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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Gerlagh, Reyer"
~person:"Hertog, Dirk den"
~person:"Postek, Krzysztof Stanisław"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Decision under uncertainty
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Theory
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Mathematical programming
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Robust statistics
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Robustes Verfahren
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robust optimization
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Ganzzahlige Optimierung
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adjustable
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adjustable robust optimization
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ambiguity
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asymmetric information
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constraint-wise uncertainty
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decision making under uncertainty
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decision rules
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integer
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Gerlagh, Reyer
Hertog, Dirk den
Postek, Krzysztof Stanisław
Ben-Tal, Aharon
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Marandi, Ahmadreza
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Melenberg, Bertrand
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Norde, Henk
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Discussion paper / Center for Economic Research, Tilburg University
INFORMS journal on computing : JOC
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Operations research
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Computational Management Science : CMS
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European journal of operational research : EJOR
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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
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ECONIS (ZBW)
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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
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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
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3
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
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