Narrow search
Showing 1 - 10 of 344
Cover Image
Regime shifts and uncertainty in pollution control
de Zeeuw, Aart; Zemel, Amos - 2012
We develop a simple model of managing a system subject to pollution damage under risk of an abrupt and random jump in the damage coefficient. The model allows the full dynamic characterization of the optimal emission policies under uncertainty. The results, that imply prudent behavior due to...
Persistent link: https://www.econbiz.de/10010280838
Cover Image
Genetic algorithms for condition-based maintenance optimization under uncertainty
Compare, Michele; Martini, F.; Zio, Enrico - In: European journal of operational research : EJOR 244 (2015) 2, pp. 611-623
Persistent link: https://www.econbiz.de/10010531885
Cover Image
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
Cover Image
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng - In: European journal of operational research : EJOR 245 (2015) 2, pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
Cover Image
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
Cover Image
Robust nonlinear optimization with conic representable uncertainty set
Soleimanian, Azam; Jajaei, Ghasemali Salmani - In: European journal of operational research : EJOR 228 (2013) 2, pp. 337-344
Persistent link: https://www.econbiz.de/10009757279
Cover Image
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Cover Image
Medium range optimization of copper extraction planning under uncertainty in future copper prices
Alonso-Ayuso, Antonio; Carvallo, Felipe; Escudero, … - In: European journal of operational research : EJOR 233 (2014) 3, pp. 711-726
Persistent link: https://www.econbiz.de/10010228195
Cover Image
Robust combinatorial optimization with variable cost uncertainty
Poss, Michael - In: European journal of operational research : EJOR 237 (2014) 3, pp. 836-845
Persistent link: https://www.econbiz.de/10010384691
Cover Image
The multi-handler knapsack problem under uncertainty
Perboli, Guido; Tadei, Roberto; Gobbato, Luca - In: European journal of operational research : EJOR 236 (2014) 3, pp. 1000-1007
Persistent link: https://www.econbiz.de/10010370235