220 citations · 724 across the 45 of their papers we have counts for
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math.OC2016★ 220 cited
Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Grani A. Hanasusanto, Daniel Kuhn
Adaptive robust optimization problems are usually solved approximately by restricting the adaptive decisions to simple parametric decision rules. However, the corresponding approxi…
math.PR2016★ 1 cited
Chebyshev Inequalities for Products of Random Variables
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann
We derive sharp probability bounds on the tails of a product of symmetric non-negative random variables using only information about their first two moments. If the covariance matr…