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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"NBER Working Paper"
~person:"Goerigk, Marc"
~subject:"Algorithm"
~subject:"Ganzzahlige Optimierung"
~subject:"Portfolio selection"
~subject:"Risk management"
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Cowles Foundation discussion paper
Discussion paper / Tinbergen Institute
European journal of operational research : EJOR
NBER Working Paper
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Computers & operations research : an international journal
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Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective
Goerigk, Marc
;
Khosravi, Mohammad
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 529-551
Persistent link: https://www.econbiz.de/10014340258
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2
Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
Chassein, André
;
Goerigk, Marc
;
Kurtz, Jannis
;
Poss, …
- In:
European journal of operational research : EJOR
279
(
2019
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10012110700
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