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subject:"Mathematical programming"
subject:"Portfolio selection"
~person:"Hertog, Dirk den"
~subject:"Experiment"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematical programming
Portfolio selection
Experiment
Theorie
27
Theory
27
Mathematische Optimierung
25
Robust statistics
19
Robustes Verfahren
19
robust optimization
8
Decision under uncertainty
7
Entscheidung unter Unsicherheit
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adjustable robust optimization
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Adjustable robust optimization
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linear decision rules
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Hertog, Dirk den
Güth, Werner
76
Bertsimas, Dimitris
41
Fabozzi, Frank J.
41
Plott, Charles
41
Gendreau, Michel
39
Noussair, Charles
38
Escudero, Laureano F.
36
Cason, Timothy N.
35
Goerigk, Marc
33
List, John A.
33
Laporte, Gilbert
32
Dolgui, Alexandre
31
Li, Duan
31
Puerto, Justo
31
Davis, Douglas D.
30
Hey, John Denis
30
Pardalos, Panos M.
30
Sutter, Matthias
30
Holt, Charles A.
29
Korn, Ralf
29
Lodi, Andrea
29
Drezner, Zvi
28
Smith, Vernon L.
28
Huck, Steffen
27
Escobar, Marcos
26
Figueira, José Rui
26
Wong, Wing Keung
26
Normann, Hans-Theo
25
Charness, Gary
24
Speranza, Maria Grazia
24
Friedman, Daniel
23
Porter, David P.
23
Schotter, Andrew
23
Desaulniers, Guy
22
Kagel, John H.
22
Letchford, Adam N.
22
Müller, Wieland
22
Offerman, Theo
22
Ahmed, Shabbir
21
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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
2
Computational Management Science : CMS
1
International journal of production research
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ECONIS (ZBW)
25
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target and OAR volume delineation uncertainties
Balvert, Marleen
;
Hertog, Dirk den
;
Hoffmann, Aswin L.
- In:
INFORMS journal on computing : JOC
31
(
2019
)
1
,
pp. 100-114
Persistent link: https://www.econbiz.de/10011999046
Saved in:
10
A survey of adjustable robust optimization
Yanıkoğlu, İhsan
;
Gorissen, Bram L.
;
Hertog, Dirk den
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 799-813
Persistent link: https://www.econbiz.de/10012102192
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