Narrow search
Showing 1 - 10 of 64
Cover Image
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014
Persistent link: https://www.econbiz.de/10011282869
Cover Image
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław; Hertog, Dirk den; … - 2015 - Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Cover Image
Why methods for optimization problems with time-consuming function evaluations and integer variables should use global approximation models
Driessen, Lonneke; Brekelmans, Ruud; Gerichhausen, Marloes - 2006
Persistent link: https://www.econbiz.de/10003277659
Cover Image
Optimization of univariate functions on bounded intervals by interpolation and semidefinite programming
Klerk, Etienne de (contributor); Elabwabi, G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003314846
Cover Image
Space-filling Latin hypercube designs for computer experiments
Husslage, Bart; Rennen, Gijs; Dam, Edwin Robert van; … - 2008 - Rev. version of CentER Discussion Paper 2006,18
Persistent link: https://www.econbiz.de/10003807152
Cover Image
Enhancement of sandwich algorithms for approximating higher dimensional convex pareto sets
Rennen, Gijs; Dam, Edwin Robert van; Hertog, Dirk den - 2009
Persistent link: https://www.econbiz.de/10003865769
Cover Image
Response surface methodology with stochastic constraints for expensive simulation
Angün, Mevlüde Ebru; Kleijnen, Jack P. C.; Hertog, … - In: Journal of the Operational Research Society : OR 60 (2009) 6, pp. 735-746
Persistent link: https://www.econbiz.de/10003881650
Cover Image
Space-filling Latin hypercube designs for computer experiments
Husslage, Bart; Rennen, Gijs; Dam, Edwin Robert van; … - 2006
Persistent link: https://www.econbiz.de/10003303517
Cover Image
Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon; Hertog, Dirk den; De Waegenaere, Anja; … - 2011
Persistent link: https://www.econbiz.de/10009152559
Cover Image
Immunizing conic quadratic optimization problems against implementation errors
Ben-Tal, Aharon; Hertog, Dirk den - 2011
convex conic quadratic constraints with implementation error are also given. We conclude with showing how the theory …
Persistent link: https://www.econbiz.de/10009152560