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Modelling some robust design problems via conic optimization
Chaerani, Diah; Roos, Cornelis - In: Operations research proceedings 2006 : selected papers …, (pp. 209-214). 2007
Persistent link: https://www.econbiz.de/10003470691
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A comparison of algorithms for the multivariate L1-median
Fritz, Heinrich; Filzmoser, Peter; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008664195
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Robust portfolio optimization using second-order cone programming
Kolbert, Fiona; Wormald, Laurence - In: Optimizing optimization : the next generation of …, (pp. 3-22). 2010
Persistent link: https://www.econbiz.de/10003939044
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Robust exponential hedging in a Brownian setting
Owari, Keita - 2009
Persistent link: https://www.econbiz.de/10003939988
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Characterizing robust set containments and solutions of uncertain linear programs without qualifications
Jeyakumar, V.; Li, Guoyin - In: Operations research letters 38 (2010) 3, pp. 188-194
Persistent link: https://www.econbiz.de/10003968643
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A note on robustness in multidisciplinary decision making issues under uncertainties
Ichchou, Mohamed - In: Dimensionen der Logistik : Funktionen, Institutionen …, (pp. 777-785). 2010
Persistent link: https://www.econbiz.de/10003992953
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Robust multiperiod portfolio management in the presence of transaction costs
Bertsimas, Dimitris; Pachamanova, Dessislava A. - In: Computers & operations research : and their … 35 (2008) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10003665715
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Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
Assavapokee, Tiravat; Realff, Matthew J.; Ammons, Jane C.; … - In: Computers & operations research : and their … 35 (2008) 6, pp. 2093-2102
Persistent link: https://www.econbiz.de/10003671713
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Improving airline network robustness and operational reliability by sequential optimisation algorithms
Wu, Cheng-lung - In: Networks and spatial economics : a journal of … 6 (2006) 3/4, pp. 235-251
Persistent link: https://www.econbiz.de/10003493990
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Robust newsvendor competition
Jiang, Houyuan (contributor); Netessine, Serfuei (contributor) - 2007
Persistent link: https://www.econbiz.de/10003502499