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Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis; Possamaï, Dylan; Zhou, Chao - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
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The perturbation method applied to a robust optimization problem with constraint
Luo, Peng; Schied, Alexander; Xue, Xiaole - In: Mathematics and financial economics 18 (2024) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
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A robust approach for scheduling in hospitals using multiple objectives
Rachuba, Sebastian; Werners, Brigitte - In: Journal of the Operational Research Society : OR 65 (2014) 4, pp. 546-556
Persistent link: https://www.econbiz.de/10010345226
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Robust linear algebra
Bertsimas, Dimitris; Koukouvinos, Thodoris - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1174-1184
Persistent link: https://www.econbiz.de/10014456944
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A robust fuzzy optimization approach for reverse logistics network design with buyback offers
Amirdadi, Masoud; Dehghanian, Farzad - In: Journal of modelling in management 17 (2022) 1, pp. 272-296
Persistent link: https://www.econbiz.de/10012886300
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Investigating the ability of fuzzy and robust DEA models to apply uncertainty conditions : an application for date palm producers
Najafabadi, Mostafa Mardani; Kazmi, Hanieh; Shirzadi, … - In: Opsearch : journal of the Operational Research Society … 60 (2023) 2, pp. 776-801
Persistent link: https://www.econbiz.de/10014383639
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Multi-response option of electrical discharge machining process using combined approach of RSM and FIS
Sahu, Jambeswar; Mahapatra, Siba Sankar; Ruhan, D. - In: International journal of productivity and quality … 12 (2013) 2, pp. 185-208
Persistent link: https://www.econbiz.de/10009766124
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Robust optimization by fuzzy linear programming
Inuiguchi, Masahiro - In: Managing safety of heterogeneous systems : decisions …, (pp. 219-239). 2012
Persistent link: https://www.econbiz.de/10009514868
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A novel fuzzy data envelopment analysis based on robust possibilistic programming : possibility, necessity and credibility-based approaches
Peykani, Pejman; Mohammadi, Emran; Pishvaee, Mir Saman; … - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1445-1463
Persistent link: https://www.econbiz.de/10011987328
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A multi-objective mixed robust possibilistic flexible programming approach for sustainable seaport-dry port network design under an uncertain environment
Tsao, Yu-Chung; Thanh, Vo-Van - In: Transportation research / E : an international journal 124 (2019), pp. 13-39
Persistent link: https://www.econbiz.de/10012022146