In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two...

In this paper, we focus on outsourcing activities optimization problem in single period setting. In some situations, capacity planning or outsourcing is a one-time event and can be modeled as a single period problem. The aim of this research is to balance the trade-off between two echelons of a...

In this paper, we focus on outsourcing activities optimization problem in single period setting. In some situations, capacity planning or outsourcing is a one-time event and can be modeled as a single period problem. The aim of this research is to balance the trade-off between two echelons of a...

In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two...