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Robust multiarmed bandit problems
Kim, Michael Jong; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 264-285
Persistent link: https://www.econbiz.de/10011432957
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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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Decision making under uncertainty when preference information is incomplete
Armbruster, Benjamin; Delage, Erick - In: Management science : journal of the Institute for … 61 (2015) 1, pp. 111-128
Persistent link: https://www.econbiz.de/10010496061
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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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Robust portfolio choice with learning in the framework of regret : single-period case
Lim, Andrew E. B.; Shanthikumar, J. George; Vahn, Gah-yi - In: Management science : journal of the Institute for … 58 (2012) 9, pp. 1732-1746
Persistent link: https://www.econbiz.de/10009655704
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Total cost control in project management via satisficing
Goh, Joel; Hall, Nicholas G. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1354-1372
Persistent link: https://www.econbiz.de/10009777038
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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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Distributionally robust mechanism design
Koçyiğit, Çağıl; Iyengar, Garud; Kuhn, Daniel; … - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 159-189
Persistent link: https://www.econbiz.de/10012156572
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Distributionally robust selection of the best
Fan, Weiwei; Hong, L. Jeff; Zhang, Xiaowei - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 190-208
Persistent link: https://www.econbiz.de/10012156573
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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