARCH, 2019, 卷号: 44, 页码: 19-37 作者:  Liu, Yongchao;  Pichler, Alois;  Xu, Huifu 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02 Hoffman's lemma  Kantorovich/Wasserstein metric  discretization of ambiguity set  moment conditions  nested distance   A note on distributionally robust optimization under moment uncertainty 期刊论文 JOURNAL OF NUMERICAL MATHEMATICS, 2018, 卷号: 26, 页码: 141-150 作者:  Liu, Qiang;  Wu, Jia;  Xiao, Xiantao;  Zhang, Liwei 收藏  |  浏览/下载：7/0  |  提交时间：2019/12/02 distributionally robust optimization  ambiguity set  tractable optimization reformulation  smoothing Newton conjugate gradient method   Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods 期刊论文 MATHEMATICAL PROGRAMMING, 2018, 卷号: 169, 页码: 489-529 作者:  Xu, Huifu;  Liu, Yongchao;  Sun, Hailin 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/02 Matrix moment constraints  Slater type conditions  Lower semicontinuity conditions  Strong duality  Random discretization  Cutting plane methods   Distributionally robust equilibrium for continuous games: Nash and Stackelberg models 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 265, 页码: 631-643 作者:  Liu, Yongchao;  Xu, Huifu;  Yang, Shu-Jung Sunny;  Zhang, Jin 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02 Game theory  Distributionally robust Nash equilibrium  Distribtitionally robust Stackelberg models  Risk-averse equilibrium models  Hierarchical capacity investment   The distributionally robust complementarity problem 期刊论文 OPTIMIZATION METHODS & SOFTWARE, 2017, 卷号: 32, 页码: 650-668 作者:  Zhu, Lei;  Yu, Bo;  Xu, Liyan 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/02 uncertain complementarity problem  distributionally robust optimization  joint chance constraint  bilinear matrix inequalities  constrained stochastic linear quadratic control  90C33  90C33  65K10   Probability approximation schemes for stochastic programs with distributionally robust second-order dominance constraints 期刊论文 17th British-French-German Conference on Optimization, 2017, 卷号: 32, 页码: 770-789 作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/02 second-order dominance  probability discretization  Kantorovich metric  stabilityanalysis   CONVERGENCE ANALYSIS FOR MATHEMATICAL PROGRAMS WITH DISTRIBUTIONALLY ROBUST CHANCE CONSTRAINT 期刊论文 SIAM JOURNAL ON OPTIMIZATION, 2017, 卷号: 27, 页码: 784-816 作者:  Guo, Shaoyan;  Xu, Huifu;  Zhang, Liwei 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/02 distributionally robust chance constraint  approximation of ambiguity set  continuity of robust probability function  convergence analysis