-
1
-
-
61849101735
-
A robust optimisation approach to project scheduling and resource allocation
-
Adida E, Joshi P (2009) A robust optimisation approach to project scheduling and resource allocation. Internat. J. Services, Oper. Informatics 4(2): 169-193.
-
(2009)
Internat. J. Services, Oper. Informatics
, vol.4
, Issue.2
, pp. 169-193
-
-
Adida, E.1
Joshi, P.2
-
2
-
-
33644701349
-
A robust optimization approach to dynamic pricing and inventory control with no backorders
-
Adida E, Perakis G (2006) A robust optimization approach to dynamic pricing and inventory control with no backorders. Math. Programming 107(1): 97-129.
-
(2006)
Math. Programming
, vol.107
, Issue.1
, pp. 97-129
-
-
Adida, E.1
Perakis, G.2
-
3
-
-
84865682855
-
Tractable stochastic analysis in high dimensions via robust optimization
-
Bandi C, Bertsimas D (2012) Tractable stochastic analysis in high dimensions via robust optimization. Math. Programming 134(1): 23-70.
-
(2012)
Math. Programming
, vol.134
, Issue.1
, pp. 23-70
-
-
Bandi, C.1
Bertsimas, D.2
-
4
-
-
0141712989
-
Robust optimization-Methodology and applications
-
Ben-Tal A, Nemirovski A (2002) Robust optimization-Methodology and applications. Math. Programming 92(3): 453-480.
-
(2002)
Math. Programming
, vol.92
, Issue.3
, pp. 453-480
-
-
Ben-Tal, A.1
Nemirovski, A.2
-
5
-
-
34547463520
-
Selected topics in robust convex optimization
-
Ben-Tal A, Nemirovski A (2007) Selected topics in robust convex optimization. Math. Programming 112(1): 125-158.
-
(2007)
Math. Programming
, vol.112
, Issue.1
, pp. 125-158
-
-
Ben-Tal, A.1
Nemirovski, A.2
-
6
-
-
77955904315
-
A soft robust model for optimization under ambiguity
-
Ben-Tal A, Bertsimas D, Brown DB (2010) A soft robust model for optimization under ambiguity. Oper. Res. 58(4, part 2): 1220-1234.
-
(2010)
Oper. Res
, vol.58
, Issue.4 PART 2
, pp. 1220-1234
-
-
Ben-Tal, A.1
Bertsimas, D.2
Brown, D.B.3
-
7
-
-
82155197917
-
-
(Princeton University Press, Princeton, NJ)
-
Ben-Tal A, El-Ghaoui L, Nemirovski A (2009) Robust Optimization, Princeton Series in Applied Mathematics (Princeton University Press, Princeton, NJ).
-
(2009)
Robust Optimization, Princeton Series in Applied Mathematics
-
-
Ben-Tal, A.1
El-Ghaoui, L.2
Nemirovski, A.3
-
8
-
-
0038823167
-
Robust modeling of multi-stage portfolio problems
-
Frenk H, Roos K, Terlaky T, Zhang S, eds., (Kluwer Academic Publishers, Dordrecht, The Netherlands)
-
Ben-Tal A, Margalit T, Nemirovski A (2000) Robust modeling of multi-stage portfolio problems. Frenk H, Roos K, Terlaky T, Zhang S, eds. High Performance Optimization (Kluwer Academic Publishers, Dordrecht, The Netherlands), 303-328.
-
(2000)
High Performance Optimization
, pp. 303-328
-
-
Ben-Tal, A.1
Margalit, T.2
Nemirovski, A.3
-
9
-
-
25444444535
-
Retailersupplier flexible commitments contracts: A robust optimization approach
-
Ben-Tal A, Golany B, Nemirovski A, Vial J-P (2005) Retailersupplier flexible commitments contracts: A robust optimization approach. Manufacturing Service Oper. Management 7(3): 248-271.
