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type_genre:"Article in journal"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Theory"
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Search: subject_exact:"Statistische Wahrscheinlichkeit"
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Balakrishnan, Narayanaswamy
2
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Astin bulletin : the journal of the International Actuarial Association
European journal of operational research : EJOR
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Robust optimization with order statistic uncertainty set
Zhang, Pengfei
;
Gupta, Diwakar
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1023-1039
Persistent link: https://www.econbiz.de/10014440197
Saved in:
3
Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
4
Approximation schemes for districting problems with probabilistic constraints
Diglio, Antonio
;
Peiró, Juanjo
;
Piccolo, Carmela
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 233-248
Persistent link: https://www.econbiz.de/10014292924
Saved in:
5
Stochastic crowd shipping last-mile delivery with correlated marginals and probabilistic constraints
Silva, Marco Aurelio Costa da
;
Pedroso, João Pedro
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 249-265
Persistent link: https://www.econbiz.de/10014292938
Saved in:
6
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Meier, Christian
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
Saved in:
7
A pessimist's approach to one-sided matching
Demeulemeester, Tom
;
Goossens, Dries
;
Hermans, Ben
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1087-1099
Persistent link: https://www.econbiz.de/10013492806
Saved in:
8
A fully polynomial time approximation scheme for the probability maximizing shortest path problem
Lee, Jisun
;
Joung, Seulgi
;
Lee, Kyungsik
- In:
European journal of operational research : EJOR
300
(
2022
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10013173829
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9
A derivative-free trust-region algorithm with copula-based models for probability maximization problems
Butyn, Emerson
;
Karas, Elizabeth W.
;
Oliveira, Welington de
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10013206808
Saved in:
10
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
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