Narrow search
Showing 1 - 10 of 33
Cover Image
Robustness of stochastic optimal control to approximate diffusion models under several cost evaluation criteria
Pradhan, Somnath; Yüksel, Serdar - In: Mathematics of operations research 49 (2024) 4, pp. 2049-2077
Persistent link: https://www.econbiz.de/10015197730
Cover Image
Optimality of affine policies in multistage robust optimization
Bertsimas, Dimitris; Iancu, Dan A.; Parrilo, Pablo A. - In: Mathematics of operations research 35 (2010) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10003985715
Cover Image
Robust Markov decision processes
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç - In: Mathematics of operations research 38 (2013) 1, pp. 153-183
Persistent link: https://www.econbiz.de/10009727680
Cover Image
Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 38 (2013) 2, pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
Cover Image
Approximability of robust network design
Olver, Neil; Shepherd, F. Bruce - In: Mathematics of operations research 39 (2014) 2, pp. 561-572
Persistent link: https://www.econbiz.de/10010384179
Cover Image
A distributional interpretation of robust optimization
Xu, Huan; Caramanis, Constantine; Mannor, Shie - In: Mathematics of operations research 37 (2012) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10009512315
Cover Image
Distributionally robust Markov decision processes
Xu, Huan; Mannor, Shie - In: Mathematics of operations research 37 (2012) 2, pp. 288-300
Persistent link: https://www.econbiz.de/10009561158
Cover Image
Optimal design for multi-item auctions : a robust optimization approach
Bandi, Chaithanya; Bertsimas, Dimitris - In: Mathematics of operations research 39 (2014) 4, pp. 1012-1038
Persistent link: https://www.econbiz.de/10010462176
Cover Image
Convergence analysis for distributionally robust optimization and equilibrium problems
Sun, Hailin; Xu, Huifu - In: Mathematics of operations research 41 (2016) 2, pp. 377-401
Persistent link: https://www.econbiz.de/10011520425
Cover Image
Robust randomized matchings
Matuschke, Jannik; Skutella, Martin; Soto, José A. - In: Mathematics of operations research 43 (2018) 2, pp. 675-692
Persistent link: https://www.econbiz.de/10011868642