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Handling uncertainty in the quay crane scheduling problem : a unified distributionally robust decision model
Rodrigues, Filipe; Agra, Agostinho - In: International transactions in operational research : a … 31 (2024) 2, pp. 721-748
Persistent link: https://www.econbiz.de/10014441121
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Mathematical programming formulations for the berth allocation problems in container seaport terminals
Aljuaid, Awad M.; Koubâa, Mayssa; Ammar, Mohamed Haykal; … - In: Logistics 8 (2024) 2, pp. 1-17
Background: Improving the performance of marine terminals is one of the major concerns of both researchers and decision-makers in the maritime transportation sector. The problem of container storage planning and the berth allocation problem (BAP) are the two mainstays of optimizing port...
Persistent link: https://www.econbiz.de/10014631272
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Robust optimization for lot-sizing problems under yield uncertainty
Metzker, Paula; Thevenin, Simon; Adulyasak, Yossiri; … - 2021
Persistent link: https://www.econbiz.de/10012667241
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Compact formulations for the robust vehicle routing problem with time windows under demand and travel time uncertainty
Campos, Rafael; Munari, Pedro; Coelho, Leandro C. - 2022
Persistent link: https://www.econbiz.de/10013450749
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A robust bi-objective uncertain green supply chain network management
Golpîra, Hêriş - In: Serbian journal of management : an international … 11 (2016) 2, pp. 211-222
minimizes the cost of the supply chain while the second objective function minimizes CO2 emission. Conditional Value at Risk … (CVaR) approach is adapted to deal with demand uncertainty and the stochastic CO2 emission level. Finally, the model outputs …
Persistent link: https://www.econbiz.de/10011637189
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Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014
Persistent link: https://www.econbiz.de/10011282869
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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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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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Risk-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran; Delage, Erick; Georghiou, Angelos - 2021
Persistent link: https://www.econbiz.de/10012939439
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Risk return trade-off in relaxed risk parity portfolio optimization
Gambeta, Vaughn; Kwon, Roy - In: Journal of risk and financial management : JRFM 13 (2020) 10/237, pp. 1-28
This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against … the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re …-introducing the asset expected returns into the model and permitting the portfolio to violate the risk parity condition. This paper …
Persistent link: https://www.econbiz.de/10012387965