-
(2005)
Manufacturing Service Oper. Management
, vol.7
, Issue.3
, pp. 248-271
-
-
Ben-Tal, A.1
Golany, B.2
Nemirovski, A.3
Vial, J.-P.4
-
10
-
-
14844327381
-
Adjustable robust solutions of uncertain linear programs
-
Ben-Tal A, Goryashko A, Guslitzer E, Nemirovski A (2004) Adjustable robust solutions of uncertain linear programs.Math. Programming 99(2): 351-376.
-
(2004)
Math. Programming
, vol.99
, Issue.2
, pp. 351-376
-
-
Ben-Tal, A.1
Goryashko, A.2
Guslitzer, E.3
Nemirovski, A.4
-
11
-
-
34250179465
-
Robust multiperiod portfolio management in the presence of transaction costs
-
Bertsimas D, Pachamanova D (2008) Robust multiperiod portfolio management in the presence of transaction costs. Comput. Oper. Res. 35(1): 3-17.
-
(2008)
Comput. Oper. Res
, vol.35
, Issue.1
, pp. 3-17
-
-
Bertsimas, D.1
Pachamanova, D.2
-
12
-
-
84870613023
-
Robust discrete optimization and network flows
-
Bertsimas D, Sim M (2003) Robust discrete optimization and network flows. Math. Programming 98(1-3): 49-71.
-
(2003)
Math. Programming
, vol.98
, Issue.1-3
, pp. 49-71
-
-
Bertsimas, D.1
Sim, M.2
-
13
-
-
33644559970
-
A robust optimization approach to inventory theory
-
Bertsimas D, Thiele A (2006) A robust optimization approach to inventory theory. Oper. Res. 54(1): 150-168.
-
(2006)
Oper. Res
, vol.54
, Issue.1
, pp. 150-168
-
-
Bertsimas, D.1
Thiele, A.2
-
14
-
-
84863393058
-
Theory and applications of robust optimization
-
Bertsimas D, Caramanis C, Brown DB (2011a) 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
Caramanis, C.2
Brown, D.B.3
-
16
-
-
77953089426
-
Optimality of affine policies in multistage robust optimization
-
Bertsimas D, Iancu DA, Parrilo PA (2010) Optimality of affine policies in multistage robust optimization. Math. Oper. Res. 35(2): 363-394.
-
(2010)
Math. Oper. Res
, vol.35
, Issue.2
, pp. 363-394
-
-
Bertsimas, D.1
Iancu, D.A.2
Parrilo, P.A.3
-
17
-
-
83255193558
-
A hierarchy of nearoptimal policies for multistage adaptive optimization
-
Bertsimas D, Iancu DA, Parrilo PA (2011b) A hierarchy of nearoptimal policies for multistage adaptive optimization. IEEE Trans. Automatic Control 56(12): 2809-2824.
-
(2011)
IEEE Trans. Automatic Control
, vol.56
, Issue.12
, pp. 2809-2824
-
-
Bertsimas, D.1
Iancu, D.A.2
Parrilo, P.A.3
-
18
-
-
84872853161
-
Adaptive robust optimization for the security constrained unit commitment problem
-
Bertsimas D, Litvinov E, Sun X, Zhao J, Zheng T (2013) Adaptive robust optimization for the security constrained unit commitment problem. IEEE Trans. Power Systems 28(1): 52-63.
-
(2013)
IEEE Trans. Power Systems
, vol.28
, Issue.1
, pp. 52-63
-
-
Bertsimas, D.1
Litvinov, E.2
Sun, X.3
Zhao, J.4
Zheng, T.5
-
19
-
-
41149119059
-
Computing robust basestock levels
-
Bienstock D, Özbay N (2008) Computing robust basestock levels. Discrete Optim. 5(2): 389-414.
-
(2008)
Discrete Optim
, vol.5
, Issue.2
, pp. 389-414
-
-
Bienstock, D.1
Özbay, N.2
-
21
-
-
49449084457
-
Ambiguous risk measures and optimal robust portfolios
-
Calafiore G (2007) Ambiguous risk measures and optimal robust portfolios. SIAM J. Optim. 18(3): 853-877.
