Ruud Brekelmans

Personal Details

First Name:	Ruud
Middle Name:
Last Name:	Brekelmans
Suffix:
RePEc Short-ID:	pbr247
	[This author has chosen not to make the email address public]

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. de Ruiter, Frans & Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick, 2016. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Other publications TiSEM fc2ce516-9c34-4389-830f-f, Tilburg University, School of Economics and Management.
   • Frans J. C. T. Ruiter & Aharon Ben-Tal & Ruud C. M. Brekelmans & Dick Hertog, 2017. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Computational Management Science, Springer, vol. 14(1), pages 45-66, January.

   Cited by:

   1. Perraudat, Antoine & Dauzère-Pérès, Stéphane & Vialletelle, Philippe, 2022. "Robust tactical qualification decisions in flexible manufacturing systems," Omega, Elsevier, vol. 106(C).
   2. T. D. Chuong & V. Jeyakumar & G. Li & D. Woolnough, 2021. "Exact SDP reformulations of adjustable robust linear programs with box uncertainties under separable quadratic decision rules via SOS representations of non-negativity," Journal of Global Optimization, Springer, vol. 81(4), pages 1095-1117, December.
   3. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
   4. Marcio Costa Santos & Michael Poss & Dritan Nace, 2018. "A perfect information lower bound for robust lot-sizing problems," Annals of Operations Research, Springer, vol. 271(2), pages 887-913, December.
   5. Ali Haddad-Sisakht & Sarah M. Ryan, 2018. "Conditions under which adjustability lowers the cost of a robust linear program," Annals of Operations Research, Springer, vol. 269(1), pages 185-204, October.
   6. Jonathan De La Vega & Alfredo Moreno & Reinaldo Morabito & Pedro Munari, 2023. "A robust optimization approach for the unrelated parallel machine scheduling problem," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 31-66, April.

2. de Ruiter, Frans & Brekelmans, Ruud & den Hertog, Dick, 2016. "The impact of the existence of multiple adjustable robust solutions," Other publications TiSEM eabf3802-3965-40ef-b26d-f, Tilburg University, School of Economics and Management.

   Cited by:

   1. Perraudat, Antoine & Dauzère-Pérès, Stéphane & Vialletelle, Philippe, 2022. "Robust tactical qualification decisions in flexible manufacturing systems," Omega, Elsevier, vol. 106(C).
   2. Angelos Georghiou & Angelos Tsoukalas & Wolfram Wiesemann, 2019. "Robust Dual Dynamic Programming," Operations Research, INFORMS, vol. 67(3), pages 813-830, May.
   3. Calafiore, Giuseppe Carlo & Parino, Francesco & Zino, Lorenzo & Rizzo, Alessandro, 2023. "Dynamic planning of a two-dose vaccination campaign with uncertain supplies," European Journal of Operational Research, Elsevier, vol. 304(3), pages 1269-1278.
   4. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
   5. Cohen, Izack & Postek, Krzysztof & Shtern, Shimrit, 2023. "An adaptive robust optimization model for parallel machine scheduling," European Journal of Operational Research, Elsevier, vol. 306(1), pages 83-104.
   6. Rahal, Said & Papageorgiou, Dimitri J. & Li, Zukui, 2021. "Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1014-1030.
   7. Frans J. C. T. Ruiter & Aharon Ben-Tal & Ruud C. M. Brekelmans & Dick Hertog, 2017. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Computational Management Science, Springer, vol. 14(1), pages 45-66, January.
      • de Ruiter, Frans & Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick, 2016. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Other publications TiSEM fc2ce516-9c34-4389-830f-f, Tilburg University, School of Economics and Management.
   8. Wu, Lingxiao & Wang, Shuaian & Laporte, Gilbert, 2021. "The Robust Bulk Ship Routing Problem with Batched Cargo Selection," Transportation Research Part B: Methodological, Elsevier, vol. 143(C), pages 124-159.
   9. Viktoryia Buhayenko & Dick den Hertog, 2017. "Adjustable Robust Optimisation approach to optimise discounts for multi-period supply chain coordination under demand uncertainty," International Journal of Production Research, Taylor & Francis Journals, vol. 55(22), pages 6801-6823, November.

3. Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Discussion Paper 2015-031, Tilburg University, Center for Economic Research.
   • Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog & Jean-Philippe Vial, 2017. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 350-366, May.
   • Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Other publications TiSEM 05c1b5b6-5b26-46f6-bd3a-a, Tilburg University, School of Economics and Management.

