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Making a Case for Robust Optimization Models
8 references·14 citing·39 second hop
Making a Case for Robust Optimization Models (1997)Making a Case for Robust Optimization Mod…Generating Scenarios for the Towers Perrin Investment System (1996)Generating Scenarios for the …A Standard Measure of Risk and Risk-Value Models (1996)A Standard Measure of Risk an…The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)The Russell-Yasuda Kasai Mode…Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Decisions with Multiple Objec…Markov Models & Optimization (1993)Markov Models & OptimizationFormulating Two-Stage Stochastic Programs for Interior Point Methods (1991)Formulating Two-Stage Stochas…A Bank Asset and Liability Management Model (1986)A Bank Asset and Liability Ma…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…A network-of-networks adaptation for cross-industry manufacturing repurposing (2023)A network-of-networks adaptat…Robust facility location decisions for resilient sustainable supply chain performance in the face of disruptions (2020)Robust facility location deci…Adaptive learning in international business (2020)Adaptive learning in internat…A robust optimization model for efficient and green supply chain planning with postponement strategy (2018)A robust optimization model f…How Robust is a Robust Policy? Comparing Alternative Robustness Metrics for Robust Decision-Making (2016)How Robust is a Robust Policy…Robust humanitarian relief logistics network planning (2014)Robust humanitarian relief lo…Randomized Solutions to Convex Programs with Multiple Chance Constraints (2013)Randomized Solutions to Conve…Measurement and optimization of robust stability of multiclass queueing networks: Applications in dynamic supply chains (2013)Measurement and optimization …Application of Robust Optimization to the Sawmill Planning Problem (2011)Application of Robust Optimiz…Models for robust tactical planning in multi-stage production systems with uncertain demands (2009)Models for robust tactical pl…A robust optimization model for production planning of perishable products (2006)A robust optimization model f…Accounting for uncertainty, robustness and online information in transportation networks (2005)Accounting for uncertainty, r…On robust optimization of two-stage systems (2004)On robust optimization of two…The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (2003)The stable non-Gaussian asset…Portfolio Selection: Efficient Diversification of Investments. (1962)Robust production planning in a manufacturing environment with random yield: A case in sawmill production planning (2009)Introduction to Stochastic Programming (2011)Decomposition algorithms for two-stage chance-constrained programs (2014)Supporting DMDU: A Taxonomy of Approaches and Tools (2019)Robust Optimization of Large-Scale Systems (1995)Introduction to Stochastic Programming (1998)Robust Convex Optimization (1998)On the Connection Between Compression Learning and Scenario Based Single-Stage and Cascading Optimization Problems (2015)Risk and complexity in scenario optimization (2019)Learning-Based Robust Optimization: Procedures and Statistical Guarantees (2020)Prospect theory: An analysis of decision under risk (1988)Maut — Multiattribute Utility Theory (2006)Portfolio optimization problems in different risk measures using genetic algorithm (2009)Modeling uncertainty in multi-criteria decision analysis (2012)Theory of games and economic behavior (2019)Dynamic Strategies for Asset Allocation (1988)Strategic financial risk management and operations research (1997)Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking (2000)Financial planning via multi-stage stochastic optimization (2003)The Innovest Austrian Pension Fund Financial Planning Model InnoALM (2008)Portfolio Selection: Efficient Diversification of Investments. (1960)Scenario generation and stochastic programming models for asset liability management (2001)Optimization Methods in Finance (2006)Stochastic dual dynamic integer programming (2018)Stochastic network optimization models for investment planning (1989)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems (2009)Stochastic Network Programming for Financial Planning Problems (1992)Linear Programming Under Uncertainty (2004)Conjoint Analysis in Consumer Research: Issues and Outlook (1978)Risk management in a dynamic society: a modelling problem (1997)Best-worst multi-criteria decision-making method (2014)Stability and convergence of moments for multiclass queueing networks via fluid limit models (1995)Controlled diffusion models for optimal dividend pay-out (1997)Dynamic modeling and control of supply chain systems: A review (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
this work references cited by second hop

References

  • 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.8,369 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1993Markov Models & Optimization861 cited
  • 1994The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming362 cited
  • 1986A Bank Asset and Liability Management Model316 cited
  • 1996A Standard Measure of Risk and Risk-Value Models139 cited
  • 1996Generating Scenarios for the Towers Perrin Investment System125 cited
  • 1991Formulating Two-Stage Stochastic Programs for Interior Point Methods124 cited

Cited by

  • 2013Randomized Solutions to Convex Programs with Multiple Chance Constraints113 cited
  • 2004On robust optimization of two-stage systems111 cited
  • 2009Models for robust tactical planning in multi-stage production systems with uncertain demands103 cited
  • 2020Robust facility location decisions for resilient sustainable supply chain performance in the face of disruptions97 cited
  • 2023A network-of-networks adaptation for cross-industry manufacturing repurposing84 cited
  • 2018A robust optimization model for efficient and green supply chain planning with postponement strategy78 cited

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  • 2014Robust humanitarian relief logistics network planning71 cited
  • 2003The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach54 cited
  • 2011Application of Robust Optimization to the Sawmill Planning Problem49 cited
  • 2016How Robust is a Robust Policy? Comparing Alternative Robustness Metrics for Robust Decision-Making49 cited
  • 2020Adaptive learning in international business48 cited
  • 2006A robust optimization model for production planning of perishable products31 cited
  • 2013Measurement and optimization of robust stability of multiclass queueing networks: Applications in dynamic supply chains20 cited
  • 2005Accounting for uncertainty, robustness and online information in transportation networks14 cited