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subject:"Mathematical programming"
subject:"Portfolio selection"
~person:"Hertog, Dirk den"
~subject:"Experiment"
~subject:"Robustes Verfahren"
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Mathematical programming
Portfolio selection
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Robustes Verfahren
Theorie
64
Theory
64
Mathematische Optimierung
51
Robust statistics
38
robust optimization
15
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
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Nonlinear programming
8
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adjustable robust optimization
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Hertog, Dirk den
Güth, Werner
226
Fabozzi, Frank J.
123
Sutter, Matthias
114
Normann, Hans-Theo
76
Fehr, Ernst
74
Maurer, Raimond
74
Smith, Vernon L.
73
Müller, Wieland
72
Huck, Steffen
70
Charness, Gary
64
Tyran, Jean-Robert
60
Kleijnen, Jack P. C.
57
Schotter, Andrew
57
List, John A.
56
Noussair, Charles
55
Gollier, Christian
54
Gächter, Simon
54
Hey, John Denis
54
Platen, Eckhard
54
Keser, Claudia
53
Nesterov, Jurij Evgenʹevič
52
Gendreau, Michel
51
Holt, Charles A.
51
Plott, Charles
51
Cason, Timothy N.
50
Ockenfels, Axel
50
Selten, Reinhard
50
Weber, Martin
49
Sonnemans, Joep
48
Bertsimas, Dimitris
47
Oechssler, Joerg
47
Pardalos, Panos M.
47
Sefton, Martin
47
Brandts, Jordi
46
Falk, Armin
45
Korn, Ralf
45
Winden, Frans A. A. M. van
45
Berninghaus, Siegfried
44
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Discussion paper / Center for Economic Research, Tilburg University
32
INFORMS journal on computing : JOC
7
European journal of operational research : EJOR
5
Operations research
4
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
3
Omega : the international journal of management science
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ECONIS (ZBW)
57
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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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