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Search: subject:"ambiguity sets"
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Transportation research / E : an international journal
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Risk-averse two-stage distributionally robust optimisation for logistics planning in disaster relief management
Wang, Duo
;
Yang, Kai
;
Yang, Lixing
- In:
International journal of production research
61
(
2023
)
2
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013531038
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2
Two-stage distributionally robust optimization for disaster relief logistics under option contract and demand ambiguity
Wang, Duo
;
Yang, Kai
;
Yang, Lixing
;
Dong, Jianjun
- In:
Transportation research / E : an international journal
170
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014284915
Saved in:
3
Portfolio diversification and model uncertainty : a robust dynamic mean-variance approach
Pham, Huyên
;
Wei, Xiaoli
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 349-404
Persistent link: https://www.econbiz.de/10012815967
Saved in:
4
Distributionally robust optimization with confidence bands for probability density functions
Chen, Xi
;
Lin, Qihang
;
Xu, Guanglin
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10013185200
Saved in:
5
Two-stage distributionally robust programming based on worst-case mean-CVaR criterion and application to disaster relief management
Wang, Weiqiao
;
Yang, Kai
;
Yang, Lixing
;
Gao, Ziyou
- In:
Transportation research / E : an international journal
149
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012520942
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