-
(2007)
SIAM J. Optim
, vol.18
, Issue.3
, pp. 853-877
-
-
Calafiore, G.1
-
23
-
-
84856110709
-
Including robustness in multi-criteria optimization for intensity-modulated proton therapy
-
Chen W, Unkelbach J, Trofimov A, Madden T, Kooy H, Bortfeld T, Craft D (2012) Including robustness in multi-criteria optimization for intensity-modulated proton therapy. Physics Medicine Biol. 57(3): 591-608.
-
(2012)
Physics Medicine Biol
, vol.57
, Issue.3
, pp. 591-608
-
-
Chen, W.1
Unkelbach, J.2
Trofimov, A.3
Madden, T.4
Kooy, H.5
Bortfeld, T.6
Craft, D.7
-
24
-
-
34250637152
-
The stochastic time-cost tradeoff problem: A robust optimization approach
-
Cohen I, Golany B, Shtub A (2007) The stochastic time-cost tradeoff problem: A robust optimization approach. Networks 49(2): 175-188.
-
(2007)
Networks
, vol.49
, Issue.2
, pp. 175-188
-
-
Cohen, I.1
Golany, B.2
Shtub, A.3
-
26
-
-
24344452538
-
Searching for robust Pareto-optimal solutions in multi-objective optimization
-
Coello Coello CA, Hernández Aguirre A, Zitzler E, eds., (Springer, Berlin)
-
Deb K, Gupta H (2005) Searching for robust Pareto-optimal solutions in multi-objective optimization. Coello Coello CA, Hernández Aguirre A, Zitzler E, eds. Evolutionary Multi- Criterion Optimization, Lecture Notes in Computer Science, Vol. 3410 (Springer, Berlin), 150-164.
-
(2005)
Evolutionary Multi- Criterion Optimization, Lecture Notes in Computer Science
, vol.3410
, pp. 150-164
-
-
Deb, K.1
Gupta, H.2
-
27
-
-
0032252302
-
Robust solutions to uncertain semidefinite programs
-
El-Ghaoui L, Oustry F, Lebret H (1998) Robust solutions to uncertain semidefinite programs. SIAM J. Optim. 9(1): 33-52.
-
(1998)
SIAM J. Optim
, vol.9
, Issue.1
, pp. 33-52
-
-
El-Ghaoui, L.1
Oustry, F.2
Lebret, H.3
-
28
-
-
34248682281
-
-
(John Wiley & Sons, Hoboken, NJ)
-
Fabozzi F, Kolm P, Pachamanova D, Focardi S (2007) Robust Portfolio Optimization and Management. Frank J. Fabozzi Series (John Wiley & Sons, Hoboken, NJ).
-
(2007)
Robust Portfolio Optimization and Management. Frank J. Fabozzi Series
-
-
Fabozzi, F.1
Kolm, P.2
Pachamanova, D.3
Focardi, S.4
-
29
-
-
77956330125
-
Light robustness
-
Ahuja R, Möhring R, Zaroliagis C, eds., (Springer, Berlin)
-
Fischetti M, Monaci M (2009) Light robustness. Ahuja R, Möhring R, Zaroliagis C, eds. Robust and Online Large-Scale Optimization, Lecture Notes in Computer Science, Vol. 5868 (Springer, Berlin), 61-84.
-
(2009)
Robust and Online Large-Scale Optimization, Lecture Notes in Computer Science
, vol.5868
, pp. 61-84
-
-
Fischetti, M.1
Monaci, M.2
-
30
-
-
84890434903
-
-
Technical report, LAMSADE, Universite Paris-Dauphine, Paris
-
Gabrel V, Murat C, Thiele A (2012) Recent advances in robust optimization and robustness: An overview. Technical report, LAMSADE, Universite Paris-Dauphine, Paris.
-
(2012)
Recent Advances in Robust Optimization and Robustness: An Overview
-
-
Gabrel, V.1
Murat, C.2
Thiele, A.3
-
31
-
-
84880512058
-
New models for the robust shortest path problem: Complexity, resolution and generalization
-
Gabrel V, Murat C, Wu L (2013) New models for the robust shortest path problem: Complexity, resolution and generalization. Ann. Oper. Res. 207(1): 97-120.
