Some Aspects of Duality in Mathematical Programming Problems [PDF]
, 2020 The work exhibited in this thesis is an endeavor to achieve various duality results for minimax fractional programming and multiobjective programming problems. The proposed work encapsulates these results which are weaved into six chapters. The present
Sonali
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Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem [PDF]
In the classical model for portfolio selection the risk is measured by the variance of returns. It is well known that, if returns are not elliptically distributed, this may cause inaccurate investment decisions. To address this issue, several alternative
Marco Corazza +2 more
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A maximum entropy approach to the newsvendor problem with partial information [PDF]
In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance of D.
Nonås, Sigrid Lise +4 more
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Collaborative airline revenue sharing game with grey demand data. [PDF]
Cent Eur J Oper Res, 2022 Olgun MO.
europepmc +1 more source
Worst-case estimation and asymptotic theory for models with unobservables [PDF]
, 2004 This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Vidal-Sanz, Jose M. +1 more
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WORST-CASE ESTIMATION AND ASYMPTOTIC THEORY FOR MODELS WITH UNOBSERVABLES [PDF]
This paper proposes a worst-case approach for estimating econometric models containing unobservable variables. Worst-case estimators are robust against the adverse effects of unobservables.
Mercedes Esteban-Bravo +1 more
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Robust minimax optimization problems with applications (Nonlinear Analysis and Convex Analysis) [PDF]
, 2019 In this paper, we study the optimality conditions and duality in minimax programming problems in the face of data uncertainty. Following the robust optimization approach (worst-case approach), we formulate its robust counterpart of the minimax ...
Jiao, Liguo, Kim, Do Sang
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Certainty equivalence and model uncertainty [PDF]
Simon’s and Theil’s certainty equivalence property justifies a convenient algorithm for solving dynamic programming problems with quadratic objectives and linear transition laws: first, optimize under perfect foresight, then substitute optimal forecasts ...
Thomas J. Sargent, Lars Peter Hansen
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Knowledge-driven learning, optimization, and experimental design under uncertainty for materials discovery. [PDF]
Patterns (N Y), 2023 Qian X +4 more
europepmc +1 more source
Use of operational research techniques for concrete mix design: A systematic review. [PDF]
Heliyon, 2023 Rosa AC, Hammad AWA, Boer D, Haddad A.
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