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Formulations and algorithms for the recoverable -robust knapsack problem

Büsing, Christina; Goderbauer, Sebastian; Koster, Arie … - In: EURO journal on computational optimization 7 (2019) 1, pp. 15-45

Persistent link: https://www.econbiz.de/10012111216

Robust optimization of the 0-1 knapsack problem : balancing risk and return in assortment optimization

Rooderkerk, Robert P.; Heerde, Harald J. van - In: European journal of operational research : EJOR 250 (2016) 3, pp. 842-854

Persistent link: https://www.econbiz.de/10011445338

Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty

Romeijnders, Ward; Laan, Niels van der - In: Operations research 68 (2020) 4, pp. 1199-1217

Persistent link: https://www.econbiz.de/10012288422

Benders decomposition for production routing under demand uncertainty

Adulyasak, Yossiri; Cordeau, Jean-François; Jans, Raf - In: Operations research 63 (2015) 4, pp. 851-867

Persistent link: https://www.econbiz.de/10011313219

Robust project scheduling integrated with materials ordering under activity duration uncertainty

Zhang, Yan; Cui, Nanfang; Hu, Xuejun; Hu, Zhentao - In: Journal of the Operational Research Society 71 (2020) 10, pp. 1581-1592

Persistent link: https://www.econbiz.de/10012314368

A Comparison of Risk Measures for Portfolio Optimization With Cardinality Constraints

Ramos, Henrique; Righi, Marcelo; Guedes, Pablo; … - 2022

Ever since the introduction of Markowitz's classical quadratic programming problem, transforming portfolio optimization into a linear programming (LP) problem has drawn much attention from researchers and practitioners, given the tractability of LP. However, using non-linear risk measures and...

Persistent link: https://www.econbiz.de/10014081982

Strategic reliable supply chain network design : determining tradeoffs between cost and risk

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Order acceptance for motorail transportation with uncertain parameters

Lutter, Pascal; Werners, Brigitte - In: OR spectrum : quantitative approaches in management 37 (2015) 2, pp. 431-456

Persistent link: https://www.econbiz.de/10010513274

On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty

Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327

Persistent link: https://www.econbiz.de/10003862187

Multistage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set

Postek, Kryzsztof; Hertog, Dirk den - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 553-574

Persistent link: https://www.econbiz.de/10011539037

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