-
(2013)
Ann. Oper. Res
, vol.207
, Issue.1
, pp. 97-120
-
-
Gabrel, V.1
Murat, C.2
Wu, L.3
-
32
-
-
80053259349
-
-
Working paper, Stanford University, Stanford, CA
-
Goh J, Hall N, Sim M (2010) Robust optimization strategies for total cost control in project management. Working paper, Stanford University, Stanford, CA.
-
(2010)
Robust Optimization Strategies for Total Cost Control in Project Management
-
-
Goh, J.1
Hall, N.2
Sim, M.3
-
33
-
-
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
-
34
-
-
84893628514
-
-
CentER Discussion Paper 2012-031, Center for Economic Research, Tilburg University, Tilburg, The Netherlands
-
Gorissen BL, den Hertog D (2011) Approximating the Pareto set of multiobjective linear programs via robust optimization. CentER Discussion Paper 2012-031, Center for Economic Research, Tilburg University, Tilburg, The Netherlands.
-
(2011)
Approximating the Pareto Set of Multiobjective Linear Programs Via Robust Optimization
-
-
Gorissen, B.L.1
Den Hertog, D.2
-
35
-
-
84883689327
-
Supermodularity and affine policies in dynamic robust optimization
-
Iancu DA, Sharma M, Sviridenko M (2013) Supermodularity and affine policies in dynamic robust optimization. Oper. Res. 61(4): 941-956.
-
(2013)
Oper. Res
, vol.61
, Issue.4
, pp. 941-956
-
-
Iancu, D.A.1
Sharma, M.2
Sviridenko, M.3
-
36
-
-
77951432201
-
An efficient method for large-scale slack allocation
-
Joshi S, Boyd S (2009) An efficient method for large-scale slack allocation. Engrg. Optim. 41(12): 1163-1176.
-
(2009)
Engrg. Optim
, vol.41
, Issue.12
, pp. 1163-1176
-
-
Joshi, S.1
Boyd, S.2
-
37
-
-
84859765320
-
Lexicographic α- Robustness: An alternative to min-max criteria
-
Kalai R, Lamboray R, Vanderpooten D (2012) Lexicographic α- robustness: An alternative to min-max criteria. Eur. J. Oper. Res. 220(3): 722-728.
-
(2012)
Eur. J. Oper. Res
, vol.220
, Issue.3
, pp. 722-728
-
-
Kalai, R.1
Lamboray, R.2
Vanderpooten, D.3
-
38
-
-
77951147055
-
Competitive two-agent scheduling and its applications
-
Leung JY-T, Pinedo M, Wan G (2010) Competitive two-agent scheduling and its applications. Oper. Res. 58(2): 458-469.
-
(2010)
Oper. Res
, vol.58
, Issue.2
, pp. 458-469
-
-
Jy-T, L.1
Pinedo, M.2
Wan, G.3
-
39
-
-
34247526098
-
Relative entropy, exponential utility, and robust dynamic pricing
-
Lim AEB, Shanthikumar JG (2007) Relative entropy, exponential utility, and robust dynamic pricing. Oper. Res. 55(2): 198-214.
-
(2007)
Oper. Res
, vol.55
, Issue.2
, pp. 198-214
-
-
Lim, A.E.B.1
Shanthikumar, J.G.2
-
40
-
-
55749101583
-
A new methodology for searching robust Pareto optimal solutions with MOEAs
-
(IEEE, Piscataway, NJ)
-
Luo B, Zheng J (2008) A new methodology for searching robust Pareto optimal solutions with MOEAs. Proc. IEEE World Congress Comput. Intelligence (IEEE, Piscataway, NJ), 580-586.
-
(2008)
Proc. IEEE World Congress Comput. Intelligence
, pp. 580-586
-
-
Luo, B.1
Zheng, J.2
-
42
-
-
41549090406
-
Incorporating asymmetric distributional information in robust value-at-risk optimization
-
Natarajan K, Pachamanova D, Sim M (2008) Incorporating asymmetric distributional information in robust value-at-risk optimization. Management Sci. 54(3): 573-585.
