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subject:"Mathematical programming"
subject:"Portfolio selection"
~language:"eng"
~person:"Hertog, Dirk den"
~subject:"Experiment"
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Mathematical programming
Portfolio selection
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Theorie
64
Theory
64
Mathematische Optimierung
51
Robust statistics
38
Robustes Verfahren
38
robust optimization
15
Decision under uncertainty
10
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10
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8
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adjustable robust optimization
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Hertog, Dirk den
Güth, Werner
219
Fabozzi, Frank J.
122
Sutter, Matthias
114
Normann, Hans-Theo
76
Müller, Wieland
72
Smith, Vernon L.
72
Fehr, Ernst
70
Huck, Steffen
70
Charness, Gary
64
Tyran, Jean-Robert
58
List, John A.
56
Schotter, Andrew
56
Maurer, Raimond
55
Gollier, Christian
54
Hey, John Denis
54
Platen, Eckhard
54
Noussair, Charles
53
Gendreau, Michel
51
Gächter, Simon
51
Holt, Charles A.
51
Keser, Claudia
51
Kleijnen, Jack P. C.
51
Nesterov, Jurij Evgenʹevič
51
Cason, Timothy N.
50
Ockenfels, Axel
49
Plott, Charles
49
Selten, Reinhard
49
Oechssler, Joerg
47
Sefton, Martin
47
Sonnemans, Joep
47
Bertsimas, Dimitris
46
Pardalos, Panos M.
45
Weber, Martin
45
Winden, Frans A. A. M. van
45
Brandts, Jordi
44
Duffy, John
44
Falk, Armin
43
Li, Duan
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30
INFORMS journal on computing : JOC
7
European journal of operational research : EJOR
5
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
55
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1
Optimization with constraint learning : a framework and survey
Fajemisin, Adejuyigbe O.
;
Maragno, Donato
;
Hertog, Dirk den
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014456821
Saved in:
2
Technical note: dual approach for two-stage robust nonlinear optimization
Ruiter, Frans J. C. T. de
;
Zhen, Jianzhe
;
Hertog, Dirk den
- In:
Operations research
71
(
2023
)
5
,
pp. 1794-1799
Persistent link: https://www.econbiz.de/10014393277
Saved in:
3
Optimal depot locations for humanitarian logistics service proviters using robust optimization
Stienen, V. F.
;
Wagenaar, J. C.
;
Hertog, Dirk den
; …
-
2020
Persistent link: https://www.econbiz.de/10012298342
Saved in:
4
Disjoint bilinear optimization : a two-stage robust optimization perspective
Zhen, Jianzhe
;
Marandi, Ahmadreza
;
Moor, Danique de
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
5
,
pp. 2410-2427
Persistent link: https://www.econbiz.de/10014325410
Saved in:
5
Tight tail probability bounds for distribution-free decision making
Roos, Ernst
;
Brekelmans, Ruud
;
Eekelen, Wouter van
; …
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 931-944
Persistent link: https://www.econbiz.de/10013207188
Saved in:
6
Robust optimization for models with uncertain second-order cone and semidefinite programming constraints
Zhen, Jianzhe
;
Ruiter, Frans J. C. T. de
;
Roos, Ernst
; …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 196-210
Persistent link: https://www.econbiz.de/10013358932
Saved in:
7
Convex maximization via adjustable robust optimization
Selvi, Aras
;
Ben-Tal, Aharon
;
Brekelmans, Ruud
;
Hertog, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
4
,
pp. 2091-2105
Persistent link: https://www.econbiz.de/10013362679
Saved in:
8
Optimal depot locations for humanitarian logistics service providers using robust optimization
Stienen, V. F.
;
Wagenaar, Joris C.
;
Hertog, Dirk den
; …
- In:
Omega : the international journal of management science
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012648552
Saved in:
9
Reducing conservatism in robust optimization
Roos, Ernst
;
Hertog, Dirk den
- In:
INFORMS journal on computing : JOC
32
(
2020
)
4
,
pp. 1109-1127
Persistent link: https://www.econbiz.de/10012390213
Saved in:
10
Globalized robust optimization for nonlinear uncertain inequalities
Ben-Tal, Aharon
;
Brekelmans, Ruud
;
Hertog, Dirk den
; …
-
2015
Persistent link: https://www.econbiz.de/10011350014
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