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Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set
Postek, Krzysztof Stanisław; Hertog, Dirk den - 2016 - Revised version of CentER Discussion Paper No. 2014-056
Persistent link: https://www.econbiz.de/10011427980
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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
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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
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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
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Adjustable robust strategies for flood protection
Postek, Krzysztof Stanisław; Hertog, Dirk den; Kind, Jarl - 2016
Persistent link: https://www.econbiz.de/10011541091
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Efficient methods for several classes of ambiguous stochastic programming problems under mean-mad information
Postek, Krzysztof Stanisław; Romeijnders, Ward; … - 2016
Persistent link: https://www.econbiz.de/10011541097