activity
20162026
most citedAmbiguous Chance-Constrained Binary Programs under Mean-Covariance Information

85 citations · 151 across the 15 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

math.OC2019★ 4 cited

Benders Cut Classification via Support Vector Machines for Solving Two-stage Stochastic Programs

Huiwen Jia, Siqian Shen

We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts b…

math.OC2019

Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity

Hideaki Nakao, Ruiwei Jiang, Siqian Shen

We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the…