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A 2-approximation for minmax regret problems via a mid-point scenario optimal solution
Conde, Eduardo - In: Operations research letters 38 (2010) 4, pp. 326-327
Persistent link: https://www.econbiz.de/10003984271
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A minmax regret median problem on a tree under uncertain locations of the demand points
Conde, Eduardo - In: Operations research letters 41 (2013) 6, pp. 602-606
Persistent link: https://www.econbiz.de/10010236099
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On a constant factor approximation for minmax regret problems using a symmetry point scenario
Conde, Eduardo - In: European journal of operational research : EJOR 219 (2012) 2, pp. 452-457
Persistent link: https://www.econbiz.de/10009514311
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Robust minmax regret combinatorial optimization problems with a resource-dependent uncertainty polyhedron of scenarios
Conde, Eduardo - In: Computers & operations research : and their … 103 (2019), pp. 97-108
Persistent link: https://www.econbiz.de/10011991106
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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
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A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano; Sánchez Conde, Eduardo - In: European journal of operational research : EJOR 296 (2022) 1, pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
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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
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A robust ordered weighted averaging loss model for portfolio optimization
Benati, Stefano; Sánchez Conde, Eduardo - In: Computers & operations research : an international journal 167 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014566418