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Confidence Levels for CVaR Ris...
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ECONIS (ZBW)
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1
Robust stochastic models for profit-maximizing hub location problems
Taherkhani, Gita
;
Alumur, Sibel A.
;
Hosseini, Mojtaba
- In:
Transportation science : a journal of the Institute for …
55
(
2021
)
6
,
pp. 1322-1350
Persistent link: https://www.econbiz.de/10012796976
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2
Robust newsvendor problem with autoregressive demand
Carrizosa, Emilio
;
Olivares-Nadal, Alba V.
; …
- In:
Computers & operations research : and their …
68
(
2016
),
pp. 123-133
Persistent link: https://www.econbiz.de/10011442377
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3
Entering H∞-optimal control robustness into a macroeconomic LQ-tracking model
Hudgins, David
;
Na, Joon
- In:
Computational economics
47
(
2016
)
2
,
pp. 121-155
Persistent link: https://www.econbiz.de/10011712306
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4
Adaptive bundle methods for nonlinear robust optimization
Kuchlbauer, Martina
;
Liers, Frauke
;
Stingl, Michael
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
4
,
pp. 2106-2124
Persistent link: https://www.econbiz.de/10013362683
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5
Monetary policy tightening in response to uncertain stagflationary shocks : a model-based analysis
Bartocci, Anna
;
Cantelmo, Alessandro
;
Notarpietro, …
-
2023
Persistent link: https://www.econbiz.de/10014484473
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6
Technical note: two-stage sample robust optimization
Bertsimas, Dimitris
;
Shtern, Shimrit
;
Sturt, Bradley
- In:
Operations research
70
(
2022
)
1
,
pp. 624-640
Persistent link: https://www.econbiz.de/10012820676
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7
Improving sample average approximation using distributional robustness
Anderson, Edward J.
;
Philpott, Andy
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 90-124
Persistent link: https://www.econbiz.de/10013185210
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8
Robust unit commitment with n-1 security criteria
Goutani, Arash
;
Xu, Huifu
;
Pozo, David
;
Tri-Dung Nguyen
- In:
Mathematical methods of operations research
83
(
2016
)
3
,
pp. 373-408
Persistent link: https://www.econbiz.de/10011673675
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9
How big should your data really be? : data-driven newsvendor : learning one sample at a time
Besbes, Omar
;
Mouchtaki, Omar
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5848-5865
Persistent link: https://www.econbiz.de/10014393035
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10
Flow shop scheduling with human-robot collaboration : a joint chance-constrained programming approach
Wang, Duo
;
Zhang, Junlong
- In:
International journal of production research
62
(
2024
)
4
,
pp. 1297-1317
Persistent link: https://www.econbiz.de/10014458552
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