Cover Image

Multistage Robust Average Randomized Spectral Risk Optimization

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wu, Qiong, Xu, Huifu, Zheng, Harry
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stability Analysis of An Integrated Multistage Stochastic Programming and Markov Decision Process Problem
by: Yang, Zhiyao, et al.
Published: (2025)

Risk-averse Decision Making with Contextual Information: Model, Sample Average Approximation, and Kernelization
by: Tao, Yuan, et al.
Published: (2025)

Robust Data-Driven Quasiconcave Optimization
by: Wu, Jian, et al.
Published: (2025)

Necessary Optimality Conditions for Integrated Learning and Optimization Problem in Contextual Optimization
by: Tao, Yuan, et al.
Published: (2026)

A Modified Late Arrival Penalised User Equilibrium Model and Robustness in Data Perturbation
by: Li, Manlan, et al.
Published: (2023)

SCOPE: Spectral Concentration by Distributionally Robust Joint Covariance-Precision Estimation
by: Chen, Renjie, et al.
Published: (2025)

Distributionally Preference Robust Optimization in Multi-Attribute Decision Making
by: Hu, Jian, et al.
Published: (2022)

Modified Polyhedral Method for Elicitation of Shape-Free Utility and Conservatism Reduction in Robust Optimization
by: Zhang, Sainan, et al.
Published: (2025)

On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis
by: Zhang, Shixuan, et al.
Published: (2020)

On Distributionally Robust Multistage Convex Optimization: Data-driven Models and Performance
by: Zhang, Shixuan, et al.
Published: (2022)

Statistical Robustness of Kernel Learning Estimator with Respect to Data Perturbation
by: Zhang, Sainan, et al.
Published: (2024)

A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes
by: Ma, Wentao, et al.
Published: (2024)

Quantification of Errors of the Performance Estimators in the Linear-Quantized Precoding Models for Massive MIMO Systems
by: Zhang, Jie, et al.
Published: (2025)

Adaptive Distributionally Robust Optimal Control with Bayesian Ambiguity Sets
by: Ma, Wentao, et al.
Published: (2026)

Multistage Robust Optimization for Time-Decoupled Power Flexibility Aggregation with Energy Storage
by: Xie, Rui, et al.
Published: (2025)

Two-stage and Lagrangian Dual Decision Rules for Multistage Adaptive Robust Optimization
by: Daryalal, Maryam, et al.
Published: (2023)

Exploiting Multistage Optimization Structure in Proximal Solvers
by: Schwan, Roland, et al.
Published: (2025)

Parallel KKT Solver in PIQP for Multistage Optimization
by: Song, Fenglong, et al.
Published: (2025)

On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning
by: Yu, Xian, et al.
Published: (2024)

Multistage Conditional Compositional Optimization
by: Şen, Buse, et al.
Published: (2026)

Data-Driven Contextual Optimization with Gaussian Mixtures: Flow-Based Generalization, Robust Models, and Multistage Extensions
by: Yoon, YoungChul, et al.
Published: (2025)

Data-driven Multistage Distributionally Robust Linear Optimization with Nested Distance
by: Gao, Rui, et al.
Published: (2024)

Multistage Stochastic Program for Mitigating Power System Risks under Wildfire Disruptions
by: Yang, Hanbin, et al.
Published: (2023)

Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
by: Franc, Adrien Le, et al.
Published: (2022)

Adaptive Multistage Stochastic Programming
by: Kayacık, Sezen Ece, et al.
Published: (2024)

Multistage Stochastic Programming for Rare Event Risk Mitigation in Power Systems Management
by: Mastropietro, Daniel, et al.
Published: (2026)

Randomized Robust Price Optimization
by: Guan, Xinyi, et al.
Published: (2023)

Robust Min-Max (Regret) Optimization using Ordered Weighted Averaging
by: Baak, Werner, et al.
Published: (2023)

Efficiently Computing the Quasiconcave Envelope with Incomplete Information
by: Wu, Jian, et al.
Published: (2020)

Distributional stability of sparse inverse covariance matrix estimators
by: Chen, Renjie, et al.
Published: (2024)

Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models
by: Kang, Sumin, et al.
Published: (2024)

Sample Average Approximation for Distributionally Robust Optimization with $ϕ$-divergences
by: Li, Yan
Published: (2026)

Assortment Optimization and the Sample Average Approximation
by: Khalid, Hassaan, et al.
Published: (2025)

GPU-Accelerated Dynamic Programming for Multistage Stochastic Energy Storage Arbitrage
by: Lee, Thomas, et al.
Published: (2025)

Damping Tuning Considering Random Disturbances Adopting Distributionally Robust Optimization
by: Wang, Yuhong, et al.
Published: (2025)

Average Distance of Random Bipartite Matching in One-dimensional Space and Networks
by: Zhai, Yuhui, et al.
Published: (2024)

Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
by: Lefgoum, Raian, et al.
Published: (2024)

Sample Complexity of Data-driven Multistage Stochastic Programming under Markovian Uncertainty
by: Park, Hyuk, et al.
Published: (2024)

Deterministic Multistage Constellation Reconfiguration Using Integer Programming and Sequential Decision-Making Methods
by: Lee, Hang Woon, et al.
Published: (2024)

Dual Averaging Converges for Nonconvex Smooth Stochastic Optimization
by: Liu, Tuo, et al.
Published: (2025)