   Cited by:

   1. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2022. "Robust portfolio selection problems: a comprehensive review," Operational Research, Springer, vol. 22(4), pages 3203-3264, September.
   2. Qinghe Sun & Li Chen & Mabel C. Chou & Qiang Meng, 2023. "Mitigating the financial risk behind emission cap compliance: A case in maritime transportation," Production and Operations Management, Production and Operations Management Society, vol. 32(1), pages 283-300, January.
   3. Wang, Jinpei & Bai, Xuejie & Liu, Yankui, 2023. "Globalized robust bilevel optimization model for hazmat transport network design considering reliability," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
   4. Feng Liu & Zhi Chen & Shuming Wang, 2023. "Globalized Distributionally Robust Counterpart," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1120-1142, September.
   5. Ernst Roos & Dick den Hertog, 2020. "Reducing Conservatism in Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 32(4), pages 1109-1127, October.
   6. Roos, Ernst & den Hertog, Dick, 2019. "Reducing conservatism in robust optimization," Other publications TiSEM ad0238cd-de7a-4366-b487-b, Tilburg University, School of Economics and Management.
   7. Alireza Ghahtarani & Ahmed Saif & Alireza Ghasemi, 2021. "Robust Portfolio Selection Problems: A Comprehensive Review," Papers 2103.13806, arXiv.org, revised Jan 2022.
   8. Shuming Wang & Yan-Fu Li & Tong Jia, 2020. "Distributionally Robust Design for Redundancy Allocation," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 620-640, July.

4. de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014. "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Discussion Paper 2014-003, Tilburg University, Center for Economic Research.
   • de Ruiter, F.J.C.T. & Ben-Tal, A. & Brekelmans, R.C.M. & den Hertog, D., 2014. "Adjustable Robust Optimizations with Decision Rules Based on Inexact Revealed Data," Other publications TiSEM 9aa3440c-dc5a-4468-b892-1, Tilburg University, School of Economics and Management.

   Cited by:

   1. Michal Melamed & Aharon Ben-Tal & Boaz Golany, 2016. "On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty," Computational Management Science, Springer, vol. 13(2), pages 293-315, April.
   2. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Discussion Paper 2015-030, Tilburg University, Center for Economic Research.
   3. Postek, Krzysztof & Ben-Tal, A. & den Hertog, Dick & Melenberg, Bertrand, 2015. "Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information," Other publications TiSEM d718e419-a375-4707-b206-e, Tilburg University, School of Economics and Management.

5. Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012. "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Discussion Paper 2012-079, Tilburg University, Center for Economic Research.
   • Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012. "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Other publications TiSEM 3c3300f1-03c8-45b2-9fb6-4, Tilburg University, School of Economics and Management.

   Cited by:

   1. Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2015. "Modelling the interaction between flooding events and economic growth," ECON WPS - Working Papers in Economic Theory and Policy 04/2015, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
      • Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2016. "Modeling the interaction between flooding events and economic growth," Ecological Economics, Elsevier, vol. 129(C), pages 193-209.
   2. Peter Zwaneveld & Gerard Verweij, 2018. "Economic Decision Problems in Multi-Level Flood Prevention: a new graph-based approach used for real world applications," CPB Discussion Paper 380, CPB Netherlands Bureau for Economic Policy Analysis.
   3. Peter Zwaneveld & Gerard Verweij, 2014. "Safe Dike Heights at Minimal Costs: An Integer Programming Approach," CPB Discussion Paper 277, CPB Netherlands Bureau for Economic Policy Analysis.

6. Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Discussion Paper 2007-71, Tilburg University, Center for Economic Research.
   • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Other publications TiSEM d4ab4393-a742-4c25-8875-c, Tilburg University, School of Economics and Management.

   Cited by:

   1. Strijbosch, Leo W.G. & Syntetos, Aris A. & Boylan, John E. & Janssen, Elleke, 2011. "On the interaction between forecasting and stock control: The case of non-stationary demand," International Journal of Production Economics, Elsevier, vol. 133(1), pages 470-480, September.

7. Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006. "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Discussion Paper 2006-90, Tilburg University, Center for Economic Research.
   • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006. "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Other publications TiSEM e61834bf-8202-4a25-9311-f, Tilburg University, School of Economics and Management.

   Cited by:

   1. Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Other publications TiSEM d4ab4393-a742-4c25-8875-c, Tilburg University, School of Economics and Management.
      • Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007. "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Discussion Paper 2007-71, Tilburg University, Center for Economic Research.

8. Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Discussion Paper 2006-4, Tilburg University, Center for Economic Research.
   • Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Other publications TiSEM 45a73d28-9fed-4b4c-a909-1, Tilburg University, School of Economics and Management.

   Cited by:

   1. Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
      • Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
      • Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
   2. Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.

9. Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Discussion Paper 2003-12, Tilburg University, Center for Economic Research.
   • R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. den. Hertog, 2005. "Gradient Estimation Schemes for Noisy Functions," Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 529-551, September.
   • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Other publications TiSEM 4aa4fd63-80d9-4989-89a8-0, Tilburg University, School of Economics and Management.

