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Standardization and experimentation : ex ante versus ex post standardization
Choi, Jay Pil - 1994
Persistent link: https://www.econbiz.de/10000893849
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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
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Design of experiments : an overview
Kleijnen, Jack P. C. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003752615
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A polynomial optimization approach to constant rebalanced portfolio selection
Takano, Yuichi; Sotirov, Renata - 2010
Persistent link: https://www.econbiz.de/10008697955
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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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Excess based allocation of risk capital
Gulick, Gerwald van; De Waegenaere, Anja; Norde, Henk - 2010
Persistent link: https://www.econbiz.de/10008748335
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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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Robust optimization using computer experiments
Stinstra, Erwin (contributor); Hertog, Dirk den (contributor) - 2005
Persistent link: https://www.econbiz.de/10003086369
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Constrained optimization in random simulation : efficient global optimization and Karush-Kuhn-Tucker conditions
Angün, Mevlüde Ebru; Kleijnen, Jack P. C. - 2023 - Revision of CentER DP 2022-022
Persistent link: https://www.econbiz.de/10014248363