Search Results - subject:"Robust optimization"

Machine learning-enriched distributionally robust optimization and hybrid decomposition to joint optimization of transportation hub network design and pricing

Shekarabi, Ashkan Hosseini; Kiani Mavi, Reza; Macau, … - In: Computers & operations research : an international journal 186 (2026), pp. 1-28

Persistent link: https://www.econbiz.de/10015553007

Data-driven prediction of relevant scenarios for robust combinatorial optimization

Goerigk, Marc; Kurtz, Jannis - In: Computers & operations research : an international journal 174 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015330169

Robust portfolio selection under model ambiguity using deep learning

Miri, Sadegh; Salavati, Erfan; Shamsi, Mostafa - In: International Journal of Financial Studies : open … 13 (2025) 1, pp. 1-18

the statistical parameters governing asset returns. We propose a novel method that combines robust optimization with …

Persistent link: https://www.econbiz.de/10015338300

General Polyhedral Approximation of two-stage robust linear programming for budgeted uncertainty

Grunau, Lukas; Niemann, Tim; Stiller, Sebastian - In: Computers & operations research : an international journal 179 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015338565

Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

-constrained problem, as a problem of Distributional Robust Optimization. This enables the use of concentration inequalities involving the …

Persistent link: https://www.econbiz.de/10015194229

Robust dynamic games played over event trees

Parilina, Elena; Zaccour, Georges - 2025

Persistent link: https://www.econbiz.de/10015458511

Capacity management of forwarder with multiple carriers under uncertain flight travel time and stochastic shipment demand

Kannapha Amaruchkul - In: International transactions in operational research : a … 32 (2025) 6, pp. 3619-3666

Persistent link: https://www.econbiz.de/10015458959

Two-stage distributionally robust optimization with a finite support

Agra, Agostinho - In: Computers & operations research : an international journal 183 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015460100

Improving the security of united states elections with robust optimization

Crimmins, Braden L.; Halderman, J. Alex; Sturt, Bradley - In: Operations research 73 (2025) 1, pp. 61-85

Persistent link: https://www.econbiz.de/10015445270

The berth allocation problem in bulk terminals under uncertainty

Rodrigues, Filipe - In: Operations research perspectives 14 (2025), pp. 1-14

distributionally robust optimization (DRO) model for the BAP in bulk terminals, where the probability distribution of the arrival times … computational experiments also show clear benefits of using DRO to tackle uncertainty compared to stochastic programming and robust … optimization. …

Persistent link: https://www.econbiz.de/10015433597