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Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan; Eskandani, Deniz; Fan, Jingnan - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
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Reducing conservatism in robust optimization
Roos, Ernst; Hertog, Dirk den - In: INFORMS journal on computing : JOC 32 (2020) 4, pp. 1109-1127
Persistent link: https://www.econbiz.de/10012390213
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A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej; Vinel, Alexander; Krokhmal, Pavlo; … - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos; Ustun, Berk; Webster, Mort; Tran, Quang Kha - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
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Successive quadratic upper-bounding for discrete mean-risk minimization and network interdiction
Atamtürk, Alper; Deck, Carlos; Jeon, Hyemin - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 346-355
Persistent link: https://www.econbiz.de/10012242762
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Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target and OAR volume delineation uncertainties
Balvert, Marleen; Hertog, Dirk den; Hoffmann, Aswin L. - In: INFORMS journal on computing : JOC 31 (2019) 1, pp. 100-114
Persistent link: https://www.econbiz.de/10011999046
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Multiobjective interacting particle algorithm for global optimization
Mete, Huseyin Onur; Zabinsky, Zelda B. - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 500-513
Persistent link: https://www.econbiz.de/10010399777
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The robust (minmax regret) quadratic assignment problem with interval flows
Feizollahi, Mohammad Javad; Averbakh, Igor - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 321-335
Persistent link: https://www.econbiz.de/10010362439
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Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Kryzsztof; Hertog, Dirk den - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 553-574
Persistent link: https://www.econbiz.de/10011539037