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math.OC2020★ 1 cited
A Multistage Distributionally Robust Optimization Approach to Water Allocation under Climate Uncertainty
Jangho Park, Guzin Bayraksan
This paper investigates a Multistage Distributionally Robust Optimization (MDRO) approach to water allocation under climate uncertainty. The MDRO is formed by creating sets of cond…
math.OC2020
Variance Reduction for Sequential Sampling in Stochastic Programming
Jangho Park, Rebecca Stockbridge, Güzin Bayraksan
This paper investigates the variance reduction techniques Antithetic Variates (AV) and Latin Hypercube Sampling (LHS) when used for sequential sampling in stochastic programming an…