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Adjustable robust optimization with objective uncertainty
Detienne, Boris; Lefebvre, Henri; Malaguti, Enrico; … - In: European journal of operational research : EJOR 312 (2024) 1, pp. 373-384
Persistent link: https://www.econbiz.de/10014456270
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Adaptive robust optimization for lot-sizing under yield uncertainty
Metzker Soares, Paula; Thevenin, Simon; Adulyasak, Yossiri - In: European journal of operational research : EJOR 313 (2024) 2, pp. 513-526
Persistent link: https://www.econbiz.de/10014456590
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Robust optimization with order statistic uncertainty set
Zhang, Pengfei; Gupta, Diwakar - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1023-1039
Persistent link: https://www.econbiz.de/10014440197
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f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui - In: Quantitative finance 23 (2023) 10, pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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Robust utility maximization with nonlinear continuous semimartingales
Criens, David; Niemann, Lars - In: Mathematics and financial economics 17 (2023) 3, pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
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Strong formulations for distributionally robust chance-constrained programs with left-hand side uncertainty under Wasserstein ambiguity
Nam Hoai Nguyen; Kilinç-Karzan, Fatma; Küçükyavuz, Simge - In: INFORMS journal on optimization 5 (2023) 2, pp. 211-232
Persistent link: https://www.econbiz.de/10014291950
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Mitigating delays and unfairness in appointment systems
Qi, Jin - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 566-583
Persistent link: https://www.econbiz.de/10011647395
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Integrated anesthesiologist and room scheduling for surgeries : methodology and application
Rath, Sandeep; Rajaram, Kumar; Mahajan, Aman - In: Operations research 65 (2017) 6, pp. 1460-1478
Persistent link: https://www.econbiz.de/10011777762
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Approximate kernel learning uncertainty set for robust combinatorial optimization
Loger, Benoît; Dolgui, Alexandre; Lehuédé, Fabien; … - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 3, pp. 900-917
Persistent link: https://www.econbiz.de/10014634786
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A sequential follower refinement algorithm for robust surgery scheduling
Bansal, Ankit; Richard, Jean-Philippe; Berg, Bjorn P.; … - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 3, pp. 918-937
Persistent link: https://www.econbiz.de/10014634792