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Robust_Optimization_Risk_Measures
Robust_Optimization_Risk_Measures PublicThis repository contains the code for the paper "Robust optimization of rank-dependent models with uncertain probabilities".
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Uncertainty-Sets-for-Robust-Risk-Measures
Uncertainty-Sets-for-Robust-Risk-Measures PublicThis repository contains the code for the paper "Constructing Uncertainty Sets for Robust Risk Measures: A Composition of phi-Divergences Approach to Combat Tail Uncertainty".
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Dual_DRO
Dual_DRO PublicThis repository contains the code for the paper "A New Distributionally Robust Optimization Model Based on Maxiance Regularization".
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SolutionCodilityTest
SolutionCodilityTest PublicThe problem is to find the number of empty spots within a distance relative to other houses. Consider an array containing either zero or one. One means the place is occupied by a house and zero mea…
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