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Jianzhe Zhen

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Related publications (2)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle

Daniel Kuhn, Jianzhe Zhen, Wolfram Wiesemann

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from within an ambigu ...

2023

Dual Approach for Two-Stage Robust Nonlinear Optimization

Adjustable robust minimization problems where the objective or constraints depend in a convex way on the adjustable variables are generally difficult to solve. In this paper, we reformulate the original adjustable robust nonlinear problem with a polyhedral ...

INFORMS2022