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Doubts and variability : a robust perspective on exotic consumption series

Bidder, R. M.; Smith, M. E. - In: Journal of economic theory 175 (2018), pp. 689-712

Persistent link: https://www.econbiz.de/10011980773

A study of robust portfolio optimization with European options using polyhedral uncertainty sets

Ashrafi, Hedieh; Thiele, Aurélie C. - In: Operations research perspectives 8 (2021), pp. 1-18

We consider the problem of maximizing the worst-case return of a portfolio when the manager can invest in stocks as well as European options on those stocks, and the stock returns are modeled using an uncertainty set approach. Specifically, the manager knows a range forecast for each factor...

Persistent link: https://www.econbiz.de/10012435304

Affinely adjustable robust optimization for a multi-period inventory problem with capital constraints and demand uncertainties

Qiu, Ruozhen; Sun, Yimeng; Sun, Minghe; Yu, Yue - In: International transactions in operational research : a … 31 (2024) 1, pp. 415-447

Persistent link: https://www.econbiz.de/10014430554

Regret minimization and separation in multi-bidder, multi-item auctions

Koçyiğit, Çağıl; Kuhn, Daniel; Rujeerapaiboon, Napat - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 6, pp. 1543-1561

Persistent link: https://www.econbiz.de/10015164616

Facility location : a robust optimization approach

Baron, Opher; Milner, Joseph; Naseraldin, Hussein - In: Production and operations management : an international … 20 (2011) 5, pp. 772-785

Persistent link: https://www.econbiz.de/10009315462

Robust balancing of straight assembly lines with inerval task times

Gurevsky, E.; Hazır, Ö.; Battaïa, O.; Dolgui, Alexandre - In: Journal of the Operational Research Society : OR 64 (2013) 11, pp. 1607-1613

Persistent link: https://www.econbiz.de/10010207911

The robust (minmax regret) quadratic assignment problem with interval flows

Feizollahi, Mohammad Javad; Averbakh, Igor - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 321-335

Persistent link: https://www.econbiz.de/10010362439

Deriving robust and globalized robust solutions of uncertain linear programs with general convex uncertainty sets

Gorissen, Bram L.; Blanc, J. P.; Hertog, Dirk den; … - In: Operations research 62 (2014) 3, pp. 672-679

Persistent link: https://www.econbiz.de/10010381843

Bounds of relative regret limit in p-robust supply chain network design

Tian, Junfeng; Yue, Jinfeng - In: Production and operations management : an international … 23 (2014) 10, pp. 1811-1831

Persistent link: https://www.econbiz.de/10010464880

The value of stochastic modeling in two-stage stochastic programs with cost uncertainty

Delage, Erick; Arroyo, Sharon; Ye, Yinyu - In: Operations research 62 (2014) 6, pp. 1377-1393

Persistent link: https://www.econbiz.de/10010471839