-
2
-
-
78549238491
-
Energy policies avoiding a tipping point in the climate system
-
Bahn O, Edwards N, Knutti R, Stocker TF (2011) Energy policies avoiding a tipping point in the climate system. Energy Policy 39(1):334-348.
-
(2011)
Energy Policy
, vol.39
, Issue.1
, pp. 334-348
-
-
Bahn, O.1
Edwards, N.2
Knutti, R.3
Stocker, T.F.4
-
5
-
-
0442266090
-
Robust solutions of linear programming problems contaminated with uncertain data
-
Ben-Tal A, Nemirovski A (2000) Robust solutions of linear programming problems contaminated with uncertain data. Math. Programming 88:411-424.
-
(2000)
Math. Programming
, vol.88
, pp. 411-424
-
-
Ben-Tal, A.1
Nemirovski, A.2
-
8
-
-
3042762207
-
Price of robustness
-
Bertsimas D, Sim M (2004) Price of robustness. Oper. Res. 52(1): 35-53.
-
(2004)
Oper. Res.
, vol.52
, Issue.1
, pp. 35-53
-
-
Bertsimas, D.1
Sim, M.2
-
9
-
-
84863393058
-
Theory and applications of robust optimization
-
Bertsimas D, Brown DB, Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev. 53(3):464-501.
-
(2011)
SIAM Rev.
, vol.53
, Issue.3
, pp. 464-501
-
-
Bertsimas, D.1
Brown, D.B.2
Caramanis, C.3
-
11
-
-
0003563595
-
-
Technical report, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL
-
Cario MC, Nelson BL (1997) Modeling and generating random vectors with arbitrary marginal distributions and correlation matrix. Technical report, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL.
-
(1997)
Modeling and Generating Random Vectors with Arbitrary Marginal Distributions and Correlation Matrix
-
-
Cario, M.C.1
Nelson, B.L.2
-
12
-
-
0031359778
-
Sensitivity of computer simulation experiments to errors in input data
-
Cheng RCH, Holland W (1997) Sensitivity of computer simulation experiments to errors in input data. J. Statist. Comput. Simulation 57:219-241.
-
(1997)
J. Statist. Comput. Simulation
, vol.57
, pp. 219-241
-
-
Cheng, R.C.H.1
Holland, W.2
-
13
-
-
0035461003
-
Input distribution selection for simulation experiments: Accounting for input uncertainty
-
Chick SE (2001) Input distribution selection for simulation experiments: Accounting for input uncertainty. Oper. Res. 49(5): 744-758.
-
(2001)
Oper. Res.
, vol.49
, Issue.5
, pp. 744-758
-
-
Chick, S.E.1
-
14
-
-
2042499464
-
The effects of errors in means, variances, and covariances on optimal portfolio choice
-
Chopra VK, Ziemba WT (1993) The effects of errors in means, variances, and covariances on optimal portfolio choice. J. Portfolio Management 19(2):6-11.
-
(1993)
J. Portfolio Management
, vol.19
, Issue.2
, pp. 6-11
-
-
Chopra, V.K.1
Ziemba, W.T.2
-
15
-
-
0032656018
-
Correlations and copulas for decision and risk analysis
-
Clemen RT, Reilly T (1999) Correlations and copulas for decision and risk analysis. Management Sci. 45(2):208-224.
-
(1999)
Management Sci.
, vol.45
, Issue.2
, pp. 208-224
-
-
Clemen, R.T.1
Reilly, T.2
-
16
-
-
0037902243
-
Impact of correlated default risk on credit portfolios
-
Das SR, Fong G, Geng G (2001) Impact of correlated default risk on credit portfolios. J. Fixed Income 11(3):9-19.
-
(2001)
J. Fixed Income
, vol.11
, Issue.3
, pp. 9-19
-
-
Das, S.R.1
Fong, G.2
Geng, G.3
-
17
-
-
77953562445
-
Distributionally robust optimization under moment uncertainty with application to data-driven problems
-
Delage E, Ye Y (2010) Distributionally robust optimization under moment uncertainty with application to data-driven problems. Oper. Res. 58(3):595-612.
-
(2010)
Oper. Res.
, vol.58
, Issue.3
, pp. 595-612
-
-
Delage, E.1
Ye, Y.2
-
18
-
-
84957363402
-
Risk, ambiguity, and the savage axioms
-
Ellsberg D (1961) Risk, ambiguity, and the savage axioms. Quart. J. Econom. 75(4):643-669.
-
(1961)
Quart. J. Econom.
, vol.75
, Issue.4
, pp. 643-669
-
-
Ellsberg, D.1
-
19
-
-
0001478807
-
A definition of uncertainty aversion
-
Epstein LG (1999) A definition of uncertainty aversion. Rev. Econom. Stud. 66(3):579-608.
-
(1999)
Rev. Econom. Stud.
