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Search: subject_exact:"Robust method"
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Robust statistics
19
Robustes Verfahren
19
Mathematical programming
15
Mathematische Optimierung
15
Theorie
14
Theory
14
Robust optimization
9
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Adjustable robust optimization
3
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3
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Portfolio selection
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Hertog, Dirk den
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Glynn, Peter W.
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Haurie, Alain
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Heidergott, Bernd
1
Hulst, Dori van
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Computational Management Science : CMS
European journal of operational research : EJOR
243
Operations research
85
Computers & operations research : and their applications to problems of world concern ; an international journal
67
International journal of production research
55
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Operations research letters
55
Discussion paper / Center for Economic Research, Tilburg University
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Journal of econometrics
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Omega : the international journal of management science
36
Transportation research / E : an international journal
36
Mathematics of operations research
33
INFORMS journal on computing : JOC
32
International journal of production economics
31
KBI
31
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
30
Economics letters
28
Insurance / Mathematics & economics
27
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
27
Journal of economic theory
26
CentER Discussion Paper Series
20
Econometric theory
20
OR spectrum : quantitative approaches in management
20
Journal of the American Statistical Association : JASA
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NBER working paper series
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER Working Paper
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Economic modelling
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Energy economics
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Quantitative finance
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Cahiers du Département d'Econométrie
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Discussion paper / Tinbergen Institute
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Working paper
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Cowles Foundation discussion paper
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Discussion paper series / IZA
14
Discussion papers of interdisciplinary research project 373
14
Journal of economic dynamics & control
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Manufacturing & service operations management : M & SOM
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ECONIS (ZBW)
19
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1
The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
Saved in:
2
Robustness analysis of generalized Jackson network
Berkhout, Joost
;
Heidergott, Bernd
;
Sommer, Jennifer
; …
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 697-714
Persistent link: https://www.econbiz.de/10012126684
Saved in:
3
Distributionally robust SDDP
Philpott, A. B.
;
Matos, Vitor L. de
;
Kapelevich, L.
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 431-454
Persistent link: https://www.econbiz.de/10011922969
Saved in:
4
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
Xu, Guanglin
;
Burer, Samuel
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011860879
Saved in:
5
Centered solutions for uncertain linear equations
Zhen, Jianzhe
;
Hertog, Dirk den
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 585-610
Persistent link: https://www.econbiz.de/10011758977
Saved in:
6
A scenario-based framework for supply planning under uncertainty : stochastic programming versus robust optimization approaches
Maggioni, Francesca
;
Potra, Florian A.
;
Bertocchi, Marida
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 5-44
Persistent link: https://www.econbiz.de/10011710316
Saved in:
7
Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
Ruiter, Frans de
;
Ben-Tal, Aharon
;
Brekelmans, Ruud C. M.
; …
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011710326
Saved in:
8
Robust shift generation in workforce planning
Hulst, Dori van
;
Hertog, Dirk den
;
Nuijten, Wim
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10011710349
Saved in:
9
A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management
Wang, Shuyi
;
Thiele, Aurélie
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10011710747
Saved in:
10
Log-robust portfolio management with parameter ambiguity
Kawas, Ban
;
Thiele, Aurelie
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 229-256
Persistent link: https://www.econbiz.de/10011710772
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