   Cited by:

   1. R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. Hertog, 2008. "Gradient Estimation Using Lagrange Interpolation Polynomials," Journal of Optimization Theory and Applications, Springer, vol. 136(3), pages 341-357, March.
      • Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D., 2003. "Gradient Estimation using Lagrange Interpolation Polynomials," Other publications TiSEM dfad278e-da66-4b83-8755-4, Tilburg University, School of Economics and Management.
      • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2008. "Gradient estimation using Lagrange interpolation polynomials," Other publications TiSEM f089ae6a-d7c2-4863-a52d-a, Tilburg University, School of Economics and Management.
      • Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D., 2003. "Gradient Estimation using Lagrange Interpolation Polynomials," Discussion Paper 2003-101, Tilburg University, Center for Economic Research.
   2. Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.

10. Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper 2001-87, Tilburg University, Center for Economic Research.
    • Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005. "Constrained optimization involving expensive function evaluations: A sequential approach," European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
    • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Other publications TiSEM c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.

    Cited by:

    1. Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001. "On D-Optimality Based Trust Regions for Black-Box Optimization Problems," Discussion Paper 2001-69, Tilburg University, Center for Economic Research.
       • Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001. "On D-Optimality Based Trust Regions for Black-Box Optimization Problems," Other publications TiSEM dcde83b3-cab6-48bd-b94d-7, Tilburg University, School of Economics and Management.
    2. Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Discussion Paper 2006-4, Tilburg University, Center for Economic Research.
       • Driessen, L. & Brekelmans, R.C.M. & Gerichhausen, M. & Hamers, H.J.M. & den Hertog, D., 2006. "Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models," Other publications TiSEM 45a73d28-9fed-4b4c-a909-1, Tilburg University, School of Economics and Management.
    3. ten Eikelder, S.C.M. & van Amerongen, J.H.M., 2023. "Resource allocation problems with expensive function evaluations," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1170-1185.
    4. Regis, Rommel G. & Shoemaker, Christine A., 2007. "Parallel radial basis function methods for the global optimization of expensive functions," European Journal of Operational Research, Elsevier, vol. 182(2), pages 514-535, October.
    5. Boukouvala, Fani & Misener, Ruth & Floudas, Christodoulos A., 2016. "Global optimization advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO," European Journal of Operational Research, Elsevier, vol. 252(3), pages 701-727.
    6. Miriyala, Srinivas Soumitri & Subramanian, Venkat & Mitra, Kishalay, 2018. "TRANSFORM-ANN for online optimization of complex industrial processes: Casting process as case study," European Journal of Operational Research, Elsevier, vol. 264(1), pages 294-309.

11. Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001. "On D-Optimality Based Trust Regions for Black-Box Optimization Problems," Discussion Paper 2001-69, Tilburg University, Center for Economic Research.
    • Driessen, L. & Brekelmans, R.C.M. & Hamers, H.J.M. & den Hertog, D., 2001. "On D-Optimality Based Trust Regions for Black-Box Optimization Problems," Other publications TiSEM dcde83b3-cab6-48bd-b94d-7, Tilburg University, School of Economics and Management.

    Cited by:

    1. Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Other publications TiSEM 44a5bc64-49e5-47f5-abe7-3, Tilburg University, School of Economics and Management.
       • Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004. "Response surface methodology's steepest ascent and step size revisited," European Journal of Operational Research, Elsevier, vol. 159(1), pages 121-131, November.
       • Kleijnen, J.P.C. & den Hertog, D. & Angun, M.E., 2002. "Response Surface Methodology's Steepest Ascent and Step Size Revisited," Discussion Paper 2002-64, Tilburg University, Center for Economic Research.
    2. Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Other publications TiSEM c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.
       • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper 2001-87, Tilburg University, Center for Economic Research.
       • Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005. "Constrained optimization involving expensive function evaluations: A sequential approach," European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
    3. Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Other publications TiSEM e49ba0fc-853c-4a13-b564-d, Tilburg University, School of Economics and Management.
       • Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
       • Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
    4. Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
    5. M Laguna & J Molina & F Pérez & R Caballero & A G Hernández-Díaz, 2010. "The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 53-67, January.

12. Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000. "Approximating the Finite-Time Ruin Probability under Interest Force," Discussion Paper 2000-111, Tilburg University, Center for Economic Research.
    • Brekelmans, Ruud & De Waegenaere, Anja, 2001. "Approximating the finite-time ruin probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 217-229, October.
    • Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000. "Approximating the Finite-Time Ruin Probability under Interest Force," Other publications TiSEM 66e5c0b2-528b-476c-ae96-b, Tilburg University, School of Economics and Management.

    Cited by:

    1. Cardoso, Rui M. R. & R. Waters, Howard, 2003. "Recursive calculation of finite time ruin probabilities under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 659-676, December.
    2. Paulsen, Jostein & Kasozi, Juma & Steigen, Andreas, 2005. "A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 399-420, June.
    3. Jostein Paulsen, 2008. "Ruin models with investment income," Papers 0806.4125, arXiv.org, revised Dec 2008.
    4. Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791, HAL.
       • Rulliere, Didier & Loisel, Stephane, 2005. "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December.

