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  • Search: subject_exact:"Robust optimization"
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Year of publication
Subjects
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Robust statistics 744 Robustes Verfahren 744 Theorie 365 Theory 364 Robust optimization 264 robust optimization 125 Estimation theory 74 Schätztheorie 74 Mathematische Optimierung 70 Mathematical programming 69 Schätzung 61 Estimation 60 Regression analysis 60 Regressionsanalyse 60 Portfolio selection 58 Time series analysis 54 Zeitreihenanalyse 54 Portfolio-Management 52 Nichtparametrisches Verfahren 45 Nonparametric statistics 45 Modellierung 40 Scientific modelling 40 USA 39 United States 38 Statistical test 33 Statistischer Test 33 Uncertainty 33 Decision under uncertainty 32 Entscheidung unter Unsicherheit 32 Forecasting model 29 Prognoseverfahren 29 Monte Carlo simulation 26 Monte-Carlo-Simulation 26 Geldpolitik 25 Monetary policy 25 Stochastischer Prozess 25 Supply chain 25 Stochastic process 24 Lieferkette 23 Panel 22
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Online availability
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Free 312 Undetermined 117
Type of publication
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Article 654 Book / Working Paper 396 Other 2
Type of publication (narrower categories)
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Article in journal 461 Aufsatz in Zeitschriften 461 Graue Literatur 323 Non-commercial literature 323 Working Paper 298 Arbeitspapier 296 Article in book 57 Aufsatz im Buch 57 Thesis 36 Dissertation 34 Hochschulschrift 33 Collection of articles of several authors 5 Sammelwerk 5 Article 3 Collection of articles written by one author 3 Sammlung 3 Forschungsbericht 2 Kongress 2 Lehrbuch 2 Survey 2 Übersichtsarbeit 2 Bibliographie 1 Bibliographie enthalten 1 Bibliography included 1 Case study 1 Commentary 1 Fallstudie 1 Handbook 1 Handbuch 1 Kommentar 1 Nachschlagewerk 1 reference book 1
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Language
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English 871 Undetermined 156 German 21 French 2 Portuguese 2
Persons
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Croux, Christophe 26 Hertog, Dirk den 25 Čížek, Pavel 21 Ben-Tal, Aharon 18 Bertsimas, Dimitris 12 Den Hertog, Dick 12 Goerigk, Marc 11 Hansen, Lars Peter 11 McAleer, Michael 11 Sargent, Thomas J. 11 Fried, Roland 9 Kasperski, Adam 9 Melenberg, Bertrand 8 Morris, Stephen 8 Ronchetti, Elvezio 8 Trojani, Fabio 8 Gather, Ursula 7 Gorissen, Bram L. 7 Kuhn, Daniel 7 Rustem, Berç 7 Schöbel, Anita 7 Sun, Yixiao 7 Thiele, Aurélie 7 Bergemann, Dirk 6 Filzmoser, Peter 6 Gelper, Sarah 6 Wiesemann, Wolfram 6 Zieliński, Paweł 6 Ben-Tal, A. 5 Bian, Guorui 5 Cantoni, Eva 5 Dette, Holger 5 Dufour, Jean-Marie 5 Hassanzadeh, Farhad 5 Härdle, Wolfgang 5 Kleijnen, Jack P. C. 5 Pesaran, M. Hashem 5 Simar, Léopold 5 Wagner, Joachim 5 Wong, Wing Keung 5
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Institutions
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Tilburg University, Center for Economic Research 12 COMISEF 5 Center for Economic Research <Tilburg> 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Banca d'Italia 1 Business School, University of Sydney 1 Centre for Analytical Finance <Århus> 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Danmarks Nationalbank 1 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Erasmus University Rotterdam, Econometric Institute 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 European University Institute / Department of Economics 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 International European Forum on Innovation and System Dynamics in Food Networks 1 Laboratory of Economics and Management <Pisa> 1 School of Management, Yale University 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Shakai-Keizai-Kenkyūsho <Osaka> 1 Social Systems Research Institute 1 Springer International Publishing AG 1 Technische Universität Dresden 1 Tinbergen Institute 1 Tinbergen Instituut 1 University of Canterbury / Dept. of Economics and Finance 1 University of Hong Kong / School of Economics and Finance 1
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Published in...
