A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Bram Gorissen | Aharon Ben-Tal | Hans Blanc | Dick den Hertog

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Aharon Ben-Tal | Dick den Hertog | Anja M.B. De Waegenaere | Bertrand Melenberg | Gijs Rennen

Deriving Robust Counterparts of Nonlinear Uncertain Inequalities

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Aharon Ben-Tal | Dick den Hertog | Jean-Philippe Vial

Globalized Robust Optimization for Nonlinear Uncertain Inequalities

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Aharon Ben-Tal | R.C.M. Brekelmans | Dick den Hertog | Jean-Philippe Vial

Robust Solutions for Systems of Uncertain Linear Equations

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jianzhe Zhen | Dick den Hertog

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Krzysztof Postek | Aharon Ben-Tal | Dick den Hertog | Bertrand Melenberg

Adjustable Robust Optimization with Decision Rules Based on Inexact Revealed Data

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: F.J.C.T. de Ruiter | Aharon Ben-Tal | R.C.M. Brekelmans | Dick den Hertog

Approximating the Pareto Set of Multiobjective Linear Programs Via Robust Optimization

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Bram Gorissen | Dick den Hertog

Immunizing Conic Quadratic Optimization Problems Against Implementation Errors

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Aharon Ben-Tal | Dick den Hertog

Hidden Convexity in Partially Separable Optimization

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Aharon Ben-Tal | Dick den Hertog | Monique Laurent

Cloudwalker: Random Walks for 3d Point Cloud Shape Analysis

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Adi Mesika | Yizhak Ben-Shabat | Ayellet Tal

Robust Expectations and Uncertain Models - A Robust Control Approach with Application to the New Keynesian Economy

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Juha Kilponen

Robust Prediction in Games with Uncertain Parameters

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Shintaro Miura | Takuro Yamashita

Modeling of Linear Uncertain Portfolio Selection with Uncertain Constraint and Risk Index

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Weiwei Guo | Weiguo Zhang | Yong-Jun Liu | Wenkun Xu

Robust Vehicle Allocation with Uncertain Covariates

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Zhaowei Hao | Long He | Zhenyu Hu | Jun Jiang

Robust Vehicle Pre-Allocation with Uncertain Covariates

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Zhaowei Hao | Long He | Zhenyu Hu | Jun Jiang

Uncertain Altruism and Non-Linear Long-Term Care Policies

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Chiara Canta | Helmuth Cremer

Uncertain Altruism and Non-Linear Long-Term Care Policies

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Chiara Canta | Helmuth Cremer

Duality in Countably Infinite Linear Programs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Archis Ghate

Robust Optimization for Resource-Constrained Project Scheduling with Uncertain Activity Durations

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Christian Artigues | Roel Leus | Fabrice Talla Nobibon