Search Results - subject:"Robust Optimization"

Data-driven Risk-sensitive Appointment Scheduling : A Wasserstein Distributionally Robust Optimization Approach

Pang, Zhan; Wang, Shuming - 2021

-at-risk (CVaR). To address the distributional ambiguity, we propose a data-driven distributionally robust optimization (DRO …

Persistent link: https://www.econbiz.de/10013250302

Quantifying the robustness of empirical inferences in strategic management : the impact threshold of a confounding variable and robustness of inference to replacement

Busenbark, John R.; Frank, Kenneth A.; Maroulis, Spiro J.; … - In: Research in times of crisis : research methods in the …, (pp. 123-150). 2021

Persistent link: https://www.econbiz.de/10012888508

Data-driven Adaptive Robust Optimization for Resource Sharing During a Pandemic

Keyvanshokooh, Esmaeil; Fattahi, Mohammad; Zokaeinikoo, … - 2021

resources to alleviate capacity shortfalls caused by local outbreaks.This paper develops a novel data-driven adaptive robust … optimization methodology for allocating and relocating mechanical ventilators among different regions and states. Our method …

Persistent link: https://www.econbiz.de/10013243168

Estimating the probability of informed trading : A Bayesian approach

Griffin, Jim; Oberoi, Jaideep; Oduro, Samuel D. - In: Journal of banking & finance 125 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012819606

Long-term wealth growth portfolio allocation under parameter uncertainty : a non-conservative robust approach

Zhu, Bo; Zhang, Tianlun - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012822215

The observed asymptotic variance : hard edges, and a regression approach

Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 222 (2021) 1,2, pp. 411-428

Persistent link: https://www.econbiz.de/10012619653

A Bayesian robust chi-squared test for testing simple hypotheses

Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Journal of econometrics 222 (2021) 2, pp. 933-958

Persistent link: https://www.econbiz.de/10012619808

Tail risk and robust portfolio decisions

Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275

Persistent link: https://www.econbiz.de/10012581376

Data-driven robust strategies for joint optimization of rail renewal and maintenance planning

Mohammadi, Reza; He, Qing; Karwan, Mark H. - In: Omega : the international journal of management science 103 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012581736

Robust facility location under demand uncertainty and facility disruptions

Cheng, Chun; Adulyasak, Yossiri; Rousseau, Louis-Martin - In: Omega : the international journal of management science 103 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012581765

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