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Maximizing a class of utility functions over the vertices of a polytope
Atamtürk, Alper; Gómez, Andrés - In: Operations research 65 (2017) 2, pp. 433-445
Persistent link: https://www.econbiz.de/10011673166
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Polynomial time algorithms to minimize total travel time in a two-depot automated storage/retrieval system
Gharehgozli, Amir Hossein; Yu, Yugang; Zhang, Xiandong; … - In: Transportation science : a journal of the Institute for … 51 (2017) 1, pp. 19-33
Persistent link: https://www.econbiz.de/10011655159
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Evaluación de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr
Calvo, Jorge Andrés Perdomo; Castañeda, Hasbleidy; … - UNIVERSIDAD DE LOS ANDES-CEDE - 2010
El transporte público de Bogotá, durante décadas, ha representado uno de los grandes problemas por resolver en la ciudad. Con el fin de mejorar su eficiencia, fue implementado el sistema de transporte masivo TransMilenio (TM); cuyo objetivo principal, consiste en disminuir el tiempo total de...
Persistent link: https://www.econbiz.de/10008478905
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Supply chain resilience assessment with financial considerations : a Bayesian network-based method
Shi, Wanying; Mena, Carlos - In: IEEE transactions on engineering management : EM 70 (2023) 6, pp. 2241-2256
Persistent link: https://www.econbiz.de/10014313954
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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
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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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Estimation of distortion risk measures
Tsukahara, Hideatsu - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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Optimal deterministic investment strategies for insurers
Bäuerle, Nicole; Rieder, Ulrich - In: Risks : open access journal 1 (2013) 3, pp. 101-118
We consider an insurance company whose risk reserve is given by a Brownian motion with drift and which is able to invest the money into a Black–Scholes financial market. As optimization criteria, we treat mean-variance problems, problems with other risk measures, exponential utility and the...
Persistent link: https://www.econbiz.de/10010199019
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External risk measures and Basel accords
Kou, Steven; Peng, Xianhua; Heyde, Chris C. - In: Mathematics of operations research 38 (2013) 3, pp. 393-417
Persistent link: https://www.econbiz.de/10009787381