13. Brekelmans, R.C.M., 2000. "Stochastic models in risk theory and management accounting," Other publications TiSEM b01ca984-01b5-4d42-adfd-4, Tilburg University, School of Economics and Management.

    Cited by:

    1. Nahuis, R., 2000. "Knowledge and economic growth," Other publications TiSEM 0c527481-ed2a-4456-8e18-c, Tilburg University, School of Economics and Management.
    2. Onderstal, A.M., 2002. "Papers in auction theory," Other publications TiSEM 7d84e23f-2bb6-4e3c-a689-5, Tilburg University, School of Economics and Management.
    3. van Lomwel, A.G.C., 2000. "Essays on labour economics," Other publications TiSEM 957b3422-61d0-461d-9d22-e, Tilburg University, School of Economics and Management.
    4. Konovalov, A., 2001. "Essays in general equilibrium theory," Other publications TiSEM fece7269-5d1e-47b9-a21c-6, Tilburg University, School of Economics and Management.
    5. Timmer, J.B., 2001. "Cooperative behaviour, uncertainty and operations research," Other publications TiSEM 4a00d965-b7c4-4f43-8f76-5, Tilburg University, School of Economics and Management.
    6. Bellemare, C., 2004. "Microeconometric essays on migration, trust and Satisfaction," Other publications TiSEM e1e9cd8e-64ac-45df-9611-6, Tilburg University, School of Economics and Management.
    7. Chvyrkov, O., 2004. "Top management teams of internationalizing firms : Demography, social processes and learning at the top," Other publications TiSEM 25b41423-7a7a-4b46-b14d-9, Tilburg University, School of Economics and Management.
    8. Wagner, W.B., 2002. "Risk sharing under incentive constraints," Other publications TiSEM 1bd8e44d-62a5-4cf7-96b2-f, Tilburg University, School of Economics and Management.
    9. Gong, X., 2001. "Empirical studies on the labor market and on consumer demand," Other publications TiSEM eed29455-f1bf-4cc3-aff5-c, Tilburg University, School of Economics and Management.
    10. van den Broek, W.A., 2001. "Uncertainty in differential games," Other publications TiSEM 195bcb68-8943-49c1-8acb-0, Tilburg University, School of Economics and Management.
    11. Stremersch, S., 2001. "Essays on marketing strategy in technology-intensive markets," Other publications TiSEM 51d17923-2aae-485b-a59b-5, Tilburg University, School of Economics and Management.
    12. Camlibel, M.K., 2001. "Complementarity methods in the analysis of piecewise linear dynamical systems," Other publications TiSEM c3e08484-56d2-4f1a-9db0-8, Tilburg University, School of Economics and Management.
    13. Conlon, B.J., 2001. "Consumer rationality in choice," Other publications TiSEM 871f3881-187f-4197-8162-4, Tilburg University, School of Economics and Management.

Articles

1. Aras Selvi & Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog, 2022. "Convex Maximization via Adjustable Robust Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(4), pages 2091-2105, July.

   Cited by:

   1. Aharon Ben-Tal & Ernst Roos, 2022. "An Algorithm for Maximizing a Convex Function Based on Its Minimum," INFORMS Journal on Computing, INFORMS, vol. 34(6), pages 3200-3214, November.
   2. Jianzhe Zhen & Ahmadreza Marandi & Danique de Moor & Dick den Hertog & Lieven Vandenberghe, 2022. "Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2410-2427, September.

2. Carel Eijgenraam & Ruud Brekelmans & Dick den Hertog & Kees Roos, 2017. "Optimal Strategies for Flood Prevention," Management Science, INFORMS, vol. 63(5), pages 1644-1656, May.

   Cited by:

   1. Lu, Shibao & Sun, Huaping & Sun, Dongying & Guo, Min & Bai, Xiao, 2020. "Assessment on reservoir flood resources utilization of Ankang Reservoir, China," Resources Policy, Elsevier, vol. 68(C).
   2. Alessio Ciullo & Jan H. Kwakkel & Karin M. De Bruijn & Neelke Doorn & Frans Klijn, 2020. "Efficient or Fair? Operationalizing Ethical Principles in Flood Risk Management: A Case Study on the Dutch‐German Rhine," Risk Analysis, John Wiley & Sons, vol. 40(9), pages 1844-1862, September.
   3. den Heijer, Frank & Kok, Matthijs, 2024. "Risk-based portfolio planning of dike reinforcements," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
   4. Postek, Krzysztof, 2017. "Distributionally and integer adjustable robust optimization," Other publications TiSEM 74785c83-df0c-4570-828b-f, Tilburg University, School of Economics and Management.
   5. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Discussion Paper 2016-038, Tilburg University, Center for Economic Research.
   6. Zwaneveld, P. & Verweij, G. & van Hoesel, S., 2018. "Safe dike heights at minimal costs: An integer programming approach," European Journal of Operational Research, Elsevier, vol. 270(1), pages 294-301.
   7. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Other publications TiSEM 6e85c2ff-32dd-4c7e-8d95-a, Tilburg University, School of Economics and Management.
   8. Grames, Johanna & Grass, Dieter & Kort, Peter M. & Fürnkranz-Prskawetz, Alexia, 2017. "Optimal investment and location decisions of a firm in a flood risk area using Impulse Control Theory," ECON WPS - Working Papers in Economic Theory and Policy 01/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
      • Johanna Grames & Dieter Grass & Peter M. Kort & Alexia Prskawetz, 2019. "Optimal investment and location decisions of a firm in a flood risk area using impulse control theory," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(4), pages 1051-1077, December.
   9. Klerk, Wouter Jan & Kanning, Wim & Kok, Matthijs & Wolfert, Rogier, 2021. "Optimal planning of flood defence system reinforcements using a greedy search algorithm," Reliability Engineering and System Safety, Elsevier, vol. 207(C).

