| Scenario reduction revisited: fundamental limits and guarantees | 0 | 0.34 | 2022 |
| Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator | 0 | 0.34 | 2022 |
| Distributionally Robust Optimization With Markovian Data | 0 | 0.34 | 2021 |
| Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts | 0 | 0.34 | 2021 |
| A Statistical Test for Probabilistic Fairness | 0 | 0.34 | 2021 |
| Distributionally Robust Mechanism Design. | 0 | 0.34 | 2020 |
| Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization | 0 | 0.34 | 2019 |
| "Dice"-sion-Making Under Uncertainty: When Can a Random Decision Reduce Risk? | 0 | 0.34 | 2019 |
| The decision rule approach to optimization under uncertainty: methodology and applications | 0 | 0.34 | 2019 |
| Size Matters : Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization | 0 | 0.34 | 2019 |
| On Risk Reduction In Kelly Betting Using The Conservative Expected Value | 0 | 0.34 | 2018 |
| Wasserstein Distributionally Robust Kalman Filtering. | 1 | 0.35 | 2018 |
| Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs. | 0 | 0.34 | 2018 |
| Data-Driven Inverse Optimization with Incomplete Information | 4 | 0.43 | 2018 |
| Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations | 63 | 2.64 | 2018 |
| Chebyshev Inequalities for Products of Random Variables. | 0 | 0.34 | 2018 |
| From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming. | 1 | 0.36 | 2017 |
| From Data To Decisions: Distributionally Robust Optimization Is Optimal | 1 | 0.35 | 2017 |
| Ambiguous Joint Chance Constraints Under Mean and Dispersion Information | 7 | 0.44 | 2017 |
| Regularization via Mass Transportation | 6 | 0.50 | 2017 |
| Generalized Gauss inequalities via semidefinite programming. | 9 | 0.62 | 2016 |
| Distributionally Robust Control of Constrained Stochastic Systems | 15 | 0.68 | 2016 |
| A Comment on “Computational Complexity of Stochastic Programming Problems” | 9 | 0.51 | 2016 |
| Computational Management Science Special Issue on “Optimisation methods and applications in the energy sector” | 0 | 0.34 | 2016 |
| Robust Growth-Optimal Portfolios. | 0 | 0.34 | 2016 |
| Interdiction Games on Markovian PERT Networks | 5 | 0.46 | 2015 |
| Distributionally robust multi-item newsvendor problems with multimodal demand distributions | 16 | 0.64 | 2015 |
| Financial Optimization: optimization paradigms and financial planning under uncertainty | 1 | 0.37 | 2015 |
| Distributionally Robust Logistic Regression | 20 | 1.00 | 2015 |
| Generalized decision rule approximations for stochastic programming via liftings | 25 | 0.85 | 2015 |
| Worst-Case Value at Risk of Nonlinear Portfolios | 18 | 0.84 | 2013 |
| Distributionally robust joint chance constraints with second-order moment information. | 81 | 2.14 | 2013 |
| Robust Markov Decision Processes | 38 | 1.30 | 2013 |
| Parallel partitioning for distributed systems using sequential assignment | 1 | 0.38 | 2013 |
| Robust Software Partitioning with Multiple Instantiation | 6 | 0.48 | 2012 |
| Multi-resource allocation in stochastic project scheduling. | 7 | 0.49 | 2012 |
| Risk-averse shortest path problems | 1 | 0.38 | 2012 |
| A constraint sampling approach for multi-stage robust optimization | 13 | 0.64 | 2012 |
| Improving communication latency with the write-only architecture | 2 | 0.38 | 2012 |
| Robust resource allocations in temporal networks. | 10 | 0.51 | 2012 |
| Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules. | 9 | 0.64 | 2012 |
| Primal and dual linear decision rules in stochastic and robust optimization | 57 | 1.90 | 2011 |
| Decision Rules For Information Discovery In Multi-Stage Stochastic Programming | 9 | 0.48 | 2011 |
| SQPR: Stream query planning with reuse | 25 | 0.99 | 2011 |
| Robust portfolio optimization with derivative insurance guarantees | 22 | 1.07 | 2011 |
| A scenario approach for estimating the suboptimality of linear decision rules in two-stage robust optimization. | 11 | 0.54 | 2011 |
| Maximizing the net present value of a project under uncertainty | 5 | 0.53 | 2010 |
| An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time | 6 | 0.65 | 2009 |
| Valuation of electricity swing options by multistage stochastic programming | 9 | 0.89 | 2009 |
| Bound-based decision rules in multistage stochastic programming. | 2 | 0.39 | 2008 |
