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Robust efficiency of airline resource schedules

Ionescu, Lucian - 2018

Persistent link: https://www.econbiz.de/10011868347

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

Persistent link: https://www.econbiz.de/10003557954

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

On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization

Cong, F.; Oosterlee, Cornelis Willebrordus - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-26

Persistent link: https://www.econbiz.de/10011763920

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

Persistent link: https://www.econbiz.de/10015330169

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

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

Persistent link: https://www.econbiz.de/10013347741

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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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

Persistent link: https://www.econbiz.de/10013259976