3. Frans J. C. T. Ruiter & Aharon Ben-Tal & Ruud C. M. Brekelmans & Dick Hertog, 2017. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Computational Management Science, Springer, vol. 14(1), pages 45-66, January.
   • de Ruiter, Frans & Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick, 2016. "Robust optimization of uncertain multistage inventory systems with inexact data in decision rules," Other publications TiSEM fc2ce516-9c34-4389-830f-f, Tilburg University, School of Economics and Management.
   See citations under working paper version above.
4. Aharon Ben-Tal & Ruud Brekelmans & Dick den Hertog & Jean-Philippe Vial, 2017. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," INFORMS Journal on Computing, INFORMS, vol. 29(2), pages 350-366, May.
   • Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Discussion Paper 2015-031, Tilburg University, Center for Economic Research.
   • Ben-Tal, A. & Brekelmans, Ruud & den Hertog, Dick & Vial, J.P., 2015. "Globalized Robust Optimization for Nonlinear Uncertain Inequalities," Other publications TiSEM 05c1b5b6-5b26-46f6-bd3a-a, Tilburg University, School of Economics and Management.
   See citations under working paper version above.
5. Carel Eijgenraam & Jarl Kind & Carlijn Bak & Ruud Brekelmans & Dick den Hertog & Matthijs Duits & Kees Roos & Pieter Vermeer & Wim Kuijken, 2014. "Economically Efficient Standards to Protect the Netherlands Against Flooding," Interfaces, INFORMS, vol. 44(1), pages 7-21, February.

   Cited by:

