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On a constant factor approximation for minmax regret problems using a symmetry point scenario
Conde, Eduardo - In: European journal of operational research : EJOR 219 (2012) 2, pp. 452-457
Persistent link: https://www.econbiz.de/10009514311
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A minimum expected regret model for the shortest path problem with solution-dependent probability distributions
Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19
Persistent link: https://www.econbiz.de/10011630908
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Robust minmax regret combinatorial optimization problems with a resource-dependent uncertainty polyhedron of scenarios
Conde, Eduardo - In: Computers & operations research : and their … 103 (2019), pp. 97-108
Persistent link: https://www.econbiz.de/10011991106
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Minmax regret combinatorial optimization problems with investments
Conde, Eduardo; Leal, Marina - In: Computers & operations research : and their … 85 (2017), pp. 1-11
Persistent link: https://www.econbiz.de/10011713662
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A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano; Sánchez Conde, Eduardo - In: Computers & operations research : an international journal 167 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014566418