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  • Search: subject:"Robust Optimization"
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Year of publication
Subject
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Robust statistics 3,954 Robustes Verfahren 3,954 Theorie 2,212 Theory 2,211 Mathematische Optimierung 1,258 Mathematical programming 1,257 Estimation theory 912 Schätztheorie 912 Robust optimization 621 Decision under uncertainty 505 Entscheidung unter Unsicherheit 505 Risiko 451 Risk 450 Portfolio selection 358 Portfolio-Management 353 Regression analysis 309 Regressionsanalyse 309 robust optimization 302 Schätzung 291 Estimation 290 Stochastischer Prozess 259 Stochastic process 258 Time series analysis 257 Zeitreihenanalyse 257 Scheduling problem 218 Scheduling-Verfahren 218 Supply chain 200 Lieferkette 199 Forecasting model 191 Prognoseverfahren 191 Nichtparametrisches Verfahren 169 Nonparametric statistics 169 Modellierung 151 Robustness 151 Scientific modelling 151 Statistical test 150 Statistischer Test 150 Statistical distribution 148 Statistische Verteilung 148 Algorithm 142
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Online availability
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Undetermined 1,739 Free 1,590 CC license 47
Type of publication
All
Article 2,601 Book / Working Paper 1,690 Other 2
Type of publication (narrower categories)
All
Article in journal 2,286 Aufsatz in Zeitschrift 2,286 Graue Literatur 741 Non-commercial literature 741 Working Paper 730 Arbeitspapier 726 Aufsatz im Buch 146 Book section 146 Hochschulschrift 62 Thesis 40 Article 28 Conference paper 15 Konferenzbeitrag 15 Collection of articles of several authors 13 Sammelwerk 13 Collection of articles written by one author 8 Sammlung 8 Aufsatzsammlung 6 Konferenzschrift 5 Forschungsbericht 3 Lehrbuch 3 research-article 3 Case study 2 Fallstudie 2 Systematic review 2 Übersichtsarbeit 2 Amtsdruckschrift 1 Bibliografie 1 Bibliografie enthalten 1 Bibliography 1 Bibliography included 1 Government document 1 Handbook 1 Handbuch 1 Nachschlagewerk 1 Reference book 1 Rezension 1 Textbook 1
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Language
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English 4,101 Undetermined 165 German 25 French 3 Portuguese 2
Author
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Croux, Christophe 74 Hertog, Dirk den 67 Delage, Erick 32 Ben-Tal, Aharon 31 Goerigk, Marc 31 Bertsimas, Dimitris 30 Kuhn, Daniel 30 Morris, Stephen 29 Victoria-Feser, Maria-Pia 29 Čížek, Pavel 28 Sargent, Thomas J. 24 Wiesemann, Wolfram 24 Bergemann, Dirk 23 Ronchetti, Elvezio 22 Hansen, Lars Peter 21 Sim, Melvyn 21 Sun, Yixiao 21 Gather, Ursula 20 Poss, Michael 20 Baltagi, Badi H. 18 Bresson, Georges 18 Fried, Roland 18 Dette, Holger 17 Filzmoser, Peter 16 Gelper, Sarah 15 Kleijnen, Jack P. C. 15 McAleer, Michael 15 Melenberg, Bertrand 15 Pesaran, M. Hashem 15 Schöbel, Anita 15 Simar, Léopold 15 Boudt, Kris 14 Chaturvedi, Anoop 14 Den Hertog, Dick 14 Hill, Jonathan B. 14 Kasperski, Adam 14 Lacroix, Guy 14 Long, Daniel Zhuoyu 14 Phillips, Peter C. B. 13 Trojani, Fabio 13
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Institution
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National Bureau of Economic Research 20 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 14 Tilburg University, Center for Economic Research 14 COMISEF 5 Center for Economic Research <Tilburg> 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 2 Technische Universität Clausthal 2 University of California, San Diego / Department of Economics 2 Banca d'Italia 1 Bank of Canada 1 Business School, University of Sydney 1 Centre for Analytical Finance <Århus> 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc. 1 Danmarks Nationalbank 1 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 1 Econometric Society 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 Eric Cuvillier <Firma> 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 European University Institute / Department of Economics 1 Europäische Kommission / Gemeinsame Forschungsstelle 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 International European Forum on Innovation and System Dynamics in Food Networks 1 Internationaler Währungsfonds / Research Department 1 National Bureau of Economic Research inc. 1 School of Management, Yale University 1 Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Shakai-Keizai-Kenkyūsho <Osaka> 1 Social Systems Research Institute 1 Springer International Publishing 1 Technische Universität Dresden 1 Tinbergen Institute 1
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Published in...
