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Counterfactual regret minimization for integrated cyber and air defense resource allocation

Keith, Andrew; Ahner, Darryl - In: European journal of operational research : EJOR 292 (2021) 1, pp. 95-107

Persistent link: https://www.econbiz.de/10012495429

Service-oriented robust worker scheduling with motivation effects

Liu, Ming; Liu, Xin; Chu, Feng; Zhang, Ella; Chu, Chengbin - In: International journal of production research 59 (2021) 8, pp. 2328-2351

Persistent link: https://www.econbiz.de/10012501286

Robust multi-product newsvendor model with uncertain demand and substitution

Zhang, Jie; Xie, Weijun; Sarin, Subhash Chander - In: European journal of operational research : EJOR 293 (2021) 1, pp. 190-202

Persistent link: https://www.econbiz.de/10012502466

Risk return trade-off in relaxed risk parity portfolio optimization

Gambeta, Vaughn; Kwon, Roy - In: Journal of risk and financial management : JRFM 13 (2020) 10/237, pp. 1-28

This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re-introducing the asset expected returns into the model and...

Persistent link: https://www.econbiz.de/10012387965

Robust estimation of finite horizon dynamic economic models

Jørgensen, Thomas H.; Tô, Maxime - In: Computational economics 55 (2020) 2, pp. 499-509

Persistent link: https://www.econbiz.de/10012223644

Robust policies for a multiple-pursuer single-evader differential game

Von Moll, Alexander; Pachter, Meir; Garcia, Eloy; … - In: Dynamic games and applications : DGA 10 (2020) 1, pp. 202-221

Persistent link: https://www.econbiz.de/10012226864

Profit-oriented distributionally robust chance constrained flowshop scheduling considering credit risk

Liu, Ming; Liu, Xin; Chu, Feng; Zheng, Feifeng; Chu, … - In: International journal of production research 58 (2020) 8, pp. 2527-2549

Persistent link: https://www.econbiz.de/10012265250

Inference in moment inequality models that Is robust to spurious precision under model misspeci fication

Andrews, Donald W. K.; Kwon, Soonwoo - 2019 - Revised: July 8, 2019

Persistent link: https://www.econbiz.de/10012053175

An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information

Postek, Krzysztof Stanisław; Romeijnders, Ward; … - In: European journal of operational research : EJOR 274 (2019) 2, pp. 432-444

Persistent link: https://www.econbiz.de/10011990108

Decentralized robust capacity control of job shop systems with reconfigurable machine tools

Liu, Ping - 2019

Robust, Capacity Control, Job Shop, Reconfigurable Machine Tools, Control Theory. …

Persistent link: https://www.econbiz.de/10012107406