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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Institute of Social and Economic Research"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~language:"eng"
~person:"Hertog, Dirk den"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Theorie"
~subject:"Time varying parameters"
~subject:"Volatility"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Theorie
Time varying parameters
Volatility
Theory
37
Mathematical programming
26
Mathematische Optimierung
26
Robust statistics
19
Robustes Verfahren
19
Simulation
7
robust optimization
7
Nichtlineare Optimierung
6
Nonlinear programming
6
Algorithm
5
Algorithmus
5
Experiment
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Computerized method
4
Computerunterstützung
4
adjustable robust optimization
4
Audze-Eglais Latin hypercube design
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
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Risiko
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Risk
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Ganzzahlige Optimierung
2
Integer programming
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Measurement
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Messung
2
Risikomaß
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Risk measure
2
Schätztheorie
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decision rules
2
nonlinear inequality
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risk measure
2
robust counterpart
2
support functions
2
Betriebliche Standortwahl
1
Branch and Bound
1
Branch-and-Bound
1
Decision
1
Entscheidung
1
Facility Location
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21
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37
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Arbeitspapier
37
Working Paper
37
Graue Literatur
31
Non-commercial literature
31
Language
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English
Author
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Hertog, Dirk den
Kleijnen, Jack P. C.
73
Tijs, Stef
70
Borm, Peter
67
Talman, Dolf
65
Matsushima, Noriaki
44
Brânzei, Rodica
37
Hamers, Herbert
34
Kort, Peter M.
34
Boone, Jan
31
Herings, Peter Jean-Jacques
31
Bovenberg, Ary Lans
30
Ploeg, Frederick van der
30
Steel, Mark F. J.
28
McAleer, Michael
27
Hendrickx, Ruud L. P.
26
Laan, Gerard van der
25
Nijman, Theodore E.
25
Soest, Arthur van
25
Werker, Bas J. M.
25
Yang, Zaifu
25
Engwerda, Jacob Christiaan
24
Güth, Werner
24
Ono, Yoshiyasu
24
Damme, Eric E. C. van
23
De Waegenaere, Anja
23
Melenberg, Bertrand
23
Eijffinger, Sylvester C. W.
22
Pesaran, M. Hashem
22
Stark, Oded
22
Franses, Philip Hans
21
Huizinga, Harry
21
Potters, Jan
21
Magnus, Jan R.
20
Meijdam, Lex
20
Beetsma, Roel
19
Norde, Henk
19
Matsumura, Toshihiro
18
Voorneveld, Mark
18
Müller, Wieland
17
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Center for Economic Research <Tilburg>
5
Published in...
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CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Institute of Social and Economic Research
Econometric reviews
Economics letters
Journal of empirical finance
The economic journal : the journal of the Royal Economic Society
INFORMS journal on computing : JOC
7
European journal of operational research : EJOR
5
Operations research
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
3
Omega : the international journal of management science
2
Computational Management Science : CMS
1
Interfaces : the INFORMS journal on the practice of operations research
1
International journal of production research
1
Journal of the Operational Research Society : OR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Optimal depot locations for humanitarian logistics service proviters using robust optimization
Stienen, V. F.
;
Wagenaar, J. C.
;
Hertog, Dirk den
; …
-
2020
Persistent link: https://www.econbiz.de/10012298342
Saved in:
2
Globalized robust optimization for nonlinear uncertain inequalities
Ben-Tal, Aharon
;
Brekelmans, Ruud
;
Hertog, Dirk den
; …
-
2015
Persistent link: https://www.econbiz.de/10011350014
Saved in:
3
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
Saved in:
4
When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Marandi, Ahmadreza
;
Hertog, Dirk den
-
2015
-
Preprint
Persistent link: https://www.econbiz.de/10011404410
Saved in:
5
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
Saved in:
6
Computing the maximum volume inscribed ellipsoid of a polytopic projection
Zhen, Jianzhe
;
Hertog, Dirk den
-
2015
Persistent link: https://www.econbiz.de/10011348904
Saved in:
7
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
8
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
Saved in:
9
Adjustable robust optimizations with decision rules based on inexact revealed data
Ruiter, F. J. C. T. de
;
Ben-Tal, Aharon
;
Brekelmans, Ruud
; …
-
2014
Persistent link: https://www.econbiz.de/10010232332
Saved in:
10
Hints for practical robust optimization
Gorissen, Bram
;
Yanikoglu, Ihsan
;
Hertog, Dirk den
-
2013
Persistent link: https://www.econbiz.de/10010230628
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