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Wasserstein distributionally robust chance-constrained program with moment information

Luo, Zunhao; Yin, Yunqiang; Wang, Dujuan; Cheng, T. C. E.; … - In: Computers & operations research : and their … 152 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014266492

2-approximation algorithm for minmax absolute maximum lateness scheduling-location problem

Krumke, Sven O.; Le, Huy Minh - In: Operations research letters 50 (2022) 6, pp. 732-737

Persistent link: https://www.econbiz.de/10014230206

Optimal robust policy for feature-based newsvendor

Zhang, Luhao; Yang, Jincheng; Gao, Rui - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2315-2329

Persistent link: https://www.econbiz.de/10014519977

A data-driven distributionally robust optimization approach for the core acquisition problem

Yang, Cheng-Hu; Su, Xiao-Li; Ma, Xin; Talluri, Srinivas - In: European journal of operational research : EJOR 318 (2024) 1, pp. 253-268

Persistent link: https://www.econbiz.de/10015047718

Multistage adaptive distributionally robust optimization for the medical supplies distribution problem with uncertain demand in humanitarian aid

Yang, Yuze; Luo, Zunhao; Yang, Yongjian; Wang, Dujuan - In: Computers & operations research : an international journal 167 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014566951

Multistage robust discrete optimization via quantified integer programming

Goerigk, Marc; Hartisch, Michael - In: Computers & operations research : and their … 135 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012649716

Distributionally robust disaster relief planning under the Wasserstein set

El Tonbari, Mohamed; Nemhauser, George L.; Toriello, … - In: Computers & operations research : an international journal 168 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014567001

Robust utility maximization in a stochastic factor model

Hernández-Hernández, Daniel (contributor); … - 2005

dynamics and the factor process. Our method combines two recent advances in the theory of optimal investments: the general … duality theory for robust utility maximization and the stochastic control approach to the dual problem of determining optimal …

Persistent link: https://www.econbiz.de/10003324220

Robust exponential hedging in a Brownian setting

Owari, Keita - 2009

Persistent link: https://www.econbiz.de/10003939988

On the power of robust solutions in two-stage stochastic and adaptive optimization problems

Bertsimas, Dimitris; Goyal, Vineet - In: Mathematics of operations research 35 (2010) 2, pp. 284-305

Persistent link: https://www.econbiz.de/10003985683

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