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Restricted risk measures and robust optimization
Lagos, Guido; Espinoza, Daniel; Moreno, Eduardo; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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Robust two-stage stochastic linear optimization with risk aversion
Ling, Aifan; Sun, Jie; Xiu, Naihua; Yang, Xiaoguang - In: European journal of operational research : EJOR 256 (2017) 1, pp. 215-229
Persistent link: https://www.econbiz.de/10011611260
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Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties
Hu, Zhengyang; Hu, Guiping - In: European journal of operational research : EJOR 284 (2020) 2, pp. 485-497
Persistent link: https://www.econbiz.de/10012238725
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.; Liao, Haitao; Sullivan, Kelly M. - In: European journal of operational research : EJOR 296 (2022) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
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Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng; Shapiro, Alexander - In: European journal of operational research : EJOR 286 (2020) 1, pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
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Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir; Fallah-Tafti, Malihe - In: European journal of operational research : EJOR 279 (2019) 1, pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
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Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad; Çavuş, Özlem - In: European journal of operational research : EJOR 312 (2024) 2, pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
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Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da; Pesenti, Silvana M.; … - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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Markov decision processes with recursive risk measures
Bäuerle, Nicole; Glauer, Alexander - In: European journal of operational research : EJOR 296 (2022) 3, pp. 953-966
Persistent link: https://www.econbiz.de/10013255611