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subject:"Estimation theory"
subject:"Schätzung"
~person:"Escudero, Laureano F."
~person:"Hertog, Dirk den"
~person:"Timmermann, Allan"
~subject:"Mathematische Optimierung"
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Estimation theory
Schätzung
Mathematische Optimierung
Theorie
307
Theory
307
Forecasting model
95
Prognoseverfahren
95
Mathematical programming
93
Stochastic process
55
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55
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39
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39
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robust optimization
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English
135
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Escudero, Laureano F.
Hertog, Dirk den
Timmermann, Allan
Pesaran, M. Hashem
118
Härdle, Wolfgang
111
Caporale, Guglielmo Maria
87
Heckman, James J.
78
Phillips, Peter C. B.
77
Gil-Alaña, Luis A.
72
McAleer, Michael
61
Nesterov, Jurij Evgenʹevič
57
Franses, Philip Hans
56
Gouriéroux, Christian
56
Marcellino, Massimiliano
52
Blundell, Richard W.
50
Gendreau, Michel
49
Newey, Whitney K.
47
Kleijnen, Jack P. C.
46
Swanson, Norman R.
46
Andrews, Donald W. K.
45
Diebold, Francis X.
45
Koopman, Siem Jan
45
Bertsimas, Dimitris
43
Engle, Robert F.
43
Hautsch, Nikolaus
43
Pardalos, Panos M.
43
Baltagi, Badi H.
41
Kilian, Lutz
41
Lucas, André
41
Lütkepohl, Helmut
41
Imbens, Guido
39
Robinson, Peter M.
39
Zhang, Shuzhong
39
Bollerslev, Tim
38
Drexl, Andreas
38
Herwartz, Helmut
38
Linton, Oliver
38
Christiano, Lawrence J.
37
Belzil, Christian
36
Berg, Gerard J. van den
36
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28
European journal of operational research : EJOR
14
Top : an official journal of the Spanish Society of Statistics and Operations Research
13
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8
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7
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5
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4
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4
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3
Omega : the international journal of management science
3
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of forecasting
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Operations research letters
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
135
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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
On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
Castro, Jordi
;
Escudero, Laureano F.
;
Monge, Juan F.
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 268-285
Persistent link: https://www.econbiz.de/10014339838
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
Saved in:
10
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
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