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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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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
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Fortification against cascade propagation under uncertainty
Gillen, Colin P.; Veremyev, Alexander; Prokopyev, Oleg; … - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1481-1499
Persistent link: https://www.econbiz.de/10012796940
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Modeling defender-attacker problems as robust linear programs with mixed-integer uncertainty sets
Borrero, Juan S.; Lozano, Leonardo - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1570-1589
Persistent link: https://www.econbiz.de/10012796951
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Lagrangian duality for robust problems with decomposable functions : the case of a robust inventory problem
Rodrigues, Filipe; Agra, Agostinho; Requejo, Cristina; … - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 685-705
Persistent link: https://www.econbiz.de/10012546166
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An exact algorithm for large-scale continuous nonlinear resource allocation problems with minimax regret objectives
Park, Jungho; El-Amine, Hadi; Mutlu, Nevin - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1213-1228
Persistent link: https://www.econbiz.de/10012631669
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Robust optimization of a broad class of heterogeneous vehicle routing problems under demand uncertainty
Subramanyam, Anirudh; Repoussis, Panagiotis P.; … - In: INFORMS journal on computing : JOC 32 (2020) 3, pp. 661-681
Persistent link: https://www.econbiz.de/10012294712
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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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Safe approximations of ambiguous chance constraints using historical data
Yanıkoğlu, İhsan; Hertog, Dirk den - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 666-681
Persistent link: https://www.econbiz.de/10010203615
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Robust modified policy iteration
Kaufman, David L.; Schaefer, Andrew J. - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 396-410
Persistent link: https://www.econbiz.de/10009784076