13 citations · 15 across the 3 of their papers we have counts for
3 papers
Distributionally Robust Optimization via Targeted Integral Probability Metrics for General Data Processes
Lanran Fang, Jianqiang Cheng, Grani A. Hanasusanto +1
Distributionally robust optimization (DRO) provides a principled framework for decision-making under distributional uncertainty. Classical data-driven DRO frameworks typically cons…
Optimized Dimensionality Reduction for Moment-based Distributionally Robust Optimization
Shiyi Jiang, Jianqiang Cheng, Kai Pan +1
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this…
Data-Driven Robust Optimization Using Scenario-Induced Uncertainty Sets
Meysam Cheramin, Richard Li-Yang Chen, Jianqiang Cheng +1
Uncertainty sets are at the heart of robust optimization (RO) because they play a key role in determining the RO models' tractability, robustness, and conservativeness. Different t…