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Robust pricing-hedging dualities in continuous time
Hou, Zhaoxu; Obłój, Jan - In: Finance and stochastics 22 (2018) 3, pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
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Duality in robust opimization : primal worst equals dual best
Beck, Amir; Ben-Tal, Aharon - In: Operations research letters 37 (2009) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10003845959
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Duality theory for robust utility maximisation
Bartl, Daniel; Kupper, Michael; Neufeld, Ariel - In: Finance and stochastics 25 (2021) 3, pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
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Robust multiple stopping a duality approach
Laeven, Roger; Schoenmakers, John; Schweizer, Nikolaus; … - 2023 - This version: November 13, 2023
Persistent link: https://www.econbiz.de/10014448107
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Mathematical modelling of a robust inspection process plan : Taguchi and Monte Carlo methods
Mohammadi, Mehrdad; Siadat, Ali; Dantan, Jean-Yves; … - In: International journal of production research 53 (2015) 7, pp. 2202-2224
Persistent link: https://www.econbiz.de/10010514654
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Decomposition-based approaches for a class of two-stage robust binary optimization problems
Arslan, Ayşe N.; Detienne, Boris - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 857-871
Persistent link: https://www.econbiz.de/10013361369
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Optimal base drift : robustness under alternative scenarios
Stemp, Peter J. - 1989
Persistent link: https://www.econbiz.de/10000784631
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Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition
Keyvanshokooh, Esmaeil; Ryan, Sarah M.; Kabir, Elnaz - In: European journal of operational research : EJOR 249 (2016) 1, pp. 76-92
Persistent link: https://www.econbiz.de/10011434878
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A new Bayesian approach to multi-response surface optimization integrating loss function with posterior probability
Wang, Jianjun; Ma, Yizhong; Ouyang, Linhan; Tu, Yiliu - In: European journal of operational research : EJOR 249 (2016) 1, pp. 231-237
Persistent link: https://www.econbiz.de/10011435814
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A two-stage robust optimization approach for the mobile facility fleet sizing and routing problem under uncertainty
Lei, Chao; Lin, Wei-Hua; Miao, Lixin - In: Computers & operations research : and their … 67 (2016), pp. 75-89
Persistent link: https://www.econbiz.de/10011441259