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Multiobjective (combinatiorial) optimisation : some thoughts on applications

Ehrgott, Matthias - In: Multiobjective programming and goal programming : …, (pp. 267-282). 2009

Persistent link: https://www.econbiz.de/10003842776

Declarative modeling for production order portfolio scheduling

Banaszak, Zbigniew; Bocewicz, Grzegorz - In: Foundations of Management : the journal of Warsaw … 6 (2014) 3, pp. 7-24

A declarative framework enabling to determine conditions as well as to develop decision-making software supporting small- and medium-sized enterprises aimed at unique, multi-project-like and mass customized oriented production is discussed. A set of unique production orders grouped into...

Persistent link: https://www.econbiz.de/10011855396

Robustifying convex risk measures for linear portfolios : a nonparametric approach

Wozabal, David - In: Operations research 62 (2014) 6, pp. 1302-1315

Persistent link: https://www.econbiz.de/10010471862

Robust investment management with uncertainty in fund managers' asset allocation

Dong, Yang; Thiele, Aurélie - In: RAIRO / Operations research 49 (2015) 4, pp. 821-844

Persistent link: https://www.econbiz.de/10011547056

An approach to improve meanvariance portfolio optimization model

Yanushevsky, Rafael; Yanushevsky's, Daniel - In: The journal of asset management 16 (2015) 3, pp. 209-219

Persistent link: https://www.econbiz.de/10011413306

Insights into robust optimization : decomposing into mean-variance and risk-based portfolios

Heckel, Thomas; Carvalho, Raul Leote de; Lu, Xiao; … - In: The journal of investment strategies 6 (2016) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011668116

Asset-liability modelling and pension schemes : the application of robust optimization to USS

Platanakis, Emmanouil; Sutcliffe, Charles M. S. - In: The European journal of finance 23 (2017) 4/6, pp. 324-352

Persistent link: https://www.econbiz.de/10011736260

Machine learning and portfolio optimization

Ban, Gah-Yi; El Karoui, Noureddine; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1136-1154

Persistent link: https://www.econbiz.de/10011847178

Proper efficiency and tradeoffs in multiple criteria and stochastic optimization

Engau, Alexander - In: Mathematics of operations research 42 (2017) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10011654582

Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application

Lima, Ricardo M.; Conejo, Antonio J.; Giraldi, Loïc; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1795-1818

Persistent link: https://www.econbiz.de/10013361856