   1. Xie, Yang & Zilberman, David, 2018. "Implications of Spatial Externality of Flood Control: Land Reclamation, Wetland Reservation, and Investment in Flood Control Facilities," 2018 Annual Meeting, August 5-7, Washington, D.C. 274445, Agricultural and Applied Economics Association.
   2. Bos, Frits & Zwaneveld, Peter, 2017. "Cost-benefit analysis for flood risk management and water governance in the Netherlands; an overview of one century," MPRA Paper 80933, University Library of Munich, Germany.
   3. Alessio Ciullo & Jan H. Kwakkel & Karin M. De Bruijn & Neelke Doorn & Frans Klijn, 2020. "Efficient or Fair? Operationalizing Ethical Principles in Flood Risk Management: A Case Study on the Dutch‐German Rhine," Risk Analysis, John Wiley & Sons, vol. 40(9), pages 1844-1862, September.
   4. Rongen, G. & Morales-Nápoles, O. & Kok, M., 2022. "Expert judgment-based reliability analysis of the Dutch flood defense system," Reliability Engineering and System Safety, Elsevier, vol. 224(C).
   5. Asadabadi, Ali & Miller-Hooks, Elise, 2017. "Optimal transportation and shoreline infrastructure investment planning under a stochastic climate future," Transportation Research Part B: Methodological, Elsevier, vol. 100(C), pages 156-174.
   6. den Heijer, Frank & Kok, Matthijs, 2024. "Risk-based portfolio planning of dike reinforcements," Reliability Engineering and System Safety, Elsevier, vol. 242(C).
   7. ten Eikelder, S.C.M. & van Amerongen, J.H.M., 2023. "Resource allocation problems with expensive function evaluations," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1170-1185.
   8. Perry C. Oddo & Ben S. Lee & Gregory G. Garner & Vivek Srikrishnan & Patrick M. Reed & Chris E. Forest & Klaus Keller, 2020. "Deep Uncertainties in Sea‐Level Rise and Storm Surge Projections: Implications for Coastal Flood Risk Management," Risk Analysis, John Wiley & Sons, vol. 40(1), pages 153-168, January.
   9. Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2015. "Modelling the interaction between flooding events and economic growth," ECON WPS - Working Papers in Economic Theory and Policy 04/2015, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
      • Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2016. "Modeling the interaction between flooding events and economic growth," Ecological Economics, Elsevier, vol. 129(C), pages 193-209.
   10. Postek, Krzysztof & den Hertog, Dick & Kind, Jarl & Pustjens, Chris, 2019. "Adjustable robust strategies for flood protection," Omega, Elsevier, vol. 82(C), pages 142-154.
   11. Charles Sims & Sarah E. Null, 2019. "Climate Forecasts and Flood Mitigation," Southern Economic Journal, John Wiley & Sons, vol. 85(4), pages 1083-1107, April.
   12. Meri Davlasheridze & Qin Fan & Wesley Highfield & Jiaochen Liang, 2021. "Economic impacts of storm surge events: examining state and national ripple effects," Climatic Change, Springer, vol. 166(1), pages 1-20, May.
   13. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Discussion Paper 2016-038, Tilburg University, Center for Economic Research.
   14. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Other publications TiSEM 6e85c2ff-32dd-4c7e-8d95-a, Tilburg University, School of Economics and Management.
   15. Grames, Johanna & Grass, Dieter & Kort, Peter M. & Fürnkranz-Prskawetz, Alexia, 2017. "Optimal investment and location decisions of a firm in a flood risk area using Impulse Control Theory," ECON WPS - Working Papers in Economic Theory and Policy 01/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
       • Johanna Grames & Dieter Grass & Peter M. Kort & Alexia Prskawetz, 2019. "Optimal investment and location decisions of a firm in a flood risk area using impulse control theory," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(4), pages 1051-1077, December.
   16. Asadabadi, Ali & Miller-Hooks, Elise, 2017. "Assessing strategies for protecting transportation infrastructure from an uncertain climate future," Transportation Research Part A: Policy and Practice, Elsevier, vol. 105(C), pages 27-41.
   17. Klerk, Wouter Jan & Kanning, Wim & Kok, Matthijs & Wolfert, Rogier, 2021. "Optimal planning of flood defence system reinforcements using a greedy search algorithm," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
   18. Anton Shevchenko & Moren Lévesque & Mark Pagell, 2016. "Why Firms Delay Reaching True Sustainability," Journal of Management Studies, Wiley Blackwell, vol. 53(5), pages 911-935, July.
   19. Peter Zwaneveld & Gerard Verweij, 2018. "Economic Decision Problems in Multi-Level Flood Prevention: a new graph-based approach used for real world applications," CPB Discussion Paper 380, CPB Netherlands Bureau for Economic Policy Analysis.
   20. Peter Zwaneveld & Gerard Verweij, 2014. "Safe Dike Heights at Minimal Costs: An Integer Programming Approach," CPB Discussion Paper 277, CPB Netherlands Bureau for Economic Policy Analysis.
   21. T. D. Pol & S. Gabbert & H.-P. Weikard & E. C. Ierland & E. M. T. Hendrix, 2017. "A Minimax Regret Analysis of Flood Risk Management Strategies Under Climate Change Uncertainty and Emerging Information," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(4), pages 1087-1109, December.
   22. Carel Eijgenraam & Ruud Brekelmans & Dick den Hertog & Kees Roos, 2017. "Optimal Strategies for Flood Prevention," Management Science, INFORMS, vol. 63(5), pages 1644-1656, May.

6. Ruud Brekelmans & Dick den Hertog & Kees Roos & Carel Eijgenraam, 2012. "Safe Dike Heights at Minimal Costs: The Nonhomogeneous Case," Operations Research, INFORMS, vol. 60(6), pages 1342-1355, December.

   Cited by:

