activity
20212025
most citedAn inexact column-and-constraint generation method to solve two-stage robust optimization problems

2 citations · 7 across the 7 of their papers we have counts for

collaborators
Showing 2024Show all

1 paper · 1 filter

math.OC2024

On the Trade-Off Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties

Man Yiu Tsang, Karmel S. Shehadeh

We propose and analyze a new data-driven trade-off (TRO) approach for modeling uncertainty that serves as a middle ground between the optimistic approach, which adopts a distributi…