, vol.66
, Issue.3
, pp. 579-608
-
-
Epstein, L.G.1
-
20
-
-
77949424684
-
Robust portfolios: Contributions from operations research and finance
-
Fabozzi FJ, Huang D, Zhou G (2010) Robust portfolios: Contributions from operations research and finance. Ann. Oper. Res. 176(1):191-220.
-
(2010)
Ann. Oper. Res.
, vol.176
, Issue.1
, pp. 191-220
-
-
Fabozzi, F.J.1
Huang, D.2
Zhou, G.3
-
21
-
-
0012260296
-
Optimization for simulation: Theory vs. practice
-
Fu MC (2002) Optimization for simulation: Theory vs. practice. INFORMS J. Comput. 14(3):192-215.
-
(2002)
INFORMS J. Comput.
, vol.14
, Issue.3
, pp. 192-215
-
-
Fu, M.C.1
-
22
-
-
56849096061
-
What you should know about simulation and derivatives
-
Fu MC (2008) What you should know about simulation and derivatives. Naval Res. Logist. 55(8):723-736.
-
(2008)
Naval Res. Logist.
, vol.55
, Issue.8
, pp. 723-736
-
-
Fu, M.C.1
-
24
-
-
0038300035
-
Robust portfolio selection problems
-
Goldfarb D, Iyengar G (2003) Robust portfolio selection problems. Math. Oper. Res. 28(1):1-38.
-
(2003)
Math. Oper. Res.
, vol.28
, Issue.1
, pp. 1-38
-
-
Goldfarb, D.1
Iyengar, G.2
-
26
-
-
0037265703
-
An interior-point method for a class of saddle point problems
-
Halldórsson BV, Tütüncü RH (2003) An interior-point method for a class of saddle point problems. J. Optim. Theory Appl. 116(3):559-590.
-
(2003)
J. Optim. Theory Appl.
, vol.116
, Issue.3
, pp. 559-590
-
-
Halldórsson, B.V.1
Tütüncü, R.H.2
-
27
-
-
1642519735
-
Input model uncertainty: Why do we care and what should we do about it?
-
IEEE Computer Society, Washington, DC
-
Henderson SG (2003) Input model uncertainty: Why do we care and what should we do about it? Proc. 2003 Winter Simulation Conf. (IEEE Computer Society, Washington, DC), 90-100.
-
(2003)
Proc. 2003 Winter Simulation Conf.
, pp. 90-100
-
-
Henderson, S.G.1
-
28
-
-
77951527013
-
A brief introduction to optimization via simulation
-
IEEE Computer Society, Washington, DC
-
Hong LJ, Nelson BL (2009) A brief introduction to optimization via simulation. Proc. 2009 Winter Simulation Conf. (IEEE Computer Society, Washington, DC), 75-85.
-
(2009)
Proc. 2009 Winter Simulation Conf.
, pp. 75-85
-
-
Hong, L.J.1
Nelson, B.L.2
-
29
-
-
79960543321
-
Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
-
Hong LJ, Yang Y, Zhang L (2011) Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach. Oper. Res. 59(3):617-630.
-
(2011)
Oper. Res.
, vol.59
, Issue.3
, pp. 617-630
-
-
Hong, L.J.1
Yang, Y.2
Zhang, L.3
-
30
-
-
79951592073
-
Robust simulation of environmental policies using the DICE model
-
IEEE Computer Society, Washington, DC
-
Hu Z, Cao J, Hong LJ (2010) Robust simulation of environmental policies using the DICE model. Proc. 2010 Winter Simulation Conf. (IEEE Computer Society, Washington, DC), 1295-1305.
-
(2010)
Proc. 2010 Winter Simulation Conf.
, pp. 1295-1305
-
-
Hu, Z.1
Cao, J.2
Hong, L.J.3
-
31
-
-
39549109587
-
Summary for policymakers
-
Intergovernmental Panel on Climate Change (IPCC), Cambridge University Press, Cambridge, UK
-
Intergovernmental Panel on Climate Change (IPCC) (2007) Summary for policymakers. Solomon S, Qin D, Manning M, Chen Z, Marquis M, Averyt KB, Tignor M, Miller HL, eds. Climate Change 2007: The Physical Science Basis. Contribution of Working Group I to the Fourth Assessment Report of the Intergovernmental Panel on Climate Change (Cambridge University Press, Cambridge, UK).
-
(2007)
Climate Change 2007: The Physical Science Basis. Contribution of Working Group i to the Fourth Assessment Report of the Intergovernmental Panel on Climate Change
-
-
Solomon, S.1
Qin, D.2
Manning, M.3
Chen, Z.4
Marquis, M.5
Averyt, K.B.6
Tignor, M.7
Miller, H.L.8
-
32
-
-
65249172610
-
Imprecise probability assessment of tipping points in the climate system
-
Kriegler E, Hall JW, Held H, Dawson R, Schellnhuber H-J (2009) Imprecise probability assessment of tipping points in the climate system. Proc. Natl. Acad. Sci. USA 106(13):5041-5046.
