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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Melenberg, Bertrand"
~subject:"Mathematische Optimierung"
~subject:"Multivariate analysis"
~subject:"Statistical theory"
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Melenberg, Bertrand
Hertog, Dirk den
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Discussion paper / Center for Economic Research, Tilburg University
CentER Working Paper Series
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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
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Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
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2
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
Saved in:
3
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
4
Robust solutions of optimization problems affected by uncertain probabilities
Ben-Tal, Aharon
;
Hertog, Dirk den
;
De Waegenaere, Anja
; …
-
2011
Persistent link: https://www.econbiz.de/10009152559
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