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Discussion paper 50 European journal of operational research : EJOR 47 European Journal of Operational Research 28 Computers & operations research : and their applications to problems of world concern : an international journal 21 Operations research 18 Management science : journal of the Institute for Operations Research and the Management Sciences 17 International journal of production economics 16 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 16 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 13 Operations research letters 13 Discussion Paper / Tilburg University, Center for Economic Research 12 Transportation research : an international journal 12 Computational Management Science : CMS 11 Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics 11 Discussion paper series 10 INFORMS journal on computing : JOC 10 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 10 International Journal of Production Economics 9 KBI 8 SFB 649 discussion paper 8 Working paper 8 Computational Optimization and Applications 7 Cowles Foundation discussion paper 7 Econometric Institute research papers 7 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 7 Journal of Global Optimization 7 Management Science 7 Networks and Spatial Economics 7 Omega : the international journal of management science 7 CESifo working papers 6 Econometric theory 6 Energy economics 6 Journal of the Operational Research Society : OR 6 Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 6 Mathematical Methods of Operations Research 6 OR spectrum : quantitative approaches in management 6 Statistical papers 6 Working paper series 6 Applied economics 5 Computational Statistics 5
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Sources
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ECONIS (ZBW) 883 RePEc 160 EconStor 5 BASE 4
Showing 1 - 50 of 1,052
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A robust optimization model for distribution and evacuation in the disaster response phase
Fereiduni, Meysam; Shahanaghi, Kamran - In: Journal of Industrial Engineering International 13 (2017) 1, pp. 117-141
Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for...
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A robust optimization model for distribution and evacuation in the disaster response phase
Fereiduni, Meysam; Shahanaghi, Kamran - In: Journal of industrial engineering international 13 (2017) 1, pp. 117-141
Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for...
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Poorly measured confounders are more useful on the left than on the right
Pei, Zhuan; Pischke, Jörn-Steffen; Schwandt, Hannes - 2017
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Distributionally and integer adjustable robust optimization
Postek, Krzysztof Stanisław - 2017
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2017
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Robust estimation of value-at-risk through distribution-free and parametric approaches using the joint severity and frequency model : applications in financial, actuarial, and natu...
Guharay, Sabyasachi; Chang, KC; Xu, Jie - In: Risks : open access journal 5 (2017) 3, pp. 1-29
Value-at-Risk (VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and loss frequency. In practice, this assumption does not...
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Remittances in Ukraine using household data
Kuntsevych, Iuliia - 2017
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Robust estimation of cost efficiency in non-parametric frontier models
Besstremjannaja, Galina E.; Simm, Jaak; Golovan, Sergei - 2017
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Maximizing a class of utility functions over the vertices of a polytope
Atamtürk, Alper; Gómez, Andrés - In: Operations research 65 (2017) 2, pp. 433-445
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A class of efficiently solvable multistage optimization problems under uncertainty and applications
Minoux, Michel - In: IMA journal of management mathematics 28 (2017) 1, pp. 87-107
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Safe dike heights at minimal costs : an integer programming approach
Zwaneveld, Peter J.; Verweij, Gerard - 2014
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Robustness of shared prosperity estimates : how different methodological choices matter
Atamanov, Aziz; Wieser, Christina; Uematsu, Hiroki; … - 2016
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Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko; Dufour, Jean-Marie - 2016
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2016 - Revised: January 20, 2016
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Der Einfluss der interregionalen Ungleichheit auf die Lebenszufriedenheit : eine empirische Analyse
Hänsel, Christine - 2016
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Composite indices, alternative weights, and comparison robustness
Seth, Suman; McGillivray, Mark - 2016
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Centered solutions for uncertain linear equations
Zhen, Jianzhe; Hertog, Dirk den - 2016
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2016
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Simultaneous optimization of speed and buffer times for robust transportation systems
Mulder, Judith; Jaarsveld, Willem van; Dekker, Rommert - 2016
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A robust bi-objective uncertain green supply chain network management
Golpîra, Hêriş - In: Serbian journal of management : an international … 11 (2016) 2, pp. 211-222
Conflicting objectives becomes a common issue in many supply chain network optimization problems. In this paper, a new model is formulated to design a green supply chain network through a new mixed integer linear programming problem. Uncertain demand and stochastic environmental respect levels...
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2016
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Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE : … 20 (2016) 4, pp. 455-475
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On the robustness of consumption-based asset pricing theory
Elmiger, Sabine - 2016
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Robustness in combinatorial optimization and scheduling theory : an extended annotated bibliography
Nikulin, Jurij V. - 2016
This work is an up-to-date-extension of a previous annotated bibliography (2004) which covered 40 references only. It focuses on what has been published during the last ten years in the area of combinatorial optimization and scheduling theory concerning robustness and other similar techniques...
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Robustness in combinatorial optimization and scheduling theory : an annotated bibliography
Nikulin, Jurij V. - 2016
This short annotated bibliography focuses on what has been published during the last ten years in the area of combinatorial optimization and scheduling theory concerning robustness and other similar techniques that deal with worst case optimization under uncertainty and non-accuracy of problem data.