   1. Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Discussion Paper 2012-081, Tilburg University, Center for Economic Research.
   2. Bos, Frits & Zwaneveld, Peter, 2017. "Cost-benefit analysis for flood risk management and water governance in the Netherlands; an overview of one century," MPRA Paper 80933, University Library of Munich, Germany.
   3. Alessio Ciullo & Jan H. Kwakkel & Karin M. De Bruijn & Neelke Doorn & Frans Klijn, 2020. "Efficient or Fair? Operationalizing Ethical Principles in Flood Risk Management: A Case Study on the Dutch‐German Rhine," Risk Analysis, John Wiley & Sons, vol. 40(9), pages 1844-1862, September.
   4. Thomas David Pol & Jochen Hinkel, 2019. "Uncertainty representations of mean sea-level change: a telephone game?," Climatic Change, Springer, vol. 152(3), pages 393-411, March.
   5. Grass, D. & Chahim, M., 2012. "Numerical Algorithms for Deterministic Impulse Control Models with Applications," Other publications TiSEM 1295ac64-8704-4e47-ae89-b, Tilburg University, School of Economics and Management.
   6. Carel Eijgenraam & Jarl Kind & Carlijn Bak & Ruud Brekelmans & Dick den Hertog & Matthijs Duits & Kees Roos & Pieter Vermeer & Wim Kuijken, 2014. "Economically Efficient Standards to Protect the Netherlands Against Flooding," Interfaces, INFORMS, vol. 44(1), pages 7-21, February.
   7. Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012. "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Discussion Paper 2012-079, Tilburg University, Center for Economic Research.
      • Chahim, M. & Brekelmans, R.C.M. & den Hertog, D. & Kort, P.M., 2012. "An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)," Other publications TiSEM 3c3300f1-03c8-45b2-9fb6-4, Tilburg University, School of Economics and Management.
   8. Thomas D. Pol & Ekko C. Ierland & Silke Gabbert, 2017. "Economic analysis of adaptive strategies for flood risk management under climate change," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 22(2), pages 267-285, February.
   9. Perry C. Oddo & Ben S. Lee & Gregory G. Garner & Vivek Srikrishnan & Patrick M. Reed & Chris E. Forest & Klaus Keller, 2020. "Deep Uncertainties in Sea‐Level Rise and Storm Surge Projections: Implications for Coastal Flood Risk Management," Risk Analysis, John Wiley & Sons, vol. 40(1), pages 153-168, January.
   10. Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2015. "Modelling the interaction between flooding events and economic growth," ECON WPS - Working Papers in Economic Theory and Policy 04/2015, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
       • Grames, Johanna & Prskawetz, Alexia & Grass, Dieter & Viglione, Alberto & Blöschl, Günter, 2016. "Modeling the interaction between flooding events and economic growth," Ecological Economics, Elsevier, vol. 129(C), pages 193-209.
   11. Postek, Krzysztof & den Hertog, Dick & Kind, Jarl & Pustjens, Chris, 2019. "Adjustable robust strategies for flood protection," Omega, Elsevier, vol. 82(C), pages 142-154.
   12. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Discussion Paper 2016-038, Tilburg University, Center for Economic Research.
   13. Zwaneveld, P. & Verweij, G. & van Hoesel, S., 2018. "Safe dike heights at minimal costs: An integer programming approach," European Journal of Operational Research, Elsevier, vol. 270(1), pages 294-301.
   14. Graeme Guthrie, 2021. "Discounting, Disagreement, and the Option to Delay," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(1), pages 95-133, September.
   15. Postek, Krzysztof & den Hertog, Dick & Kind, J. & Pustjens, Chris, 2016. "Adjustable Robust Strategies for Flood Protection," Other publications TiSEM 6e85c2ff-32dd-4c7e-8d95-a, Tilburg University, School of Economics and Management.
   16. Dupuits, E.J.C. & Klerk, W.J. & Schweckendiek, T. & de Bruijn, K.M., 2019. "Impact of including interdependencies between multiple riverine flood defences on the economically optimal flood safety levels," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
   17. Klerk, Wouter Jan & Kanning, Wim & Kok, Matthijs & Wolfert, Rogier, 2021. "Optimal planning of flood defence system reinforcements using a greedy search algorithm," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
   18. Peter Zwaneveld & Gerard Verweij, 2018. "Economic Decision Problems in Multi-Level Flood Prevention: a new graph-based approach used for real world applications," CPB Discussion Paper 380, CPB Netherlands Bureau for Economic Policy Analysis.
   19. Peter Zwaneveld & Gerard Verweij, 2014. "Safe Dike Heights at Minimal Costs: An Integer Programming Approach," CPB Discussion Paper 277, CPB Netherlands Bureau for Economic Policy Analysis.
   20. Dupuits, E.J.C. & Schweckendiek, T. & Kok, M., 2017. "Economic optimization of coastal flood defense systems," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 143-152.
   21. T. D. Pol & S. Gabbert & H.-P. Weikard & E. C. Ierland & E. M. T. Hendrix, 2017. "A Minimax Regret Analysis of Flood Risk Management Strategies Under Climate Change Uncertainty and Emerging Information," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(4), pages 1087-1109, December.
   22. Bos, Frits & Zwaneveld, Peter & van Puijenbroek, Peter, 2012. "Een snelle kosten-effectiviteitsanalyse voor het Deltaprogramma IJsselmeergebied: wat zijn de kosten en veiligheidsbaten van wel of niet meestijgen met de zeespiegel en extra zoetwaterbuffer? [A co," MPRA Paper 61507, University Library of Munich, Germany.
   23. Jan Boeckmann & Clemens Thielen, 2023. "New Ways in Municipal Flood Mitigation: a Mixed-Integer Programming Approach and its Practical Application," SN Operations Research Forum, Springer, vol. 4(4), pages 1-68, December.
   24. Carel Eijgenraam & Ruud Brekelmans & Dick den Hertog & Kees Roos, 2017. "Optimal Strategies for Flood Prevention," Management Science, INFORMS, vol. 63(5), pages 1644-1656, May.
   25. Aida Abiad & Sander Gribling & Domenico Lahaye & Matthias Mnich & Guus Regts & Lluis Vena & Gerard Verweij & Peter Zwaneveld, 2018. "On the complexity of solving a decision problem with flow-depending costs: the case of the IJsselmeer dikes," Papers 1804.09752, arXiv.org.

