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Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
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Decision rule approximations for the risk averse reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 261 (2017) 1, pp. 317-336
Persistent link: https://www.econbiz.de/10011765029
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Robust Hazmat network design problems considering risk uncertainty
Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun - In: Transportation science : a journal of the Institute for … 50 (2016) 4, pp. 1188-1203
Persistent link: https://www.econbiz.de/10011617693
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A distributionally robust optimization approach for multi-product inventory decisions with budget constraint and demand and yield uncertainties
Qiu, Ruozhen; Sun, Yue; Sun, Minghe - In: Computers & operations research : and their … 126 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012425887
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Robust single machine makespan scheduling with release date uncertainty
Bachtler, Oliver; Krumke, Sven O.; Le, Huy Minh - In: Operations research letters 48 (2020) 6, pp. 816-819
Persistent link: https://www.econbiz.de/10012430170
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Regional climate policy under deep uncertainty : robust control and distributional concerns
Brock, William A.; Xepapadeas, Anastasios - In: Environment and development economics 26 (2021) 3, pp. 211-238
Persistent link: https://www.econbiz.de/10012523162
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Multistage robust mixed-integer optimization under endogenous uncertainty
Feng, Wei; Feng, Yiping; Zhang, Qi - In: European journal of operational research : EJOR 294 (2021) 2, pp. 460-475
Persistent link: https://www.econbiz.de/10012595866
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Robust postdonation blood screening under prevalence rate uncertainty
El-Amine, Hadi; Bish, Ebru K.; Bish, Douglas R. - In: Operations research 66 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011818588
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Minimizing risk exposure when the choice of a risk measure is ambiguous
Delage, Erick; Li, Jonathan Yu-Meng - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 327-344
Persistent link: https://www.econbiz.de/10011819577
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Demand uncertainty in robust Home Care optimization
Cappanera, Paola; Scutellà, Maria Grazia; Nervi, Federico - In: Omega : the international journal of management science 80 (2018), pp. 95-110
Persistent link: https://www.econbiz.de/10011895254