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The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation

Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - 2012

Persistent link: https://www.econbiz.de/10009722972

On robust online scheduling algorithms

Gatto, Michael; Widmayer, Peter - In: Journal of scheduling 14 (2011) 2, pp. 141-156

Persistent link: https://www.econbiz.de/10009126651

A robust enhancement to the Clarke-Wright savings algorithm

Doyuran, T.; Çatay, B. - In: Journal of the Operational Research Society : OR 62 (2011) 1, pp. 223-231

Persistent link: https://www.econbiz.de/10008939035

Consensus building for uncertain large-scale group decision-making based on the clustering algorithm and robust discrete optimization

Li, Yuanming; Ji, Ying; Qu, Shaojian - In: Group decision and negotiation 31 (2022) 2, pp. 453-489

Persistent link: https://www.econbiz.de/10013169769

Risk-averse single machine scheduling : complexity and approximation

Kasperski, Adam; Zieliński, Paweł - In: Journal of scheduling 22 (2019) 5, pp. 567-580

Persistent link: https://www.econbiz.de/10012117022

Robust Risk Budgeting Algorithms in R

Bouzida, Farah - 2019

by transforming the objective function into a strictly convex one. Amongst them, the ”Spinu Algorithm” proves to be the … most robust and fastest algorithm, both for large equity and small multi-asset portfolios. Surprisingly, the promising … Cyclical Coordinate Descent (CCD) algorithm proposed by Griveau et.al. (2013) which suits well for risk budgeting on a large …

Persistent link: https://www.econbiz.de/10012862959

Robust drone selective routing in humanitarian transportation network assessment

Zhang, Guowei; Jia, Ning; Zhu, Ning; Adulyasak, Yossiri; … - In: European journal of operational research : EJOR 305 (2023) 1, pp. 400-428

Persistent link: https://www.econbiz.de/10013479215

Single machine robust scheduling with budgeted uncertainty

Bougeret, Marin; Pessoa, Artur; Poss, Michael - In: Operations research letters 51 (2023) 2, pp. 137-141

Persistent link: https://www.econbiz.de/10014311836

A robust reputation iterative algorithm based on Z-statistics in a rating system with thorny objects

Zhu, Huan; Xiao, Yu; Wang, Zhi-Gang; Wu, Jun - In: Journal of the Operational Research Society 74 (2023) 6, pp. 1600-1612

Persistent link: https://www.econbiz.de/10014335539

Overload-checking and edge-finding for robust cumulative scheduling

Fahimi, Hamed; Quimper, Claude-Guy - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1419-1438

Persistent link: https://www.econbiz.de/10014471526