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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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Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Kryzsztof; Hertog, Dirk den - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 553-574
Persistent link: https://www.econbiz.de/10011539037
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Decision making in times of Knightian uncertainty : an info-gap perspective
Ben-Haim, Yakov; Demertzis, Maria - 2016
The distinction of risk vs uncertainty as made by Knight has important implications for policy selection. Assuming the former when the latter is relevant can lead to wrong decisions. With the aid of a stylized model that describes a bank’s decision on how to allocate loans, the authors discuss...
Persistent link: https://www.econbiz.de/10011544781
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Robust investment management with uncertainty in fund managers' asset allocation
Dong, Yang; Thiele, Aurélie - In: RAIRO / Operations research 49 (2015) 4, pp. 821-844
Persistent link: https://www.econbiz.de/10011547056
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Strategic and structural uncertainty in robust implementation
Yamashita, Takuro - In: Journal of economic theory 159 (2015), pp. 267-279
Persistent link: https://www.econbiz.de/10011549066
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An interval approach to robust design with parameter uncertainty
Ouyang, Linhan; Ma, Yizhong; Byun, Jai-Hyun; Wang, Jianjun - In: International journal of production research 54 (2016) 11/12, pp. 3201-3215
Persistent link: https://www.econbiz.de/10011497051
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Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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Complexity of interval minmax regret scheduling on parallel identical machines with total completion time criterion
Drwal, Maciej; Rischke, Roman - In: Operations research letters 44 (2016) 3, pp. 354-358
Persistent link: https://www.econbiz.de/10011506133
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The impact of political uncertainty : a robust control approach
Baumann, Robert; Svec, Justin - In: The B.E. journal of economic analysis & policy 16 (2016) 2, pp. 837-863
Persistent link: https://www.econbiz.de/10011508008