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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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Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick; Li, Jonathan Yu-Meng - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
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Joint estimation and robustness optimization
Zhu, Taozeng; Xie, Jingui; Sim, Melvyn - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1659-1677
Persistent link: https://www.econbiz.de/10013259995
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Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon; Hertog, Dirk den; De Waegenaere, Anja; … - In: Management science : journal of the Institute for … 59 (2013) 2, pp. 341-357
Persistent link: https://www.econbiz.de/10009713913
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"Dice"-sion–making under uncertainty : when can a random decision reduce risk?
Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
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Optimal robust policy for feature-based newsvendor
Zhang, Luhao; Yang, Jincheng; Gao, Rui - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2315-2329
Persistent link: https://www.econbiz.de/10014519977
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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
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Correlated cluster-based randomized experiments : robust variance minimization
Candogan, Ozan; Chen, Chen; Niazadeh, Rad - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4069-4086
Persistent link: https://www.econbiz.de/10014552526