Don't Look Back in Anger: Wasserstein Distributionally Robust Optimization with Nonstationary Data
Fuente:
arXiv
Saved in:
| Main Authors: | Keehan, Dominic S. T., Anderson, Edward J., Wiesemann, Wolfram |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Nonstationary Distribution Estimation via Wasserstein Probability Flows
by: Anderson, Edward J., et al.
Published: (2025)
by: Anderson, Edward J., et al.
Published: (2025)
On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
Epi-Consistent Approximation of Stochastic Dynamic Programs
by: Keehan, Dominic S. T., et al.
Published: (2025)
by: Keehan, Dominic S. T., et al.
Published: (2025)
Solving Min-Cost Concave Generalized Dynamic Flows and Approximating Dynamic Optimal Power Flows
by: Rothschild, Jacob H.
Published: (2024)
by: Rothschild, Jacob H.
Published: (2024)
Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations
by: Feinberg, Eugene A., et al.
Published: (2023)
by: Feinberg, Eugene A., et al.
Published: (2023)
Penalty-Free SDDP: Feasibility Cuts for Robust Multi-Stage Stochastic Optimization in Energy Planning
by: Freitas, Guilherme, et al.
Published: (2025)
by: Freitas, Guilherme, et al.
Published: (2025)
Adjustable Robust Nonlinear Network Design Without Controllable Elements under Load Scenario Uncertainties
by: Thürauf, Johannes, et al.
Published: (2024)
by: Thürauf, Johannes, et al.
Published: (2024)
Scaling limits of multi-period distributionally robust optimization problems
by: Nendel, Max, et al.
Published: (2025)
by: Nendel, Max, et al.
Published: (2025)
Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
by: Bäuerle, Nicole, et al.
Published: (2020)
by: Bäuerle, Nicole, et al.
Published: (2020)
Concave Certificates: Geometric Framework for Distributionally Robust Risk and Complexity Analysis
by: Chu, Hong T. M.
Published: (2026)
by: Chu, Hong T. M.
Published: (2026)
Augmentation Algorithms for Integer Programs with Total Variation-like Regularization
by: Yang, Dominic, et al.
Published: (2025)
by: Yang, Dominic, et al.
Published: (2025)
A Note on Piecewise Affine Decision Rules for Robust, Stochastic, and Data-Driven Optimization
by: Thomä, Simon, et al.
Published: (2024)
by: Thomä, Simon, et al.
Published: (2024)
Optimizing Flexibility in Power Systems by Maximizing the Region of Manageable Uncertainties
by: Zingler, Aron, et al.
Published: (2024)
by: Zingler, Aron, et al.
Published: (2024)
Optimization of Closed-Loop Shallow Geothermal Systems Using Analytical Models
by: Heinzel, Oliver, et al.
Published: (2026)
by: Heinzel, Oliver, et al.
Published: (2026)
Optimal routing and transmission strategies for UAV reconnaissance missions with detection threats
by: Badenbroek, Riley, et al.
Published: (2024)
by: Badenbroek, Riley, et al.
Published: (2024)
Optimal Asymptotic Rates for (Stochastic) Gradient Descent under the Local PL-Condition: A Geometric Approach
by: Kassing, Sebastian, et al.
Published: (2026)
by: Kassing, Sebastian, et al.
Published: (2026)
Solving Low-Rank Semidefinite Programs via Manifold Optimization
by: Wang, Jie, et al.
Published: (2023)
by: Wang, Jie, et al.
Published: (2023)
Predict-then-Calibrate: A New Perspective of Robust Contextual LP
by: Sun, Chunlin, et al.
Published: (2023)
by: Sun, Chunlin, et al.
Published: (2023)
A Bilevel Hierarchy of Strengthened Complex Moment Relaxations for Complex Polynomial Optimization
by: Wang, Jie
Published: (2024)
by: Wang, Jie
Published: (2024)
On the Wasserstein alignment problem
by: Pal, Soumik, et al.
Published: (2025)
by: Pal, Soumik, et al.
Published: (2025)
Optimistic Bilevel Optimization with Composite Lower-Level Problem
by: Solla, Mattia, et al.
Published: (2026)
by: Solla, Mattia, et al.
Published: (2026)
Fix-and-Propagate Heuristics Using Low-Precision First-Order LP Solutions for Large-Scale Mixed-Integer Linear Optimization
by: Kempke, Nils-Christian, et al.
