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HOW TO DEAL WITH UNCERTAINTY I...
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Fukushima, Masao
68
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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An outer approximation algorithm for solving general convex programs
Fukushima, Masao
- In:
Operations research
31
(
1983
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10003554727
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Restricted generalized Nash equilibria and controlled penalty algorithm
Fukushima, Masao
- In:
Computational Management Science : CMS
8
(
2011
)
3
,
pp. 201-218
Persistent link: https://www.econbiz.de/10009231303
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3
A mixed R&D projects and securities portfolio selection model
Fang, Yong
;
Chen, Lihua
;
Fukushima, Masao
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 700-715
Persistent link: https://www.econbiz.de/10003769223
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4
CAViaR-based forecast for oil price risk
Huang, Dashan
;
Yu, Baimin
;
Fabozzi, Frank J.
; …
- In:
Energy economics
31
(
2009
)
4
,
pp. 511-518
Persistent link: https://www.econbiz.de/10003867799
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Portfolio selection under distributional uncertainty : a relative robust CVaR approach
Huang, Dashan
;
Zu, Shushang
;
Fabozzi, Frank J.
; …
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 185-194
Persistent link: https://www.econbiz.de/10003928195
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6
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
Lin, Gui-Hua
;
Xu, Huifu
;
Fukushima, Masao
- In:
Mathematical methods of operations research
67
(
2008
)
3
,
pp. 423-441
Persistent link: https://www.econbiz.de/10003723039
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7
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
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8
A heuristic decomposition approach to optimal control in a water supply model
Fukushima, Masao
- In:
European journal of operational research : EJOR
11
(
1982
)
4
,
pp. 338-348
Persistent link: https://www.econbiz.de/10002190337
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9
A comparative study of several semi-infinite nonlinear programming algorithms
Tanaka, Yoshihiro
- In:
European journal of operational research : EJOR
1
(
1988
),
pp. 92-100
Persistent link: https://www.econbiz.de/10001065826
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10
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method
Lourenço, Bruno F.
;
Fukuda, Ellen H.
;
Fukushima, Masao
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1233-1251
Persistent link: https://www.econbiz.de/10011956987
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