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Mathematical programming
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Hertog, Dirk den
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70
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67
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66
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64
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59
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37
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Figueira, José Rui
35
Nickel, Stefan
35
Talman, Dolf
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Delage, Erick
34
Glover, Fred
34
Leus, Roel
34
Anjos, Miguel F.
33
Carrizosa, Emilio
33
Chu, Feng
33
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33
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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European journal of operational research : EJOR
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1,513
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985
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Mathematical methods of operations research
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Computers & operations research : an international journal
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Journal of the Operational Research Society
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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OR spectrum : quantitative approaches in management
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RAIRO / Operations research
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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Top : transactions in operations research
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Discussion paper / Center for Economic Research, Tilburg University
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Les cahiers du GERAD
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SpringerLink / Bücher
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Computational Management Science : CMS
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Journal of global optimization
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Operations research forum
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Computational economics
118
Report
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Discussion paper / Tinbergen Institute
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Socio-economic planning sciences : the international journal of public sector decision-making
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Journal of economic dynamics & control
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EURO journal on computational optimization
108
Networks and spatial economics : a journal of infrastructure modeling and computation
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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EconStor
7
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1
Epi-regularization of
risk
measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
2
Risk
budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
3
Decomposability and time consistency of
risk
averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Saved in:
4
Risk
neutral reformulation approach to
risk
averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
5
Multilevel optimization modeling for
risk
-averse stochastic programming
Eckstein, Jonathan
;
Eskandani, Deniz
;
Fan, Jingnan
- In:
INFORMS journal on computing : JOC
28
(
2016
)
1
,
pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
Saved in:
6
Portfolio optimization with entropic value-at-
risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
Saved in:
7
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
8
Stochastic maximum flow interdiction problems under heterogeneous
risk
preferences
Lei, Xiao
;
Shen, Siqian
;
Song, Yongjia
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
Saved in:
9
Risk
-averse bargaining in a stochastic optimization context
Gutjahr, Walter J.
;
Kovacevic, Raimund
;
Wozabal, David
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
1
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014299605
Saved in:
10
Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
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