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type_genre:"Bibliography included"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Melenberg, Bertrand"
~subject:"Mathematische Optimierung"
~subject:"Overlapping generations"
~type_genre:"Handbuch"
~type_genre:"Working Paper"
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Melenberg, Bertrand
Hertog, Dirk den
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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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2
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
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2014
Persistent link: https://www.econbiz.de/10011282869
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Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon
;
Hertog, Dirk den
;
De Waegenaere, Anja
; …
-
2011
Persistent link: https://www.econbiz.de/10009152559
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Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
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