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Mathematical programming
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Nesterov, Jurij Evgenʹevič
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Pardalos, Panos M.
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56
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La Torre, Davide
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Labbé, Martine
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Leus, Roel
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Ljubić, Ivana
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Nickel, Stefan
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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European journal of operational research : EJOR
2,486
Computers & operations research : and their applications to problems of world concern ; an international journal
1,395
International journal of production research
873
Operations research letters
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INFORMS journal on computing : JOC
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International journal of production economics
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Transportation research / E : an international journal
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Omega : the international journal of management science
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Journal of the Operational Research Society : OR
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Opsearch : journal of the Operational Research Society of India
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Journal of the Operational Research Society
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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Operational research : an international journal
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OR spectrum : quantitative approaches in management
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RAIRO / Operations research
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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Discussion paper / Center for Economic Research, Tilburg University
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Top : transactions in operations research
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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SpringerLink / Bücher
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Report
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Journal of economic dynamics & control
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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EURO journal on computational optimization
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Computational Management Science : CMS
102
Computational economics
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Journal of scheduling
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CORE discussion paper : DP
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Networks and spatial economics : a journal of infrastructure modeling and computation
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European journal of industrial engineering : EJIE
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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EconStor
5
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1
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
Saved in:
4
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
5
Selecting portfolios given multiple Eurostoxx-based uncertainty scenarios : a stochastic goal programming approach from fuzzy betas
Ballestero, Enrique
;
Pérez-Gladish, Blanca
; …
- In:
INFOR : information systems and operational research
47
(
2009
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10003959546
Saved in:
6
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
Saved in:
7
Robustness of optimal portfolios under
risk
and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
8
Robust-based interactive portfolio selection problems with an uncertainty set of returns
Hasuike, Takashi
;
Katagiri, Hideki
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
3
,
pp. 263-288
Persistent link: https://www.econbiz.de/10010232691
Saved in:
9
Stochastic programming for vendor portfolio selection and order allocation under delivery uncertainty
Lee, Chia-yen
;
Chien, Chen-fu
- In:
OR spectrum : quantitative approaches in management
36
(
2014
)
3
,
pp. 761-797
Persistent link: https://www.econbiz.de/10010375215
Saved in:
10
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
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