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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Operations research"
~subject:"Dynamic programming"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Dynamic programming
Risikomaß
Statistische Verteilung
Robust statistics
139
Robustes Verfahren
139
Theorie
100
Theory
100
Mathematical programming
81
Mathematische Optimierung
81
robust optimization
62
distributionally robust optimization
31
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Kuhn, Daniel
5
Delage, Erick
4
Sim, Melvyn
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Wiesemann, Wolfram
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2
Blanchet, Jose
2
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Management science : journal of the Institute for Operations Research and the Management Sciences
Operations research
European journal of operational research : EJOR
29
Operations research letters
15
Mathematics of operations research
10
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
8
Insurance / Mathematics & economics
8
Quantitative finance
8
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Finance and stochastics
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INFORMS journal on optimization
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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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International journal of production research
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International journal of theoretical and applied finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical methods of operations research
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Omega : the international journal of management science
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Risks : open access journal
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Cahiers du Département d'Econométrie
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Cambridge working papers in economics
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CentER Discussion Paper Series
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Computational Management Science : CMS
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Discussion paper / Center for Economic Research, Tilburg University
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EURO journal on computational optimization
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Econometric Institute research papers
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Finance research letters
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Journal of econometrics
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Journal of scheduling
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LSE STICERD Research Paper
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ECONIS (ZBW)
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1
Supermodularity in two-stage distributionally robust optimization
Long, Daniel Zhuoyu
;
Qi, Jin
;
Zhang, Aiqi
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1394-1409
Persistent link: https://www.econbiz.de/10014515030
Saved in:
2
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
3
Robust dynamic pricing with demand learning in the presence of outlier customers
Chen, Xi
;
Wang, Yining
- In:
Operations research
71
(
2023
)
4
,
pp. 1362-1386
Persistent link: https://www.econbiz.de/10014338218
Saved in:
4
Distributionally robust batch contextual bandits
Si, Nian
;
Zhang, Fan
;
Zhou, Zhengyuan
;
Blanchet, Jose
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5772-5793
Persistent link: https://www.econbiz.de/10014392981
Saved in:
5
Finite-sample guarantees for Wasserstein distributionally robust optimization : breaking the curse of dimensionality
Gao, Rui
- In:
Operations research
71
(
2023
)
6
,
pp. 2291-2306
Persistent link: https://www.econbiz.de/10014445041
Saved in:
6
On finite adaptability in two-stage distributionally robust optimization
Han, Eojin
;
Bandi, Chaithanya
;
Nohadani, Omid
- In:
Operations research
71
(
2023
)
6
,
pp. 2307-2327
Persistent link: https://www.econbiz.de/10014445042
Saved in:
7
Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi
;
Pang, Jong-shi
- In:
Operations research
71
(
2023
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10014308587
Saved in:
8
Distributionally robust losses for latent covariate mixtures
Duchi, John C.
;
Hashimoto, Tatsunori
;
Namkoong, Hongseok
- In:
Operations research
71
(
2023
)
2
,
pp. 649-664
Persistent link: https://www.econbiz.de/10014308625
Saved in:
9
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
10
Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen
;
Kuhn, Daniel
;
Mohajerin Esfahani, Peyman
- In:
Operations research
70
(
2022
)
1
,
pp. 490-515
Persistent link: https://www.econbiz.de/10012820667
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