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~isPartOf:"International journal of forecasting"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Mathematical programming"
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International journal of forecasting
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ECONIS (ZBW)
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1
Optimal and robust combination of forecasts via constrained optimization and shrinkage
Roccazzella, Francesco
;
Gambetti, Paolo
;
Vrins, Frédéric
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 97-116
Persistent link: https://www.econbiz.de/10013347741
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2
Pareto efficiency in robust optimization
Iancu, Dan A.
;
Trichakis, Nikolaos
- In:
Management science : journal of the Institute for …
60
(
2014
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10010345161
Saved in:
3
Robust growth-optimal portfolios
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
Saved in:
4
From data to decisions : distributionally robust optimization is optimal
Parys, Bart P. G. van
;
Mohajerin Esfahani, Peyman
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3387-3402
Persistent link: https://www.econbiz.de/10012606903
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5
Robust stochastic optimization made easy with RSOME
Chen, Zhi
;
Sim, Melvyn
;
Xiong, Peng
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3329-3339
Persistent link: https://www.econbiz.de/10012289134
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6
Mitigating delays and unfairness in appointment systems
Qi, Jin
- In:
Management science : journal of the Institute for …
63
(
2017
)
2
,
pp. 566-583
Persistent link: https://www.econbiz.de/10011647395
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7
Closed-form solutions for robust inventory management
Mamani, Hamed
;
Nassiri, Shima
;
Wagner, Michael R.
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1625-1643
Persistent link: https://www.econbiz.de/10011684796
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8
Adaptive distributionally robust optimization
Bertsimas, Dimitris
;
Sim, Melvyn
;
Zhang, Meilin
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 604-618
Persistent link: https://www.econbiz.de/10012000696
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9
Multiperiod stock allocation via robust optimization
Jackson, Peter L.
;
Muckstadt, John A.
;
Li, Yuexing
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 794-818
Persistent link: https://www.econbiz.de/10012000746
Saved in:
10
Near-optimal Bayesian ambiguity sets for distributionally robust optimization
Gupta, Vishal
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4242-4260
Persistent link: https://www.econbiz.de/10012118557
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