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Special issue on mathematical models in market and credit risk
2002
Persistent link: https://www.econbiz.de/10001678002
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On the approximability of adjustable robust convex optimization under uncertainty
Bertsimas, Dimitris; Goyal, Vineet - In: Mathematical methods of operations research 77 (2013) 3, pp. 323-343
Persistent link: https://www.econbiz.de/10009774897
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Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
Ide, Jonas; Köbis, Elisabeth - In: Mathematical methods of operations research 80 (2014) 1, pp. 99-127
Persistent link: https://www.econbiz.de/10010406740
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Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel; Ṥikić, Mario - In: Mathematical methods of operations research 90 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
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Efficient optimization of the reward-risk ratio with polyhedral risk measures
Ogryczak, Włodzimierz; Przyłuski, Michał; … - In: Mathematical methods of operations research 86 (2017) 3, pp. 625-653
Persistent link: https://www.econbiz.de/10011793414
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Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen - In: Mathematical methods of operations research 75 (2012) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
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Optimal sharing of surgical costs in the presence of queues
González, Paula; Herrero Blanco, Carmen - In: Mathematical methods of operations research 59 (2004) 3, pp. 435-446
Persistent link: https://www.econbiz.de/10002138442
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Adjustable robust counterpart of conic quadratic problems
Boni, Odellia; Ben-Tal, Aharon - In: Mathematical methods of operations research 68 (2008) 2, pp. 211-233
Persistent link: https://www.econbiz.de/10003763604
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Globalizing a nonsmooth Newton method via nonmonotone path search
Bütikofer, Stephan - In: Mathematical methods of operations research 68 (2008) 2, pp. 235-256
Persistent link: https://www.econbiz.de/10003763606
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Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning
Shao, Lizhen; Ehrgott, Matthias - In: Mathematical methods of operations research 68 (2008) 2, pp. 257-276
Persistent link: https://www.econbiz.de/10003763607