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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Postek, Krzysztof Stanisław"
~subject:"Mathematische Optimierung"
~type_genre:"Working Paper"
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Mathematische Optimierung
Mathematical programming
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Robust statistics
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Robustes Verfahren
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Theorie
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Theory
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robust optimization
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Nichtlineare Optimierung
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Nonlinear programming
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Risikomaß
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Stochastic process
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adjustable
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ambiguity
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chance constraints
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Postek, Krzysztof Stanisław
Hertog, Dirk den
26
Kleijnen, Jack P. C.
20
Talman, Dolf
13
Engwerda, Jacob Christiaan
9
Klerk, Etienne de
9
Yang, Zaifu
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Ben-Tal, Aharon
7
Dang, Chuangyin
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Beers, Wim C. M. van
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Brekelmans, Ruud
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Laan, Gerard van der
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Mehdad, Ehsan
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Melenberg, Bertrand
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Norde, Henk
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Sotirov, Renata
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Tijs, Stef
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Van Nieuwenhuyse, Inneke
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Aardal, Karen
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Angün, Mevlüde Ebru
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De Waegenaere, Anja
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Driessen, Lonneke
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Gorissen, Bram L.
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Pasechnik, Dmitrii V.
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Reddy, Puduru Viswanadha
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Salmah, Y.
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Blanc, J. P.
2
Dam, Edwin Robert van
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Hamers, Herbert
2
Hartl, Richard F.
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Kamiya, Kazuya
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Kort, Peter M.
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Rennen, Gijs
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Sturm, Jos F.
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Yang, Dai
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Ashayeri, Jalal
1
Bai, Y.-Q.
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Balvert, Marleen
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Bettonvil, Bert
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
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2
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
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3
Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
-
2014
Persistent link: https://www.econbiz.de/10011283891
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