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  • Search: subject:"Robust Optimization"
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Year of publication
Subject
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Robust statistics 3,955 Robustes Verfahren 3,955 Theorie 2,213 Theory 2,212 Mathematische Optimierung 1,259 Mathematical programming 1,258 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 303 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 170 Nonparametric statistics 170 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 1,740 Free 1,590 CC license 47
Type of publication
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Article 2,602 Book / Working Paper 1,690 Other 2
Type of publication (narrower categories)
All
Article in journal 2,287 Aufsatz in Zeitschrift 2,287 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 4,102 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...
All
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 61 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) 4,085 RePEc 169 EconStor 32 BASE 4 Other ZBW resources 4
Showing 3,301 - 3,310 of 4,294
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General trimmed estimation : robust approach to nonlinear and limited dependent variable models
Čížek, Pavel (contributor) - 2007
Persistent link: https://www.econbiz.de/10003661441
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Kriging models that are robust with respect to simulation errors
Siem, A. Y. D. (contributor); Hertog, Dirk den (contributor) - 2007
Persistent link: https://www.econbiz.de/10003661450
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Info-gap robust-satisficing and the probability of survival
Ben-Haim, Yakov - 2007
Persistent link: https://www.econbiz.de/10003482452
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Robust designs for 3D shape analysis with spherical harmonic descriptors
Dette, Holger (contributor); Wiens, Douglas P. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003483105
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Robust online scale estimation in time series : regression-free approach
Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007
This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...
Persistent link: https://www.econbiz.de/10003483698
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General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models
Cizek, Pavel - 2007
High breakdown-point regression estimators protect against large errors and data contamination. We generalize the concept of trimming used by many of these robust estimators, such as the least trimmed squares and maximum trimmed likelihood, and propose a general trimmed estimator, which renders...
Persistent link: https://www.econbiz.de/10014066759
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Efficient Robust Estimation of Time-Series Regression Models
Cizek, Pavel - 2007
This paper studies a new class of robust regression estimators based on the two-step least weighted squares (2S-LWS) estimator which employs data-adaptive weights determined from the empirical distribution or quantile functions of regression residuals obtained from an initial robust fit. Just...
Persistent link: https://www.econbiz.de/10012728487
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Efficient Robust Estimation of Regression Models
Cizek, Pavel - 2007
This paper introduces a new class of robust regression estimators. The proposed twostep least weighted squares (2S-LWS) estimator employs data-adaptive weights determined from the empirical distribution, quantile, or density functions of regression residuals obtained from an initial robust fit....
Persistent link: https://www.econbiz.de/10012731904
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Robust Implementation : The Case of Direct Mechanisms
Bergemann, Dirk - 2007
A social choice function is robustly implementable if there is a mechanism under which the process of iteratively eliminating strictly dominated messages leads to outcomes that agree with the social choice at every type profile. In an interdependent value environment with single crossing...
Persistent link: https://www.econbiz.de/10012776861
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An integrated approach to single-leg airline revenue management: The role of robust optimization
Birbil, S.I.; Frenk, J.B.G.; Gromicho, J.A.S.; Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 2006
An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization S¸. ˙Ilker Birbil⁄ J …: airline revenue management; single-leg problems; static models; dynamic models; robust optimization 1 Introduction Airline … ¢¢¢ r2fi2C ... ... ¢¢¢ ... rmfim1 rmfim2 ¢¢¢ rmfimC 3 77 77 5 : (2.5) 4 May 11, 2006 2.2 A Robust Optimization Approach …
Persistent link: https://www.econbiz.de/10005450862
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