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The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram - In: Computational Management Science : CMS 16 (2019) 4, pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
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Robust dual dynamic programming
Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram - In: Operations research 67 (2019) 3, pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
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A primal-dual lifting scheme for two-stage robust optimization
Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram - In: Operations research 68 (2020) 2, pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
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On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research letters 51 (2023) 3, pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
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Robust Markov decision processes
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç - In: Mathematics of operations research 38 (2013) 1, pp. 153-183
Persistent link: https://www.econbiz.de/10009727680
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Distributionally robust convex optimization
Wiesemann, Wolfram; Kuhn, Daniel; Sim, Melvyn - In: Operations research 62 (2014) 6, pp. 1358-1376
Persistent link: https://www.econbiz.de/10010471840
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Interdiction games on Markovian PERT networks
Gutin, Eli; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 999-1017
Persistent link: https://www.econbiz.de/10011284886
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K-adaptability in two-stage distributionally robust binary programming
Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram - In: Operations research letters 44 (2016) 1, pp. 6-11
Persistent link: https://www.econbiz.de/10011454009
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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Chebyshev inequalities for products of random variables
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Mathematics of operations research 43 (2018) 3, pp. 887-918
Persistent link: https://www.econbiz.de/10011914382