Narrow search
Showing 1 - 7 of 7
Cover Image
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - 2015
Persistent link: https://www.econbiz.de/10011350018
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
Robust optimization with ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - In: Operations research 66 (2018) 3, pp. 814-833
Persistent link: https://www.econbiz.de/10011884312
Cover Image
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
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
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
Extending the scope of robust quadratic optimization
Marandi, Ahmadreza; Ben-Tal, Aharon; Hertog, Dirk den; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 211-226
Persistent link: https://www.econbiz.de/10013358924