-
(2008)
Management Sci
, vol.54
, Issue.3
, pp. 573-585
-
-
Natarajan, K.1
Pachamanova, D.2
Sim, M.3
-
43
-
-
0000216895
-
On the lexicographic minimax approach to location problems
-
Ogryczak W (1997) On the lexicographic minimax approach to location problems. Eur. J. Oper. Res. 100(3): 566-585.
-
(1997)
Eur. J. Oper. Res
, vol.100
, Issue.3
, pp. 566-585
-
-
Ogryczak, W.1
-
44
-
-
70450140395
-
Multi-objective particle swarm optimization for robust optimization and its hybridization with gradient search
-
(IEEE, Piscataway, NJ)
-
Ono S, Nakayama S (2009) Multi-objective particle swarm optimization for robust optimization and its hybridization with gradient search. IEEE Congress Evolutionary Comput. (IEEE, Piscataway, NJ), 1629-1636.
-
(2009)
IEEE Congress Evolutionary Comput
, pp. 1629-1636
-
-
Ono, S.1
Nakayama, S.2
-
46
-
-
0004267646
-
-
(Princeton University Press, Princeton, NJ)
-
Rockafellar T (1970) Convex Analysis (Princeton University Press, Princeton, NJ).
-
(1970)
Convex Analysis
-
-
Rockafellar, T.1
-
47
-
-
69749108455
-
Robustness in operational research and decision aiding: A multi-faceted issue
-
Roy B (2010) Robustness in operational research and decision aiding: A multi-faceted issue. Eur. J. Oper. Res. 200(3): 629-638.
-
(2010)
Eur. J. Oper. Res
, vol.200
, Issue.3
, pp. 629-638
-
-
Roy, B.1
-
48
-
-
84866415192
-
Robust assortment optimization in revenue management under the multinomial logit choice model
-
Rusmevichientong P, Topaloglu H (2012) Robust assortment optimization in revenue management under the multinomial logit choice model. Oper. Res. 60(4): 865-882.
-
(2012)
Oper. Res
, vol.60
, Issue.4
, pp. 865-882
-
-
Rusmevichientong, P.1
Topaloglu, H.2
-
51
-
-
77953568374
-
Robust approximation to multiperiod inventory management
-
See C-T, Sim M (2010) Robust approximation to multiperiod inventory management. Oper. Res. 58(3): 583-594.
-
(2010)
Oper. Res
, vol.58
, Issue.3
, pp. 583-594
-
-
See, C.-T.1
Sim, M.2
-
52
-
-
0010680207
-
Convex programming with set-inclusive constraints and applications to inexact linear programming
-
Soyster AL (1973) Convex programming with set-inclusive constraints and applications to inexact linear programming. Oper. Res. 21(5): 1154-1157.
-
(1973)
Oper. Res
, vol.21
, Issue.5
, pp. 1154-1157
-
-
Soyster, A.L.1
-
54
-
-
0035851993
-
Robust optimization method for the economic term in chemical process design and planning
-
Suh M, Lee T (2001) Robust optimization method for the economic term in chemical process design and planning. Indust. Engrg. Chemistry Res. 40(25): 5950-5959.
-
(2001)
Indust. Engrg. Chemistry Res
, vol.40
, Issue.25
, pp. 5950-5959
-
-
Suh, M.1
Lee, T.2
-
55
-
-
84866251566
-
Robust resource allocations in temporal networks
-
Wiesemann W, Kuhn T, Rustem B (2012) Robust resource allocations in temporal networks. Math. Programming 135(1-2): 437-471.
-
(2012)
Math. Programming
, vol.135
, Issue.1-2
, pp. 437-471
-
-
Wiesemann, W.1
Kuhn, T.2
Rustem, B.3
-
56
-
-
30244459714
-
On the finite convergence of interior-point algorithms for linear programming
-
Ye Y (1992) On the finite convergence of interior-point algorithms for linear programming. Math. Programming 57(1-3): 325-335.
-
(1992)
Math. Programming
, vol.57
, Issue.1-3
, pp. 325-335
-
-
Ye, Y.1
|