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~isPartOf:"Operations research"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Robust method"
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Stochastischer Prozess
Robust statistics
107
Robustes Verfahren
107
Theorie
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Theory
73
Mathematical programming
56
Mathematische Optimierung
56
robust optimization
38
Decision under uncertainty
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distributionally robust optimization
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Lam, Henry
2
Sim, Melvyn
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Aït-Sahalia, Yacine
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Journal of economic theory
Operations research
European journal of operational research : EJOR
33
International journal of production research
9
Mathematics of operations research
8
OR spectrum : quantitative approaches in management
7
Transportation research / E : an international journal
7
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
7
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
6
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Computers & operations research : and their applications to problems of world concern ; an international journal
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EURO journal on computational optimization
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IMA journal of management mathematics
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Les cahiers du GERAD
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Manufacturing & service operations management : M & SOM
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Mathematical methods of operations research
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Mathematics and financial economics
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Omega : the international journal of management science
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Production and operations management : an international journal of the Production and Operations Management Society
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Quantitative finance
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SFB 649 discussion paper
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Socio-economic planning sciences : the international journal of public sector decision-making
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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Annals of economics and finance
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Annals of operations research ; volume 259, numbers 1/2 (December 2017)
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1
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
2
Robust satisficing
Long, Daniel Zhuoyu
;
Sim, Melvyn
;
Zhou, Minglong
- In:
Operations research
71
(
2023
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014308279
Saved in:
3
Risk-based robust statistical learning by stochastic difference-of-convex value-function optimization
Liu, Junyi
;
Pang, Jong-shi
- In:
Operations research
71
(
2023
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10014308587
Saved in:
4
Distributionally robust losses for latent covariate mixtures
Duchi, John C.
;
Hashimoto, Tatsunori
;
Namkoong, Hongseok
- In:
Operations research
71
(
2023
)
2
,
pp. 649-664
Persistent link: https://www.econbiz.de/10014308625
Saved in:
5
Technical note: two-stage sample robust optimization
Bertsimas, Dimitris
;
Shtern, Shimrit
;
Sturt, Bradley
- In:
Operations research
70
(
2022
)
1
,
pp. 624-640
Persistent link: https://www.econbiz.de/10012820676
Saved in:
6
Bicriteria approximation of chance-constrained covering problems
Xie, Weijun
;
Ahmed, Shabbir
- In:
Operations research
68
(
2020
)
2
,
pp. 516-533
Persistent link: https://www.econbiz.de/10012213365
Saved in:
7
A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
Saved in:
8
Robust consumption and portfolio policies when asset prices can jump
Aït-Sahalia, Yacine
;
Matthys, Felix
- In:
Journal of economic theory
179
(
2019
),
pp. 1-56
Persistent link: https://www.econbiz.de/10012131456
Saved in:
9
Robust analysis in stochastic simulation : computation and performance guarantees
Ghosh, Soumyadip
;
Lam, Henry
- In:
Operations research
67
(
2019
)
1
,
pp. 232-249
Persistent link: https://www.econbiz.de/10012000817
Saved in:
10
Distributionally robust optimization with infinitely constrained ambiguity sets
Chen, Zhi
;
Sim, Melvyn
;
Xu, Huan
- In:
Operations research
67
(
2019
)
5
,
pp. 1328-1344
Persistent link: https://www.econbiz.de/10012107779
Saved in:
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