Search Results - subject:"Uncertainty sets"

A unified approach to inverse robust optimization problems

Berthold, Holger; Heller, Till; Seidel, Tobias - In: Mathematical methods of operations research : ZOR 99 (2024) 1/2, pp. 115-139

Persistent link: https://www.econbiz.de/10015125536

A unified approach to inverse robust optimization problems

Berthold, Holger; Heller, Till; Seidel, Tobias - In: Mathematical Methods of Operations Research 99 (2024) 1, pp. 115-139

A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. The reverse view is to first set a budget for the price one is willing to pay and then find...

Persistent link: https://www.econbiz.de/10015358405

Robust design and planning of a bioenergy supply chain under multi-uncertainty

Li, Qiaofeng; Yuan, Qiman; Wang, Lu; Zhang, Zhi-Hai; … - In: International journal of production research 63 (2025) 16, pp. 5963-5986

Persistent link: https://www.econbiz.de/10015467940

Robust Bayesian portfolio optimization

Zapata Quimbayo, Carlos Andres; Carmona Espejo, Diego Felipe - In: International review of financial analysis 103 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015608312

Γ-robust linear complementarity problems with ellipsoidal uncertainty sets

Krebs, Vanessa; Müller, Michael; Schmidt, Martin - In: International transactions in operational research : a … 29 (2022) 1, pp. 417-441

Persistent link: https://www.econbiz.de/10012630758

Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets

Krebs, Vanessa; Müller, Michael; Schmidt, Martin - In: International Transactions in Operational Research 29 (2021) 1, pp. 417-441

ℓ1‐ and box‐uncertainty sets, whereas we now focus on ellipsoidal uncertainty sets. For uncertainty in q or M, we derive …

Persistent link: https://www.econbiz.de/10014485854

Distributionally robust chance constrained geometric optimization

Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Mathematics of operations research 47 (2022) 4, pp. 2950-2988

Persistent link: https://www.econbiz.de/10014311394

Constrained Markov decision processes with uncertain costs

Varagapriya, V.; Vikas Vikram Singh; Lisser, Abdel - In: Operations research letters 50 (2022) 2, pp. 218-223

Persistent link: https://www.econbiz.de/10013192709

Radius of robust feasibility for mixed-integer problems

Liers, Frauke; Schewe, Lars; Thürauf, Johannes - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 243-261

Persistent link: https://www.econbiz.de/10013358939

Optimization under connected uncertainty

Nohadani, Omid; Sharma, Kartikey - In: INFORMS journal on optimization 4 (2022) 3, pp. 326-346

Persistent link: https://www.econbiz.de/10013373204