Pages that link to "Item:Q1306344"
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The following pages link to Robust solutions of uncertain linear programs (Q1306344):
Displaying 50 items.
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Selected topics in robust convex optimization (Q995791) (← links)
- General robust-optimization formulation for nonlinear programming (Q995951) (← links)
- Constrained linear system with disturbance: Convergence under disturbance feedback (Q1004125) (← links)
- Robust counterparts of errors-in-variables problems (Q1020910) (← links)
- Relaxed robust second-order-cone programming (Q1021530) (← links)
- A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626) (← links)
- Optimal oblivious routing under linear and ellipsoidal uncertainty (Q1039914) (← links)
- The submodular knapsack polytope (Q1040079) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- A dual-interval vertex analysis method and its application to environmental decision making under uncertainty (Q1042506) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Robustness in operational research and decision aiding: a multi-faceted issue (Q1044079) (← links)
- An interior-point method for a class of saddle-point problems (Q1411479) (← links)
- Adjustable robust solutions of uncertain linear programs (Q1434080) (← links)
- Robust solutions of linear programming problems contaminated with uncertain data (Q1587934) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions (Q1630203) (← links)
- Robust trading mechanisms over 0/1 polytopes (Q1631642) (← links)
- Algorithms and uncertainty sets for data-driven robust shortest path problems (Q1634306) (← links)
- A VNS-LP algorithm for the robust dynamic maximal covering location problem (Q1642060) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- A capacitated hub location problem under hose demand uncertainty (Q1651522) (← links)
- Robust optimization: lessons learned from aircraft routing (Q1651653) (← links)
- Robust optimization for non-linear impact of data variation (Q1654345) (← links)
- When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? (Q1659683) (← links)
- Complexity of min-max-min robustness for combinatorial optimization under discrete uncertainty (Q1662157) (← links)
- Delegated portfolio management under ambiguity aversion (Q1667217) (← links)
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- Robust goal programming using different robustness echelons via norm-based and ellipsoidal uncertainty sets (Q1683090) (← links)
- A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem (Q1686516) (← links)
- Optimizing healthcare network design under reference pricing and parameter uncertainty (Q1694841) (← links)
- Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
- Minmax regret combinatorial optimization problems with ellipsoidal uncertainty sets (Q1698883) (← links)
- Robust inventory control under demand and lead time uncertainty (Q1699168) (← links)
- Real-time management of berth allocation with stochastic arrival and handling times (Q1707673) (← links)
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints (Q1717231) (← links)
- Risk-controlled multiobjective portfolio selection problem using a principle of compromise (Q1717903) (← links)
- Robust \(\epsilon\)-support vector regression (Q1718224) (← links)
- Robust optimization approximation for ambiguous P-model and its application (Q1721047) (← links)
- Robust optimization of fourth party logistics network design under disruptions (Q1723478) (← links)
- Complexity of strict robust integer minimum cost flow problems: an overview and further results (Q1725614) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Conditions under which adjustability lowers the cost of a robust linear program (Q1730447) (← links)
- On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems (Q1730467) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Robust multiobjective optimization with application to Internet routing (Q1730555) (← links)
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty (Q1731817) (← links)
- Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation (Q1731818) (← links)
- Multipolar robust optimization (Q1731824) (← links)
