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Robust Optimization Submissions - 2016

February 2016

Min-max-min Robust Combinatorial Optimization Subject to Discrete Uncertainty
Christoph Buchheim, Jannis Kurtz

A dynamic programming approach for a class of robust optimization problems
Marcio Costa, Agostinho Agra, Michael Poss, Dritan Nace

March 2016

Distributionally Adaptive Optimization
Dimitris Bertsimas, Melvyn Sim, Meilin Zhang

Linearized Robust Counterparts of Two-stage Robust Optimization Problem with Applications in Operations Management
Amir Ardestani-Jaafari, Erick Delage

April 2016

Robust Wait Time Estimation in Resource Allocation Systems with an Application to Kidney Allocation
Chaithanya Bandi, Nikolaos Trichakis, Phebe Vayanos

June 2016

Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance
Byung-Geun Choi, Napat Rujeerapaiboon, Ruiwei Jiang

July 2016

Frechet inequalities via convex optimization
Bart Paul Gerard Van Parys, Paul James Goulart, Paul Embrechts

Online First-Order Framework for Robust Convex Optimization
Nam Ho-Nguyen, Fatma Kilinc-Karzan

A Tractable Approach for designing Piecewise Affine Policies in Dynamic Robust Optimization
Aharon Ben-Tal, Omar El Housni, Vineet Goyal

Adjustable Robust Optimization via Fourier-Motzkin Elimination
Jianzhe Zhen, Dick den Hertog, Melvyn Sim

August 2016

"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?
Erick Delage, Daniel Kuhn, Wolfram Wiesemann

Improved Handling of Uncertainty and Robustness in Set Covering Problems
Pascal Lutter, Dirk Degel, Christina Büsing, Arie Koster, Brigitte Werners

Routing Optimization with Time Windows under Uncertainty
Zhang Yu, Baldacci Roberto, Sim Melvyn, Tang Jiafu

September 2016

Distributionally Robust Optimization with Infi nitely Constrained Ambiguity Sets
Zhi Chen, Melvyn Sim, Huan Xu

Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization
Jonathan Yu-Meng Li

A Copositive Approach for Two-Stage Adjustable Robust Optimization with Uncertain Right-Hand Sides
Guanglin Xu, Samuel Burer

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Grani A. Hanasusanto, Daniel Kuhn

Efficient methods for several classes of ambiguous stochastic programming problems under mean-MAD information
Krzysztof Postek, Ward Romeijnders, Dick den Hertog, Maarten H. van der Vlerk

November 2016

Distributionally Robust Project Crashing with Partial or No Correlation Information
Karthik Natarajan, Selin Damla Ahipasaoglu, Dongjian Shi

December 2016

Robust Dual Dynamic Programming
Angelos Georghiou, Angelos Tsoukalas, Wolfram Wiesemann

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