Search Results - subject:"Robustness and sensitivity analysis"

On the impact of suboptimal decisions in the newsvendor model

Khanra, Avijit - In: Operations research letters 45 (2017) 1, pp. 84-89

Persistent link: https://www.econbiz.de/10011687212

Minmax regret combinatorial optimization problems with investments

Conde, Eduardo; Leal, Marina - In: Computers & operations research : and their … 85 (2017), pp. 1-11

Persistent link: https://www.econbiz.de/10011713662

A minimum expected regret model for the shortest path problem with solution-dependent probability distributions

Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19

Persistent link: https://www.econbiz.de/10011630908

Distributionally robust single machine scheduling with risk aversion

Chang, Zhiqi; Song, Shiji; Zhang, Yuli; Ding, Jian-Ya; … - In: European journal of operational research : EJOR 256 (2017) 1, pp. 261-274

Persistent link: https://www.econbiz.de/10011611269

Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition

Keyvanshokooh, Esmaeil; Ryan, Sarah M.; Kabir, Elnaz - In: European journal of operational research : EJOR 249 (2016) 1, pp. 76-92

Persistent link: https://www.econbiz.de/10011434878

The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

An investigation of model risk in a market with jumps and stochastic volatility

Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658

Persistent link: https://www.econbiz.de/10011493990

Competitive difference analysis of the one-way trading problem with limited information

Wang, Wei; Wang, Liying; Lan, Yingjie; Zhang, Jean X. - In: European journal of operational research : EJOR 252 (2016) 3, pp. 879-887

Persistent link: https://www.econbiz.de/10011472359

Biobjective robust optimization over the efficient set for Pareto set reduction

Jornada, Daniel; Leon, V. Jorge - In: European journal of operational research : EJOR 252 (2016) 2, pp. 573-586

Persistent link: https://www.econbiz.de/10011457726

Methodology for Determining the Acceptability of Given Designs in Uncertain Environments

Kleijnen, Jack P.C.; Pierreval, H.; Zhang, J. - Tilburg University, Center for Economic Research - 2009

Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The...

Persistent link: https://www.econbiz.de/10011091228