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~subject:"Robustes Verfahren"
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Robustes Verfahren
Mathematical programming
29
Mathematische Optimierung
29
Theorie
29
Theory
29
Robust statistics
21
Stochastic process
10
Stochastischer Prozess
10
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
robust optimization
9
distributionally robust optimization
8
Operations Research
6
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
Dynamic programming
4
Dynamische Optimierung
4
Management
4
Markov chain
4
Markov-Kette
4
Operations research
4
Polynomial optimization
4
stochastic programming
4
Benders decomposition
3
Decision
3
Entscheidung
3
Optimization
3
Risikomaß
3
Risk measure
3
Robust optimization
3
Scheduling problem
3
Scheduling-Verfahren
3
Semidefinite programming
3
Tourenplanung
3
Vehicle routing problem
3
semidefinite programming
3
(I) Control
2
(I) Markov processes
2
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20
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English
21
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Wiesemann, Wolfram
21
Kuhn, Daniel
14
Georghiou, Angelos
3
Chen, Zhi
2
Ghosal, Shubhechyya
2
Hanasusanto, Grani A.
2
Iyengar, Garud
2
Koçyiğit, Çağıl
2
Rujeerapaiboon, Napat
2
Rustem, Berç
2
Tsoukalas, Angelos
2
Delage, Erick
1
Floudas, Christodoulos A.
1
Fonseca, Raquel J.
1
Gounaris, Chrysanthos E.
1
Gutin, Eli
1
Ho, Chin Pang
1
Luk, Wayne
1
Peura, Heikki
1
Repoussis, Panagiotis P.
1
Roitch, Vladimir
1
Sim, Melvyn
1
Spacey, Simon A.
1
Tarantilis, Christos D.
1
Wang, Zhengchao
1
Zymler, Steve
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Operations research
8
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics of operations research
2
Operations research letters
2
Computational Management Science : CMS
1
INFORMS journal on computing : JOC
1
The journal of computational finance
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
21
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1
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
Saved in:
2
Robust optimization of currency portfolios
Fonseca, Raquel J.
;
Zymler, Steve
;
Wiesemann, Wolfram
; …
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10009382527
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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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6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Ambiguous joint chance constraints under mean and dispersion information
Hanasusanto, Grani A.
;
Roitch, Vladimir
;
Kuhn, Daniel
; …
- In:
Operations research
65
(
2017
)
3
,
pp. 751-767
Persistent link: https://www.econbiz.de/10011691458
Saved in:
10
An adaptive memory programming framework for the robust capacitated vehicle routing problem
Gounaris, Chrysanthos E.
;
Repoussis, Panagiotis P.
; …
- In:
Transportation science : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1239-1260
Persistent link: https://www.econbiz.de/10011617710
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