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A dynamic programming approach to adjustable robust optimization
Shapiro, Alexander - In: Operations research letters 39 (2011) 2, pp. 83-87
Persistent link: https://www.econbiz.de/10009010694
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Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander - In: European journal of operational research : EJOR 288 (2021) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012496519
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Distributionally robust modeling of optimal control
Shapiro, Alexander - In: Operations research letters 50 (2022) 5, pp. 561-567
Persistent link: https://www.econbiz.de/10013449446
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Distributionally robust optimal control and MDP modeling
Shapiro, Alexander - In: Operations research letters 49 (2021) 5, pp. 809-814
Persistent link: https://www.econbiz.de/10013207452
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Rectangular sets of probability measures
Shapiro, Alexander - In: Operations research 64 (2016) 2, pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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Technical note: time inconsistency of optimal policies of distributionally robust inventory models
Shapiro, Alexander; Xin, Linwei - In: Operations research 68 (2020) 5, pp. 1576-1584
Persistent link: https://www.econbiz.de/10012301576