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Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn; Westphal, Dorothee - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
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Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van; Escobar, Debora Daniela; Glanzer, Martin - In: Computational management science 17 (2020) 3, pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
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An almost robust model for minimizing disruption exposures in supply systems
Zhao, Kena; Ng, Tsan Sheng Adam; Tan, Chin Hon; Pang, … - In: European journal of operational research : EJOR 295 (2021) 2, pp. 547-559
Persistent link: https://www.econbiz.de/10013205967
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Distributionally robust stochastic optimization with Wasserstein distance
Gao, Rui; Kleywegt, Anton - In: Mathematics of operations research 48 (2023) 2, pp. 603-655
Persistent link: https://www.econbiz.de/10014314839
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Distributionally robust optimization under a decision-dependent ambiguity set with applications to machine scheduling and humanitarian logistics
Noyan, Nilay; Rudolf, Gábor; Lejeune, Miguel - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 729-751
Persistent link: https://www.econbiz.de/10013361345
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Adjustable light robust optimization with second order stochastic dominance constraints
Ji, Xinzhi; Guo, Ranran; Ye, Wuyi - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014580947
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Uncertainty in maritime ship routing and scheduling : a Literature review
Ksciuk, Jana; Kuhlemann, Stefan; Tierney, Kevin; … - In: European journal of operational research : EJOR 308 (2023) 2, pp. 499-524
Persistent link: https://www.econbiz.de/10014283091
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Models and algorithms for stochastic and robust vehicle routing with deadlines
Adulyasak, Yossiri; Jaillet, Patrick - In: Transportation science : a journal of the Institute for … 50 (2016) 2, pp. 608-626
Persistent link: https://www.econbiz.de/10011491055
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A robust scenario approach for the vehicle routing problem with uncertain travel times
Han, Jinil; Lee, Chungmok; Park, Sungsoo - In: Transportation science : a journal of the Institute for … 48 (2014) 3, pp. 373-390
Persistent link: https://www.econbiz.de/10010404356
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A data-driven approach to multistage stochastic linear optimization
Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10014288428