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math.OC2026
Connecting Extreme-Point Generation and Decision Rules in Two-Stage Distributionally Robust Optimization
Jin Qi, Chen Yang
Two-stage distributionally robust optimization chooses a here-and-now decision and a wait-and-see decision policy that adapts to uncertainty realizations. Decision-rule methods spe…
math.OC2024
Asymptotically Optimal Distributionally Robust Solutions through Forecasting and Operations Decentralization
Yue Lin, Daniel Zhuoyu Long, Viet Anh Nguyen +1
Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-…