-
(2009)
Proc. Natl. Acad. Sci. USA
, vol.106
, Issue.13
, pp. 5041-5046
-
-
Kriegler, E.1
Hall, J.W.2
Held, H.3
Dawson, R.4
Schellnhuber, H.-J.5
-
33
-
-
77953178939
-
-
Policy Research Working Paper 5123, World Bank, Washington, DC
-
Mattoo A, Subramanian A, van der Mensbrugghe D, He J (2009) Reconciling climate change and trade policy. Policy Research Working Paper 5123, World Bank, Washington, DC.
-
(2009)
Reconciling Climate Change and Trade Policy
-
-
Mattoo, A.1
Subramanian, A.2
Van Der Mensbrugghe, D.3
He, J.4
-
34
-
-
0141931882
-
Centralized and competitive inventory models with demand substitution
-
Netessine S, Rudi N (2003) Centralized and competitive inventory models with demand substitution. Oper. Res. 51(2):329-335.
-
(2003)
Oper. Res.
, vol.51
, Issue.2
, pp. 329-335
-
-
Netessine, S.1
Rudi, N.2
-
36
-
-
71149097610
-
-
Technical report, University of California, Berkeley
-
Ravikumar P, Wainwright MJ, Raskutti G, Yu B (2008) Highdimensional covariance estimation by minimizing l1-penalized log-determinant divergence. Technical report, University of California, Berkeley.
-
(2008)
Highdimensional Covariance Estimation by Minimizing l1-penalized Log-determinant Divergence
-
-
Ravikumar, P.1
Wainwright, M.J.2
Raskutti, G.3
Yu, B.4
-
37
-
-
0004267646
-
-
Princeton University Press, Princeton, NJ
-
Rockafellar RT (1970) Convex Analysis (Princeton University Press, Princeton, NJ).
-
(1970)
Convex Analysis
-
-
Rockafellar, R.T.1
-
38
-
-
0034550507
-
On rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
-
Shapiro A, Homem-de-Mello T (2000) On rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs. SIAM J. Optim. 11(1):70-86.
-
(2000)
SIAM J. Optim.
, vol.11
, Issue.1
, pp. 70-86
-
-
Shapiro, A.1
Homem-De-Mello, T.2
-
41
-
-
84871773655
-
-
United Nations Framework Convention on Climate Change (UNFCCC), Accessed October, 16 2011
-
United Nations Framework Convention on Climate Change (UNFCCC) (2009) Copenhagen accord. Accessed October 16, 2011, http://unfccc.int/resource/docs/ 2009/cop15/eng/l07.pdf.
-
(2009)
Copenhagen Accord
-
-
-
42
-
-
67651064348
-
-
U.S. Climate Change Science Program (CCSP), Climate Change Science Program and the Subcommittee on Global Change Research U.S. Geological Survey, Reston, VA
-
U.S. Climate Change Science Program (CCSP) (2008) Abrupt climate change. A report by the U.S. Climate Change Science Program and the Subcommittee on Global Change Research U.S. Geological Survey, Reston, VA.
-
(2008)
Abrupt Climate Change. A Report by the U.S.
-
-
-
43
-
-
0032397913
-
Determinant maximization with linear matrix inequality constraints
-
Vandenberghe L, Boyd S, Wu SP (1998) Determinant maximization with linear matrix inequality constraints. SIAM J. Matrix Anal. Appl. 19(2):499-533.
-
(1998)
SIAM J. Matrix Anal. Appl.
, vol.19
, Issue.2
, pp. 499-533
-
-
Vandenberghe, L.1
Boyd, S.2
Wu, S.P.3
-
44
-
-
79251515796
-
Solving log-determinant optimization problems by a Newton-CG proximal point algorithm
-
Wang C, Sun D, Toh KC (2009) Solving log-determinant optimization problems by a Newton-CG proximal point algorithm. SIAM J. Optim. 20(6):2994-3013.
-
(2009)
SIAM J. Optim.
, vol.20
, Issue.6
, pp. 2994-3013
-
-
Wang, C.1
Sun, D.2
Toh, K.C.3
-
45
-
-
78651420695
-
-
Report No. 180, MIT Joint Program on the Science and Policy of Global Change, Cambridge, MA
-
Webster M, Sokolov P, Reilly M, Forest E, Paltsev S, Schlosser A, Wang C, et al. (2009) Analysis of climate policy targets under uncertainty. Report No. 180, MIT Joint Program on the Science and Policy of Global Change, Cambridge, MA.
-
(2009)
Analysis of Climate Policy Targets under Uncertainty
-
-
Webster, M.1
Sokolov, P.2
Reilly, M.3
Forest, E.4
Paltsev, S.5
Schlosser, A.6
Wang, C.7
|