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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of financial economics"
~person:"Postek, Krzysztof Stanisław"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Mathematical programming
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robust optimization
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Postek, Krzysztof Stanisław
Hertog, Dirk den
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Kleijnen, Jack P. C.
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Talman, Dolf
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Engwerda, Jacob Christiaan
9
Klerk, Etienne de
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Yang, Zaifu
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Ben-Tal, Aharon
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Dang, Chuangyin
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Beers, Wim C. M. van
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Brekelmans, Ruud
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Laan, Gerard van der
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Mehdad, Ehsan
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Melenberg, Bertrand
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Norde, Henk
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Sotirov, Renata
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Tijs, Stef
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Van Nieuwenhuyse, Inneke
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Angün, Mevlüde Ebru
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De Waegenaere, Anja
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Driessen, Lonneke
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Gorissen, Bram L.
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Pasechnik, Dmitrii V.
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Reddy, Puduru Viswanadha
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Rennen, Gijs
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Salmah, Y.
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Blanc, J. P.
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Dam, Edwin Robert van
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Hamers, Herbert
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Hartl, Richard F.
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Kamiya, Kazuya
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Kort, Peter M.
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Stinstra, Erwin
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Sturm, Jos F.
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Yang, Dai
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Zhen, Jianzhe
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Allen, Franklin
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Discussion paper / Center for Economic Research, Tilburg University
Journal of financial economics
European journal of operational research : EJOR
2
INFORMS journal on computing : JOC
1
Operations research
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ECONIS (ZBW)
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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
Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
-
2014
Persistent link: https://www.econbiz.de/10011283891
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3
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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