Published: (2025)
by: Kempke, Nils-Christian, et al.
Published: (2025)
On generalized KKT points for the Motzkin-Straus program
by: Beretta, G., et al.
Published: (2023)
by: Beretta, G., et al.
Published: (2023)
Box Allocation Optimization in Meal Kit Delivery
by: Nguyen, Thi Minh Thu, et al.
Published: (2025)
by: Nguyen, Thi Minh Thu, et al.
Published: (2025)
ZOBA: An Efficient Single-loop Zeroth-order Bilevel Optimization Algorithm
by: Rando, Marco, et al.
Published: (2026)
by: Rando, Marco, et al.
Published: (2026)
How a Small Amount of Data Sharing Benefits Distributed Optimization and Learning : The Upside of Data Heterogeneity
by: Zhu, Mingxi, et al.
Published: (2022)
by: Zhu, Mingxi, et al.
Published: (2022)
An Inexact Halpern Iteration with Application to Distributionally Robust Optimization
by: Liang, Ling, et al.
Published: (2024)
by: Liang, Ling, et al.
Published: (2024)
Bus Fleet Electrification Planning Through Logic-Based Benders Decomposition and Restriction Heuristics
by: Legault, Robin, et al.
Published: (2025)
by: Legault, Robin, et al.
Published: (2025)
A Comparison of Models for Rolling Stock Scheduling
by: Grimm, Boris, et al.
Published: (2023)
by: Grimm, Boris, et al.
Published: (2023)
Simulation-Optimization Approaches for the Network Immunization Problem with Quarantining
by: Hoogervorst, Rowan, et al.
Published: (2024)
by: Hoogervorst, Rowan, et al.
Published: (2024)
CCOpt: an Open-Source Solver for Large-Scale Mathematical Programs with Complementarity Constraints
by: Pozharskiy, Anton, et al.
Published: (2026)
by: Pozharskiy, Anton, et al.
Published: (2026)
A Dual Riemannian ADMM Algorithm for Low-Rank SDPs with Unit Diagonal
by: Wang, Jie, et al.
Published: (2025)
by: Wang, Jie, et al.
Published: (2025)
Implied Integrality in Mixed-Integer Optimization
by: van der Hulst, Rolf, et al.
Published: (2025)
by: van der Hulst, Rolf, et al.
Published: (2025)
On Tail Decay and Moment Estimates of a Condition Number for Random Linear Conic Systems
by: Cheung, Dennis, et al.
Published: (2003)
by: Cheung, Dennis, et al.
Published: (2003)
Robust Mean Estimation for Optimization: The Impact of Heavy Tails
by: van Parys, Bart P. G., et al.
Published: (2025)
by: van Parys, Bart P. G., et al.
Published: (2025)
Developing heuristic solution techniques for large-scale unit commitment models
by: Kempke, Nils-Christian, et al.
Published: (2025)
by: Kempke, Nils-Christian, et al.
Published: (2025)
A Note on Stability in Asynchronous Stochastic Approximation without Communication Delays
by: Yu, Huizhen, et al.
Published: (2023)
by: Yu, Huizhen, et al.
Published: (2023)
A sensitivity-based method for bilevel optimization problems: Theoretical analysis and computational performance
by: Nolasco, Eduardo, et al.
Published: (2025)
by: Nolasco, Eduardo, et al.
Published: (2025)
Boscia.jl: A review and tutorial
by: Xiao, Wenjie, et al.
Published: (2025)
by: Xiao, Wenjie, et al.
Published: (2025)
Progressively Strengthening and Tuning MIP Solvers for Reoptimization
by: Patel, Krunal Kishor
Published: (2023)
by: Patel, Krunal Kishor
Published: (2023)
Similar Items
-
Nonstationary Distribution Estimation via Wasserstein Probability Flows
by: Anderson, Edward J., et al.
Published: (2025) -
On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control
by: Keehan, Dominic S. T., et al.
Published: (2025) -
Epi-Consistent Approximation of Stochastic Dynamic Programs
by: Keehan, Dominic S. T., et al.
Published: (2025) -
Solving Min-Cost Concave Generalized Dynamic Flows and Approximating Dynamic Optimal Power Flows
by: Rothschild, Jacob H.
Published: (2024) -
Continuity of Filters for Discrete-Time Control Problems Defined by Explicit Equations
by: Feinberg, Eugene A., et al.
Published: (2023)