Search Results - subject:"robust Optimization"

Mitigating optimistic bias in entropic risk estimation and optimization with an application to insurance

Sadana, Utsav; Delage, Erick; Georghiou, Angelos - 2024

Persistent link: https://www.econbiz.de/10015190378

Distributional robustness based on Wasserstein-metric approach for humanitarian logistics problem under road disruptions

Gao, Yingying; Ding, Xianghai; Yu, Wuyang - In: Operations research perspectives 13 (2024), pp. 1-15

relief items. Herein, we propose a two-stage programming model utilizing the distributionally robust optimization (DRO … traditional robust model. Furthermore, we offer managerial insights based on the application of distributionally robust … optimization methodology in humanitarian logistics. …

Persistent link: https://www.econbiz.de/10015372647

Coordinated replenishment game and learning under time dependency and uncertainty of the parameters

Ramirez, Stefanny; Brandenburg, Laurence H. van; Bauso, … - In: Dynamic games and applications : DGA 13 (2023) 1, pp. 326-352

Persistent link: https://www.econbiz.de/10014225796

Whence LASSO? A Rational Interpretation

Chen, Wen; Hu, Bo; Yang, Liyan - 2023

This paper rationalizes the LASSO algorithm based on uncertain fat-tail priors and max-min robust optimization. Our …

Persistent link: https://www.econbiz.de/10014235781

Optimal robust inventory management with volume flexibility : matching capacity and demand with the lookahead peak-shaving policy

Gijsbrechts, Joren; Imdahl, Christina; Boute, Robert N.; … - In: Production and operations management : the flagship … 32 (2023) 11, pp. 3357-3373

Persistent link: https://www.econbiz.de/10014430744

A variable neighborhood search for the robust capacitated p-median problem

Campos, Rafael; Chagas, Guilherme O.; Coelho, Leandro C.; … - 2023

Persistent link: https://www.econbiz.de/10014364501

Distributionally robust end-to-end portfolio construction

Costa, Giorgio; Iyengar, Garud N. - In: Quantitative finance 23 (2023) 10, pp. 1465-1482

Persistent link: https://www.econbiz.de/10014419171

Robust condition-based production and maintenance planning for degradation management

Sun, Qiuzhuang; Chen, Piao; Wang, Xin; Ye, Zhi-Sheng - In: Production and operations management : the flagship … 32 (2023) 12, pp. 3951-3967

Persistent link: https://www.econbiz.de/10014441437

Information retrieval under network uncertainty : robust internet ranking

Timonina-Farkas, Anna; Seifert, Ralf W. - In: Operations research 71 (2023) 6, pp. 2328-2351

Persistent link: https://www.econbiz.de/10014445043

Portfolio return maximization using robust optimization and directional changes

Almeida, Rui Jorge; Bastürk, Nalan; Rodrigues, Paulo … - 2023

Persistent link: https://www.econbiz.de/10014448097