Approximation algorithms for distributionally-robust stochastic optimization with black-box distributions
Work
Year: 2019
Type: article
Abstract: Two-stage stochastic optimization is a widely used framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions ... more
Authors André Linhares, Chaitanya Swamy
Institution University of Waterloo
Cites: 28
Cited by: 7
Related to: 10
FWCI: 1.135
Citation percentile (by year/subfield): 75.69
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Grant ID 327620-09, Discovery Accelerator Supplement (DAS)