FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4310251704> ?p ?o ?g. }

• W4310251704 abstract "This paper presents the first comprehensive study of a data-driven formulation of the distributionally robust second order stochastic dominance constrained problem (DRSSDCP) that hinges on using a type-1 Wasserstein ambiguity set. It is, furthermore, for the first time shown to be axiomatically motivated in an environment with distribution ambiguity. We formulate the DRSSDCP as a multistage robust optimization problem and further propose a tractable conservative approximation that exploits finite adaptability and a scenario-based lower bounding problem. We then propose the first exact optimization algorithm for this DRSSDCP. We illustrate how the data-driven DRSSDCP can be applied in practice on resource-allocation problems with both synthetic and real data. Our empirical results show that, with a proper adjustment of the size of the Wasserstein ball, DRSSDCP can reach acceptable out-of-sample feasibility yet still generating strictly better performance than what is achieved by the reference strategy." @default.
• W4310251704 created "2022-11-30" @default.
• W4310251704 creator A5014509810 @default.
• W4310251704 creator A5082713862 @default.
• W4310251704 date "2022-11-22" @default.
• W4310251704 modified "2023-09-28" @default.
• W4310251704 title "Data-Driven Optimization with Distributionally Robust Second Order Stochastic Dominance Constraints" @default.
• W4310251704 cites W1963953258 @default.
• W4310251704 cites W1966823320 @default.
• W4310251704 cites W1967577468 @default.
• W4310251704 cites W1968355947 @default.
• W4310251704 cites W1978894191 @default.
• W4310251704 cites W1983916623 @default.
• W4310251704 cites W1985584619 @default.
• W4310251704 cites W1997919605 @default.
• W4310251704 cites W2001842060 @default.
• W4310251704 cites W2002789039 @default.
• W4310251704 cites W2020976101 @default.
• W4310251704 cites W2031279008 @default.
• W4310251704 cites W2050464653 @default.
• W4310251704 cites W2065491738 @default.
• W4310251704 cites W2078393808 @default.
• W4310251704 cites W2081081544 @default.
• W4310251704 cites W2085976800 @default.
• W4310251704 cites W2088178142 @default.
• W4310251704 cites W2106117965 @default.
• W4310251704 cites W2109777190 @default.
• W4310251704 cites W2118578357 @default.
• W4310251704 cites W2121468937 @default.
• W4310251704 cites W2125417745 @default.
• W4310251704 cites W2155581291 @default.
• W4310251704 cites W2284160749 @default.
• W4310251704 cites W2328384767 @default.
• W4310251704 cites W2339153486 @default.
• W4310251704 cites W2404750264 @default.
• W4310251704 cites W2478014809 @default.
• W4310251704 cites W2498692545 @default.
• W4310251704 cites W2529309826 @default.
• W4310251704 cites W2547703543 @default.
• W4310251704 cites W2565566557 @default.
• W4310251704 cites W2568756996 @default.
• W4310251704 cites W2744291685 @default.
• W4310251704 cites W2793108066 @default.
• W4310251704 cites W2802230683 @default.
• W4310251704 cites W2805886869 @default.
• W4310251704 cites W2897820672 @default.
• W4310251704 cites W2963450292 @default.
• W4310251704 cites W2987963462 @default.
• W4310251704 cites W3010333602 @default.
• W4310251704 cites W3012080916 @default.
• W4310251704 cites W3091088451 @default.
• W4310251704 cites W3121227356 @default.
• W4310251704 cites W3121958765 @default.
• W4310251704 cites W3123005068 @default.
• W4310251704 cites W3123788783 @default.
• W4310251704 cites W3125338181 @default.
• W4310251704 cites W4205436396 @default.
• W4310251704 cites W4210430861 @default.
• W4310251704 cites W4210536315 @default.
• W4310251704 cites W4212863944 @default.
• W4310251704 cites W4286494325 @default.
• W4310251704 doi "https://doi.org/10.1287/opre.2022.2387" @default.
• W4310251704 hasPublicationYear "2022" @default.
• W4310251704 type Work @default.
• W4310251704 citedByCount "2" @default.
• W4310251704 countsByYear W43102517042022 @default.
• W4310251704 countsByYear W43102517042023 @default.
• W4310251704 crossrefType "journal-article" @default.
• W4310251704 hasAuthorship W4310251704A5014509810 @default.
• W4310251704 hasAuthorship W4310251704A5082713862 @default.
• W4310251704 hasConcept C126255220 @default.
• W4310251704 hasConcept C137631369 @default.
• W4310251704 hasConcept C137836250 @default.
• W4310251704 hasConcept C154945302 @default.
• W4310251704 hasConcept C165696696 @default.
• W4310251704 hasConcept C177606310 @default.
• W4310251704 hasConcept C18903297 @default.
• W4310251704 hasConcept C193254401 @default.
• W4310251704 hasConcept C194387892 @default.
• W4310251704 hasConcept C199360897 @default.
• W4310251704 hasConcept C2780522230 @default.
• W4310251704 hasConcept C33252445 @default.
• W4310251704 hasConcept C33923547 @default.
• W4310251704 hasConcept C38652104 @default.
• W4310251704 hasConcept C41008148 @default.
• W4310251704 hasConcept C63584917 @default.
• W4310251704 hasConcept C86803240 @default.
• W4310251704 hasConceptScore W4310251704C126255220 @default.
• W4310251704 hasConceptScore W4310251704C137631369 @default.
• W4310251704 hasConceptScore W4310251704C137836250 @default.
• W4310251704 hasConceptScore W4310251704C154945302 @default.
• W4310251704 hasConceptScore W4310251704C165696696 @default.
• W4310251704 hasConceptScore W4310251704C177606310 @default.
• W4310251704 hasConceptScore W4310251704C18903297 @default.
• W4310251704 hasConceptScore W4310251704C193254401 @default.
• W4310251704 hasConceptScore W4310251704C194387892 @default.
• W4310251704 hasConceptScore W4310251704C199360897 @default.
• W4310251704 hasConceptScore W4310251704C2780522230 @default.
• W4310251704 hasConceptScore W4310251704C33252445 @default.
• W4310251704 hasConceptScore W4310251704C33923547 @default.

• next