7. Janssen, Elleke & Strijbosch, Leo & Brekelmans, Ruud, 2009. "Assessing the effects of using demand parameters estimates in inventory control and improving the performance using a correction function," International Journal of Production Economics, Elsevier, vol. 118(1), pages 34-42, March.

   Cited by:

   1. Prak, Dennis & Teunter, Ruud & Syntetos, Aris, 2017. "On the calculation of safety stocks when demand is forecasted," European Journal of Operational Research, Elsevier, vol. 256(2), pages 454-461.
   2. Halkos, George & Kevork, Ilias, 2012. "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper 39650, University Library of Munich, Germany.
   3. Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014. "On the convexity of the cost function for the (Q,R) inventory model," MPRA Paper 55675, University Library of Munich, Germany.
   4. Halkos, George & Kevork, Ilias, 2012. "The classical newsvendor model under normal demand with large coefficients of variation," MPRA Paper 40414, University Library of Munich, Germany.
   5. Halkos, George & Kevork, Ilias, 2012. "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper 40724, University Library of Munich, Germany.
   6. Saoud, Patrick & Kourentzes, Nikolaos & Boylan, John E., 2022. "Approximations for the Lead Time Variance: a Forecasting and Inventory Evaluation," Omega, Elsevier, vol. 110(C).
   7. Halkos, George & Kevork, Ilias, 2013. "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper 44189, University Library of Munich, Germany.
   8. Prak, Dennis & Teunter, Ruud, 2019. "A general method for addressing forecasting uncertainty in inventory models," International Journal of Forecasting, Elsevier, vol. 35(1), pages 224-238.
   9. Sharfuddin Lisan, 2018. "Safety stock determination of uncertain demand and mutually dependent variables," International Journal of Business and Social Research, LAR Center Press, vol. 8(3), pages 1-11, March.
   10. Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014. "Optimal inventory policies with an exact cost function under large demand uncertainty," MPRA Paper 60545, University Library of Munich, Germany.
   11. Qi Feng & J. George Shanthikumar, 2022. "Developing operations management data analytics," Production and Operations Management, Production and Operations Management Society, vol. 31(12), pages 4544-4557, December.
   12. Khurram Rehmani & Afshan Naseem & Yasir Ahmad & Muhammad Zeeshan Mirza & Tasweer Hussain Syed, 2021. "Development of a hybrid framework for inventory leanness in Technical Services Organizations," PLOS ONE, Public Library of Science, vol. 16(2), pages 1-13, February.
   13. Strijbosch, Leo W.G. & Syntetos, Aris A. & Boylan, John E. & Janssen, Elleke, 2011. "On the interaction between forecasting and stock control: The case of non-stationary demand," International Journal of Production Economics, Elsevier, vol. 133(1), pages 470-480, September.

8. R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. den. Hertog, 2005. "Gradient Estimation Schemes for Noisy Functions," Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 529-551, September.
   • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Other publications TiSEM 4aa4fd63-80d9-4989-89a8-0, Tilburg University, School of Economics and Management.
   • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Discussion Paper 2003-12, Tilburg University, Center for Economic Research.
   See citations under working paper version above.
9. Brekelmans, Ruud & Driessen, Lonneke & Hamers, Herbert & den Hertog, Dick, 2005. "Constrained optimization involving expensive function evaluations: A sequential approach," European Journal of Operational Research, Elsevier, vol. 160(1), pages 121-138, January.
   • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Discussion Paper 2001-87, Tilburg University, Center for Economic Research.
   • Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2001. "Constrained Optimization Involving Expensive Function Evaluations : A Sequential Approach," Other publications TiSEM c94095bf-9069-47e6-b77e-5, Tilburg University, School of Economics and Management.
   See citations under working paper version above.
10. Brekelmans, Ruud & De Waegenaere, Anja, 2001. "Approximating the finite-time ruin probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 217-229, October.
    • Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000. "Approximating the Finite-Time Ruin Probability under Interest Force," Discussion Paper 2000-111, Tilburg University, Center for Economic Research.
    • Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000. "Approximating the Finite-Time Ruin Probability under Interest Force," Other publications TiSEM 66e5c0b2-528b-476c-ae96-b, Tilburg University, School of Economics and Management.
    See citations under working paper version above.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (2) 2018-02-12 2020-11-30
2. NEP-HEA: Health Economics (1) 2017-02-12
3. NEP-IAS: Insurance Economics (1) 2017-02-12
4. NEP-ORE: Operations Research (1) 2015-07-04
5. NEP-UPT: Utility Models and Prospect Theory (1) 2015-07-04

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