Search Results - subject:"Distributionally robust"

Dokka, Trivikram; Gupta, Sonali Sen - 2023

Robust pricing models often suffer from being overly conservative. This is due to lack of asymmetry information within the set of possible valuation distributions. However, even when information on asymmetry is available incorporating it within pricing models makes the characterization of...

Persistent link: https://www.econbiz.de/10014369622

Distributionally robust end-to-end portfolio construction

Costa, Giorgio; Iyengar, Garud N. - In: Quantitative finance 23 (2023) 10, pp. 1465-1482

Persistent link: https://www.econbiz.de/10014419171

f-Betas and portfolio optimization with f-divergence induced risk measures

Ding, Rui - In: Quantitative finance 23 (2023) 10, pp. 1483-1496

Persistent link: https://www.econbiz.de/10014419172

Pricing under asymmetry and ambiguity

Dokka, Trivikram; Gupta, Sonali Sen - 2023

Persistent link: https://www.econbiz.de/10014328677

From share of choice to buyers' welfare maximization : bridging the gap through distributionally robust optimization

Liu, Maoqi; Zheng, Li; Changchun, Liu; Zhang, Zhi-Hai - In: Production and operations management : the flagship … 32 (2023) 4, pp. 1205-1222

Persistent link: https://www.econbiz.de/10014266265

Data-driven distributionally robust supplier selection and order allocation problems considering carbon emissions

Dong, Qiandong; Yuan, Yichao - In: International transactions in operational research : a … 32 (2025) 2, pp. 1119-1145

Persistent link: https://www.econbiz.de/10015142210

Distributionally robust single machine scheduling with release and due dates over Wasserstein balls

Lu, Haimin; Huang, Jiayan; Lou, Chenxu; Pei, Zhi - In: Computers & operations research : an international journal 174 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015330263

Distributionally robust hospital capacity expansion planning under stochastic and correlated patient demand

Alnaggar, Aliaa; Farrukh, Fatimah Faiza - In: Computers & operations research : an international journal 174 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015330269

An accelerated Benders decomposition method for distributionally robust sustainable medical waste location and transportation problem

Quan, Zihan; Liu, Yankui; Chen, Aixia - In: Computers & operations research : an international journal 175 (2025), pp. 1-29

Persistent link: https://www.econbiz.de/10015330411

A decomposition scheme for Wasserstein distributionally robust emergency relief network design under demand uncertainty and social donations

Wang, Weiqiao; Yang, Kai; Yang, Lixing; Gao, Ziyou; … - In: Computers & operations research : an international journal 175 (2025), pp. 1-27

Persistent link: https://www.econbiz.de/10015330361

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