Recent advances in robust optimization: An overview

By Virginie Gabrel, Cécile Murat, Aurélie C. Thiele. European Journal of Operational Research, 2014

968 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3e385b6e1b2f43464e9a0e60fdfb0cda108fe60b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Aldis Jakubovskis
2. David Simchi-Levi
3. Terje Aven
4. Ignacio E. Grossmann
5. Warrren B Powell
6. Yehua Dennis Wei
7. Qi Zhang
8. He Wang

In Management Science and Operations Research

1. Aldis Jakubovskis
2. David Simchi-Levi
3. Terje Aven
4. Ignacio E. Grossmann
5. Warrren B Powell
6. Yehua Dennis Wei
7. Qi Zhang
8. He Wang

In Statistics and Probability

1. David Simchi-Levi
2. Terje Aven
3. Ignacio E. Grossmann
4. Warrren B Powell
5. Yehua Dennis Wei
6. Qi Zhang
7. He Wang
8. Henry Lam

Citations in the corpus

• A unified framework for stochastic optimization (2019, methodology): “A thorough review of the field of robust optimization is conained in Ben-Tal, El Ghaoui, and Nemirovski (2009) and Bertsimas, ancu, and Parrilo (2011) , with a more recent review given in abrel, Murat, and Thiele (2014) .”
• Risk assessment and risk management: Review of recent advances on their foundation (2016, background): “Gabrel et al. (2014) present a review of recent developments in the field of robust optimisation, seeking to find the best policies when parameters are uncertain or ambiguous.”
• Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization (2016, background): “oint taken by this paperis primarily statistical, we mention that there are other valuable perspectives in the DRO literature motivated from risk or tractability considerations (see, e.g., the survey Gabrel et al. (2014)); these are, however, beyond the scope of this work. The rest of this paper is ”
• Enterprise-wide optimization for industrial demand side management: Fundamentals, advances, and perspectives (2016, methodology): “We refer to recent review papers (Bertsimas et al., 2011; Gabrel et al., 2014) for a more comprehensive overview of the advances made by the OR community in this rapidly growing research area.”
• Increasing Supply Chain Robustness through Process Flexibility and Inventory (2018, methodology): “For a more detailed overview of the recent advances and applications of two-stage robust optimization, we refer readers to the surveys by Bertsi-mas et al. (2011) and Gabrel et al. (2014).”
• Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: Robust vs. non-robust optimization approaches (2017, background): “Gabrel et al. (2014) provide an overview of the theoretical results and applications in RO, and emphasize that the main question within the robust optimization paradigm is the issue of conservatism, i.e., the question of the AC CE PT ED M AN US CR IP T right trade-off between the deterioration of…”