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The impact of modeling on robust inventory management under demand uncertainty
Solyalı, Oğuz; Cordeau, Jean-François; Laporte, Gilbert - In: Management science : journal of the Institute for … 62 (2016) 4, pp. 1188-1201
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Robust critical node selection by Benders decomposition
Naoum-Sawaya, Joe; Buchheim, Christoph - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 162-174
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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
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Robust sensitivity analysis for stochastic systems
Lam, Henry - In: Mathematics of operations research 41 (2016) 4, pp. 1248-1275
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Solving the bi-objective robust vehicle routing problem with uncertain costs and demands
Solano-Charris, Elyn L.; Prins, Christian; Santos, … - In: RAIRO 50 (2016) 4/5, pp. 689-714
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Is socially responsible investing more risky? : Australian evidence
Mackie, Ewan; Palit, Imon; Veeraraghavan, Madhu; … - In: Sustainability and social responsibility : regulation …, (pp. 261-305). 2018
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Benders decomposition applied to a robust multiple allocation incomplete hub location problem
Martins de Sá, Elisangela; Morabito, Reinaldo; Saraiva … - In: Computers & operations research : and their … 89 (2018), pp. 31-50
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A computational study of the general lot-sizing and scheduling model under demand uncertainty via robust and stochastic approaches
Alem, Douglas; Curcio, Eduardo; Amorim, Pedro; … - In: Computers & operations research : and their … 90 (2018), pp. 125-141
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Robust scheduling to minimize the weighted number of late jobs with interval due-date uncertainty
Drwal, Maciej - In: Computers & operations research : and their … 91 (2018), pp. 13-20
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Production planning with order acceptance and demand uncertainty
Aouam, Tarik; Geryl, Kobe; Kumar, Kunal; Brahimi, Nadjib - In: Computers & operations research : and their … 91 (2018), pp. 145-159
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Ranking robustness and its application to evacuation planning
Goerigk, Marc; Hamacher, Horst W.; Kinscherff, Anika - In: European journal of operational research : EJOR 264 (2018) 3, pp. 837-846
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Robust routing in deterministic delay-tolerant networks
Bocquillon, Ronan; Jouglet, Antoine - In: Computers & operations research : and their … 92 (2018), pp. 77-86
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On recoverable and two-stage robust selection problems with budgeted uncertainty
Chassein, André; Goerigk, Marc; Kasperski, Adam; … - In: European journal of operational research : EJOR 265 (2018) 2, pp. 423-436
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Multi-objective minmax robust combinatorial optimization with cardinality-constrained uncertainty
Raith, Andrea; Schmidt, Marie; Schöbel, Anita; Thom, Lisa - In: European journal of operational research : EJOR 267 (2018) 2, pp. 628-642
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A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732
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A hybrid solution approach for a multi-objective closed-loop logistics network under uncertainty
Mehrbod, Mehrdad; Tu, Nan; Miao, Lixin - In: Journal of Industrial Engineering International 11 (2015), pp. 237-252
The design of closed-loop logistics (forward and reverse logistics) has attracted growing attention with the stringent pressures of customer expectations, environmental concerns and economic factors. This paper considers a multi-product, multi-period and multi-objective closed-loop logistics...
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Robust DEA under discrete uncertain data: A case study of Iranian electricity distribution companies
Hafezalkotob, Ashkan; Haji-Sami, Elham; Omrani, Hashem - In: Journal of Industrial Engineering International 11 (2015), pp. 199-208
Crisp input and output data are fundamentally indispensable in traditional data envelopment analysis (DEA). However, the real-world problems often deal with imprecise or ambiguous data. In this paper, we propose a novel robust data envelopment model (RDEA) to investigate the efficiencies of...
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On trend robustness and end-point issues for New Zealand’s stylised business cycle facts
Hall, Vivian Bruce; Thomson, Peter J. - 2015
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Robust location of new housing developments using a choice model
Espinoza, Juan Carlos; Alfandari, Garcia Laurent - 2015
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Investment liberalisation, technology take-off and export market entry : does foreign ownership structure matter?
Girma, Sourafel (contributor); Gong, Yundan (contributor);  … - 2015
Before and after its accession to the WTO in 2001, China has undergone a far-reaching investment liberalisation. As part of this, existing restrictions on foreign ownership structure and mandatory export and technology transfer requirements imposed on foreign firms have been lifted in a number...
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Robust predictions under finite depth of reasoning
Murayama, Kota - 2015
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Modelling the distribution of health related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression
Borgini, Riccardo (contributor);  … - 2015
Health-related quality of life assessment is important in the clinical evaluation of patients with metastatic disease that may offer useful information in understanding the clinical effectiveness of a treatment. To assess if a set of explicative variables impacts on the health-related quality of...
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When are static and adjustable robust optimization with constraint-wise uncertainty equivalent?
Marandi, Ahmadreza; Hertog, Dirk den - 2015 - Preprint
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2015 - Rev.: September 25, 2015
A consensus has recently emerged that a number of variables in addition to the level, slope, and curvature of the term structure can help predict interest rates and excess bond returns. We demonstrate that the statistical tests that have been used to support this conclusion are subject to very...
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A comprehensive approach to posterior jointness analysis in Bayesian model averaging applications
Crespo Cuaresma, Jesús (contributor);  … - 2015
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