Search Results - subject:"Inverse optimization"

Learning the follower’s objective function in sequential bilevel games

Molan, Ioana; Schmidt, Martin; Thürauf, Johannes - In: Mathematical Methods of Operations Research 102 (2026) 2-3, pp. 291-323

weight update (MWU) method and one based on the lower-level’s KKT conditions that are used in the sense of inverse … optimization. The MWU method requires less assumptions but the convergence guarantee is also only on the follower’s objective …

Persistent link: https://www.econbiz.de/10015627019

Inverse optimization : theory and applications

Chan, Timothy C. Y.; Mahmood, Rafid; Zhu, Ian Yihang - In: Operations research 73 (2025) 2, pp. 1046-1074

Persistent link: https://www.econbiz.de/10015445470

Inverse DEA for portfolio volatility targeting : industry evidence from Taiwan Stock Exchange

Kehinde, Temitope Olubanjo; Chung, Sai Ho; Olanrewaju, … - In: International Journal of Financial Studies : open … 13 (2025) 4, pp. 1-24

This work develops an inverse data envelopment analysis (Inverse DEA) framework for portfolio optimization, treating return as a desirable output and volatility as an undesirable output. Using 20 industry-level portfolios from the Taiwan Stock Exchange (1365 stocks; FY-2020), we first evaluate...

Persistent link: https://www.econbiz.de/10015584420

Manipulating the outcome of stable marriage and roommates problems

Bérczi, Kristóf; Csáji, Gergely; Király, Tamás - In: Games and economic behavior 147 (2024), pp. 407-428

Persistent link: https://www.econbiz.de/10015135344

Setting wait time targets in a multi-priority patient setting

Babashov, Vusal; Sauré, Antoine; Ozturk, Onur; … - In: Production and operations management : the flagship … 32 (2023) 6, pp. 1958-1974

Persistent link: https://www.econbiz.de/10014328523

Contextual inverse optimization : offline and online learning

Besbes, Omar; Fonseca, Yuri; Lobel, Ilan - In: Operations research 73 (2025) 1, pp. 424-443

Persistent link: https://www.econbiz.de/10015445313

Inverse optimization for routing problems

Zattoni Scroccaro, Pedro; Beek, Piet van; Mohajerin … - In: Transportation science 59 (2025) 2, pp. 301-321

Persistent link: https://www.econbiz.de/10015359549

Valuation of power purchase agreements for corporate renewable energy procurement

Qorbanian, Roozbeh; Löhndorf, Nils; Wozabal, David - In: European journal of operational research : EJOR 326 (2025) 3, pp. 530-543

Persistent link: https://www.econbiz.de/10015433465

An operation-agnostic stochastic user equilibrium model for mobility-on-demand networks with congestible capacities

Liu, Bingqing; Watling, David; Chow, Joseph Y. J. - In: European journal of operational research : EJOR 323 (2025) 2, pp. 504-524

Persistent link: https://www.econbiz.de/10015415813

Inverse optimization on the evaluations of alternatives in the PROMETHEE II ranking method

Flachs, Alexandre; De Smet, Yves - In: Omega : the international journal of management science 136 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015407827

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