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Robust solutions of optimization problems affected by uncertain probabilities

Ben-Tal, Aharon; Hertog, Dirk den; De Waegenaere, Anja; … - 2011

Persistent link: https://www.econbiz.de/10009152559

Hidden convexity in partially separable optimization

Ben-Tal, Aharon; Hertog, Dirk den; Laurent, Monique - 2011

The paper identifies classes of nonconvex optimization problems whose convex relaxations have optimal solutions which at the same time are global optimal solutions of the original nonconvex problems. Such a hidden convexity property was so far limited to quadratically constrained quadratic...

Persistent link: https://www.econbiz.de/10009156483

Deriving robust counterparts of nonlinear uncertain inequalities

Ben-Tal, Aharon; Hertog, Dirk den; Vial, Jean-Philippe - 2012

Persistent link: https://www.econbiz.de/10009554467

Tractable counterparts of distributionally robust constraints on risk measures

Postek, Krzysztof S.; Hertog, Dirk den; Melenberg, Bertrand - 2014

Persistent link: https://www.econbiz.de/10011282869

Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set

Postek, Krzysztof Stanisław; Hertog, Dirk den - 2014

Persistent link: https://www.econbiz.de/10011283891

Computationally tractable counterparts of distributionally robust constraints on risk measures

Postek, Krzysztof Stanisław; Hertog, Dirk den; … - 2015 - Revised version of CentER Discussion Paper No. 2014-031

Persistent link: https://www.econbiz.de/10011348902

Robust solutions for systems of uncertain linear equations

Zhen, Jianzhe; Hertog, Dirk den - 2015

Persistent link: https://www.econbiz.de/10011349881

Globalized robust optimization for nonlinear uncertain inequalities

Ben-Tal, Aharon; Brekelmans, Ruud; Hertog, Dirk den; … - 2015

Persistent link: https://www.econbiz.de/10011350014

Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information

Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - 2015

Persistent link: https://www.econbiz.de/10011350018

Adjustable robust parameter design with unknown distributions

Yanikoğlu, Ihsan; Hertog, Dirk den; Kleijnen, Jack P. C. - 2013

Persistent link: https://www.econbiz.de/10009731529

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