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European journal of operational research : EJOR 293 Operations research 108 Computers & operations research : and their applications to problems of world concern ; an international journal 97 Operations research letters 62 Management science : journal of the Institute for Operations Research and the Management Sciences 60 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 56 Journal of econometrics 55 Transportation research / E : an international journal 54 Omega : the international journal of management science 52 Discussion paper / Center for Economic Research, Tilburg University 50 International journal of production economics 42 International journal of production research 40 Computers & operations research : an international journal 38 INFORMS journal on computing : JOC 37 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 35 KBI 33 Mathematics of operations research 33 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 31 Economics letters 30 European Journal of Operational Research 30 Insurance / Mathematics & economics 28 Journal of economic theory 27 CentER Discussion Paper Series 23 Computational Management Science : CMS 23 Journal of the American Statistical Association : JASA 23 CEMMAP working papers / Centre for Microdata Methods and Practice 22 Manufacturing & service operations management : M & SOM 22 Econometric theory 21 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 20 Cowles Foundation Discussion Paper 19 NBER working paper series 19 OR spectrum : quantitative approaches in management 19 Working paper 19 Discussion paper series / IZA 18 Energy economics 18 NBER Working Paper 18 Cahiers du Département d'Econométrie 17 Discussion paper / Tinbergen Institute 17 International transactions in operational research : a journal of the International Federation of Operational Research Societies 17 Operational research : an international journal 17
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Source
All
ECONIS (ZBW) 4,084 RePEc 169 EconStor 32 BASE 4 Other ZBW resources 4
Showing 241 - 250 of 4,293
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Performance evaluation of emergency department physicians using robust value-based additive efficiency model
Labijak-Kowalska, Anna; Kadziński, Miłosz; Spychała, Inga - In: International transactions in operational research : a … 30 (2023) 1, pp. 503-544
Persistent link: https://www.econbiz.de/10013417027
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Robust dynamic space-time panel data models using [epsilon]-contamination : an application to crop yields and climate change
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2023
Persistent link: https://www.econbiz.de/10013483248
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Robust multiple stopping a duality approach
Laeven, Roger; Schoenmakers, John; Schweizer, Nikolaus; … - 2023 - This version: November 13, 2023
Persistent link: https://www.econbiz.de/10014448107
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Dynamic portfolio selection with linear control policies for coherent risk minimization
Takano, Yuichi; Gotoh, Jun-ya - In: Operations research perspectives 10 (2023), pp. 1-10
robust optimization. For this optimization, we prove that the worst-case coherent risk measure can be decomposed into the …
Persistent link: https://www.econbiz.de/10014448151
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A robust model for emergency supplies prepositioning and transportation considering road disruptions
Yu, Wuyang - In: Operations research perspectives 10 (2023), pp. 1-10
Proper prepositioning of emergency supplies can dramatically improve the efficiency of emergency response work. However, the uncertainties of emergency demands and road conditions bring difficulties to the prepositioning of emergency supplies. This paper proposes a two-stage robust model to...
Persistent link: https://www.econbiz.de/10014448161
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Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan; Pospíšil, Jan - In: Annals of finance 19 (2023) 4, pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
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Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets
Menvouta, Emmanuel Jordy; Serneels, Sven; Verdonck, Tim - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-13
This paper introduces the minCluster portfolio, which is a portfolio optimization method combining the optimization of downside risk measures, hierarchical clustering and cellwise robustness. Using cellwise robust association measures, the minCluster portfolio is able to retrieve the underlying...
Persistent link: https://www.econbiz.de/10014514018
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A doubly robust approach for impact evaluation of interventions for business process improvement based on event logs
Delias, Pavlos; Mittas, Nikolaos; Florou, Giannoula - In: Decision analytics journal 8 (2023), pp. 1-9
Accurately measuring the causal effects of business process interventions is crucial for effective process improvement and evidence-based decision-making. When randomized controlled trials are not feasible, organizations can resort to event logs that capture process execution to conduct...
Persistent link: https://www.econbiz.de/10014517108
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Cyber loss model risk translates to premium mispricing and risk sensitivity
Peters, Gareth; Malavasi, Matteo; Sofronov, Georgy; … - In: The Geneva papers on risk and insurance - issues and … 48 (2023) 2, pp. 372-433
Persistent link: https://www.econbiz.de/10014326499
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Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.; Philippas, Dionisis; Zopounidis, … - In: Computational economics 62 (2023) 1, pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
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