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Robust efficiency of airline resource schedules

Ionescu, Lucian - 2018

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Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

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Optimal and robust combination of forecasts via constrained optimization and shrinkage

Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric - In: International journal of forecasting 38 (2022) 1, pp. 97-116

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Robust and Risk-Neutral Optimization with Linear Dynamic Perfect Foresight Models : A Field Manual

Von zur Mühlen, Peter - 2022

This paper outlines several optimization techniques useful for deriving optimal monetary and fiscal policy rules in linear dynamic perfect foresight models. Two broad categories, differing in the treatment of risk, are presented. The first group comprises certainty-equivalent optimization, based...

Persistent link: https://www.econbiz.de/10013403822

Distributionally robust conditional quantile prediction with fixed design

Qi, Meng; Cao, Ying; Shen, Zuo-Jun - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1639-1658

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Robust optimization for utilizing forecasted returns in institutional investment

Koutsoyannis, Christos; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 177-189). 2007

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A reliable ensemble forecasting modeling approach for complex time series with distributionally robust optimization

Yuan, Jiaxin; Li, Jianping; Hao, Jun - In: Computers & operations research : an international journal 173 (2025), pp. 1-18

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Data-driven prediction of relevant scenarios for robust combinatorial optimization

Goerigk, Marc; Kurtz, Jannis - In: Computers & operations research : an international journal 174 (2025), pp. 1-14

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Portfolio Management with Dual Robustness in Prediction and Optimization : A Mixture Model Based Learning Approach

Zhu, Shushang - 2013

uncertainty. By using duality theory, we show that the robust portfolio selection problem via learning with a mixture model can be …

Persistent link: https://www.econbiz.de/10013076696

Bayesian interval robust optimization for sustainable energy system planning in Qiqihar City, China

Dong, Cong; Huang, Guo H.; Cai, Yanpeng; Cheng, Guanhui; … - In: Energy economics 60 (2016), pp. 357-376

Persistent link: https://www.econbiz.de/10011700360