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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"CESifo working papers"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~language:"afr"
~language:"eng"
~person:"Goerigk, Marc"
~person:"Shen, Siqian"
~subject:"Mathematische Optimierung"
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Portfolio-Management
United States
Mathematische Optimierung
Theorie
17
Theory
17
Mathematical programming
16
Robust statistics
9
Robustes Verfahren
9
Robust optimization
5
Scheduling problem
4
Scheduling-Verfahren
4
Stochastic process
4
Stochastischer Prozess
4
Ganzzahlige Optimierung
3
Integer programming
3
Robust optimisation
3
Algorithm
2
Algorithmus
2
Distributionally robust optimization
2
Global optimisation
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Heuristics
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Heuristik
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Implementation uncertainty
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Mixed-integer linear programming
2
Statistical distribution
2
Statistische Verteilung
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Allocation
1
Allokation
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Approximation
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Artificial intelligence
1
Attended in-home service
1
Bicriteria optimization
1
Bottleneck
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Bottleneck assigment
1
Budgeted uncertainty
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COVID-19 pandemic
1
Chance-constrained programming
1
Column generation
1
Combinatorial optimization
1
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Goerigk, Marc
Shen, Siqian
Laporte, Gilbert
18
Figueira, José Rui
11
Puerto, Justo
10
Hao, Jin-Kao
9
Escudero, Laureano F.
8
Klamroth, Kathrin
8
Pesaran, M. Hashem
8
Charkhgard, Hadi
7
Cordeau, Jean-François
7
Labbé, Martine
7
Martello, Silvano
7
Morabito, Reinaldo
7
Caporale, Guglielmo Maria
6
Carrizosa, Emilio
6
De Grauwe, Paul
6
Drezner, Zvi
6
Gendreau, Michel
6
Gil-Alaña, Luis A.
6
He, Kun
6
Heer, Burkhard
6
Martí, Rafael
6
Marín, Alfredo
6
Monaci, Michele
6
Speranza, Maria Grazia
6
Blum, Christian
5
Boland, Natashia
5
Ceselli, Alberto
5
Cheng, T. C. E.
5
Della Croce, Federico
5
Diabat, Ali
5
Duarte, Abraham
5
Gendron, Bernard
5
Gollier, Christian
5
Haouari, Mohamed
5
Malley, James R.
5
Meneses, Cláudio N.
5
Paquete, Luís F.
5
Soumis, François
5
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CESifo working papers
Computers & operations research : and their applications to problems of world concern ; an international journal
European journal of operational research : EJOR
20
INFORMS journal on computing : JOC
5
Operations research letters
3
Annals of operations research ; 223
1
EURO journal on computational optimization
1
International journal of production research
1
Manufacturing & service operations management : M & SOM
1
Operations research
1
Robustness analysis in decision aiding, optimization, and analytics
1
Transportation research / E : an international journal
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ECONIS (ZBW)
16
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1
Time window optimization for attended home service delivery under multiple sources of uncertainties
Yu, Xian
;
Shen, Siqian
;
Badri-Koohi, Babak
;
Seada, Haitham
- In:
Computers & operations research : and their …
150
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013483637
Saved in:
2
Resource distribution under spatiotemporal uncertainty of disease spread : stochastic versus robust approaches
Basciftci, Beste
;
Yu, Xian
;
Shen, Siqian
- In:
Computers & operations research : and their …
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013460787
Saved in:
3
Data-driven robust optimization using deep neural networks
Goerigk, Marc
;
Kurtz, Jannis
- In:
Computers & operations research : and their …
151
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014234811
Saved in:
4
Multi-level bottleneck assignment problems : complexity and sparsity-exploiting formulations
Dokka, Trivikram
;
Goerigk, Marc
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014308244
Saved in:
5
A compact reformulation of the two-stage robust resource-constrained project scheduling problem
Bold, Matthew
;
Goerigk, Marc
- In:
Computers & operations research : and their …
130
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012506532
Saved in:
6
Multistage robust discrete optimization via quantified integer programming
Goerigk, Marc
;
Hartisch, Michael
- In:
Computers & operations research : and their …
135
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012649716
Saved in:
7
Automatic generation of algorithms for robust optimisation problems using Grammar-Guided Genetic Programming
Hughes, Martin
;
Goerigk, Marc
;
Dokka, Trivikram
- In:
Computers & operations research : and their …
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012591183
Saved in:
8
A largest empty hypersphere metaheuristic for robust optimisation with implementation uncertainty
Hughes, Martin
;
Goerigk, Marc
;
Wright, Mike
- In:
Computers & operations research : and their …
103
(
2019
),
pp. 64-80
Persistent link: https://www.econbiz.de/10011991092
Saved in:
9
Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao
;
Shen, Siqian
;
Song, Yongjia
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
Saved in:
10
Network design in scarce data environment using moment-based distributionally robust optimization
Nakao, Hideaki
;
Shen, Siqian
;
Chen, Zhihao
- In:
Computers & operations research : and their …
88
(
2017
),
pp. 44-57
Persistent link: https://www.econbiz.de/10011747916
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