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Strategy techniques for the times of high uncertainty
Gurkov, Igor - In: Journal for East European Management Studies 15 (2010) 2, pp. 177-186
under conditions of severe uncertainty. Through the correction of the traditional definition of stakeholders I found the … general algorithm for achieving robustness in corporate strategies. This algorithm includes: (1) the clear definition of a …
Persistent link: https://www.econbiz.de/10008455564
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Uncertainty within Economic Models
Hansen, Lars Peter; Sargent, Thomas J - World Scientific Publishing Co. Pte. Ltd.
), <em>Uncertainty within Economic Models</em> includes articles adapting and applying robust control theory to problems in … market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in … Control</li> <li>Robust Permanent Income and Pricing</li> <li>A Quartet of Semigroups for Model Specification, Robustness …
Persistent link: https://www.econbiz.de/10011010980
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Wanting Robustness in Macroeconomics
Hansen, Lars Peter; Sargent, Thomas J. - In: Handbook of Monetary Economics
aversion. Detection error probabilities can be used to discipline empirically plausible amounts of robustness. We describe … applications to asset pricing uncertainty premia and design of robust macroeconomic policies. …
Persistent link: https://www.econbiz.de/10009002651
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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
In this paper we present new concepts of efficiency for uncertain multi-objective optimization problems. We analyze the connection between the concept of minmax robust efficiency presented by Ehrgott et al. (Eur J Oper Res, <CitationRef CitationID="CR14">2014</CitationRef>, doi:<ExternalRef> <RefSource>10.1016/j.ejor.2014.03.013</RefSource> <RefTarget Address="10.1016/j.ejor.2014.03.013" TargetType="DOI"/> </ExternalRef>) and the upper set less order...</refsource></externalref></citationref>
Persistent link: https://www.econbiz.de/10010999732
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Robust trading in spot and forward oligopolistic markets
Gülpınar, N.; Oliveira, F.S. - In: International Journal of Production Economics 138 (2012) 1, pp. 35-45
markets under uncertainty. We extend the two-stage risk-neutral stochastic model to worst-case analysis with rival demand … of demand uncertainty on the oligopolies' behavior when using robust optimal strategies. We compare the performance of … robust optimization with the cases of no uncertainty and risk-neutral uncertainty. We show that under robust oligopolies the …
Persistent link: https://www.econbiz.de/10011043227
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An experimental analysis of the p-median problem under uncertainty: an evolutionary algorithm approach
López-Monzalvo, Francisco; Brizuela, Carlos A. - In: European Journal of Industrial Engineering 8 (2014) 4, pp. 554-578
uncertainty by means of scenarios and to optimise some robustness criteria such as the average and maximum regrets over these …
Persistent link: https://www.econbiz.de/10011130266
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Connection Situations under Uncertainty
Moretti, S.; Alparslan-Gok, S.Z.; Brânzei, R.; Tijs, S.H. - Tilburg University, Center for Economic Research - 2008
Persistent link: https://www.econbiz.de/10011090291
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Short-term robustness of production management systems
Kleijnen, Jack P.C.; Gaury, E.G.A. - Tilburg University, Center for Economic Research - 1998
, that WIP is minimized, while the probability of the service rate being higher than 95% still exceeds 0.90. By robustness … robustness through risk analysis, which uses Latin hypercube sampling (LHS) to estimate the probabilities of specific system … uses bootstrapping. Short-term robustness is illustrated for a four-stage production line and several productioncontrol …
Persistent link: https://www.econbiz.de/10011091481
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Robust viable management of a harvested ecosystem model
Regnier, Esther; Lara, Michel De - HAL - 2013
) conflicting issues of production and preservation and iii) robustness with respect to dynamics uncertainties. More specifically … anchovy-hake couple in the Peruvian upwelling ecosystem. We find that accounting for uncertainty significantly reduces the …
Persistent link: https://www.econbiz.de/10011025654
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Robust viable management of a harvested ecosystem model.
Regnier, Esther; Lara, Michel De - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
) conflicting issues of production and preservation and iii) robustness with respect to dynamics uncertainties. More specifically … anchovy-hake couple in the Peruvian upwelling ecosystem. We find that accounting for uncertainty significantly reduces the …
Persistent link: https://www.econbiz.de/10010617543