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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"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"
~isPartOf:"Quantitative finance"
~subject:"Risiko"
~subject:"mixed-integer programming"
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Risiko
mixed-integer programming
Robust statistics
109
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76
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76
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35
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Computers & operations research : and their applications to problems of world concern ; an international journal
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
Quantitative finance
European journal of operational research : EJOR
46
Operations research
13
International journal of production research
7
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6
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6
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6
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6
Omega : the international journal of management science
6
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4
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4
INFORMS journal on optimization
4
International transactions in operational research : a journal of the International Federation of Operational Research Societies
4
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4
OR spectrum : quantitative approaches in management
4
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3
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EURO journal on computational optimization
3
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INFORMS journal on computing : JOC
3
Les cahiers du GERAD
3
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3
Networks and spatial economics : a journal of infrastructure modeling and computation
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SFB 649 discussion paper
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Faculty research series / Holy Cross, Economics and Accounting
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Journal of industrial engineering international
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Adjustable robust optimization with discrete uncertainty
Lefebvre, Henri
;
Malaguti, Enrico
;
Monaci, Michele
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10014474836
Saved in:
3
Robust sourcing under multilevel supply risks : analysis of random yield and capacity
Zhao, Ming
;
Freeman, Nickolas
;
Pan, Kai
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
1
,
pp. 178-195
Persistent link: https://www.econbiz.de/10014327395
Saved in:
4
Robust optimization for lot-sizing problems under yield uncertainty
Metzker, Paula
;
Thevenin, Simon
;
Adulyasak, Yossiri
; …
- In:
Computers & operations research : and their …
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460773
Saved in:
5
ROC++: robust optimization in C++
Vayanos, Phebe
;
Jin, Qing
;
Elissaios, George
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 2873-2888
Persistent link: https://www.econbiz.de/10014326305
Saved in:
6
Radius of robust feasibility for mixed-integer problems
Liers, Frauke
;
Schewe, Lars
;
Thürauf, Johannes
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 243-261
Persistent link: https://www.econbiz.de/10013358939
Saved in:
7
The value of randomized solutions in mixed-integer distributionally robust optimization problems
Delage, Erick
;
Saif, Ahmed
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10013359074
Saved in:
8
Generating a robust baseline schedule for the robust discrete time/resource trade-off problem under work content uncertainty
Tian, Wendi
;
Zhao, Yan
;
Demeulemeester, Erik
- In:
Computers & operations research : and their …
143
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013343307
Saved in:
9
Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and humanitarian logistics
Noyan, Nilay
;
Rudolf, Gábor
;
Lejeune, Miguel
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
2
,
pp. 729-751
Persistent link: https://www.econbiz.de/10013361345
Saved in:
10
Robust simulation with likelihood-ratio constrained input uncertainty
Hu, Zhaolin
;
Hong, L. Jeff
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
4
,
pp. 2350-2367
Persistent link: https://www.econbiz.de/10013362754
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