IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/45826f7e-6e21-481e-889e-4075ab9579ca.html
   My bibliography  Save this paper

Robust optimization methods for chance constrained, simulation-based, and bilevel problems

Author

Listed:
  • Yanikoglu, I.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Yanikoglu, I., 2014. "Robust optimization methods for chance constrained, simulation-based, and bilevel problems," Other publications TiSEM 45826f7e-6e21-481e-889e-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:45826f7e-6e21-481e-889e-4075ab9579ca
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/3847590/Ihsan_Yanikoglu_Thesis_after_preprint_check_.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. S. E. Wright, 1994. "Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs," Mathematics of Operations Research, INFORMS, vol. 19(4), pages 893-908, November.
    2. Jerome Bracken & James T. McGill, 1973. "Mathematical Programs with Optimization Problems in the Constraints," Operations Research, INFORMS, vol. 21(1), pages 37-44, February.
    3. Xin Chen & Melvyn Sim & Peng Sun & Jiawei Zhang, 2008. "A Linear Decision-Based Approximation Approach to Stochastic Programming," Operations Research, INFORMS, vol. 56(2), pages 344-357, April.
    4. Drew Fudenberg & Jean Tirole, 1991. "Game Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061414, April.
    5. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
    6. J. A. Mirrlees, 1999. "The Theory of Moral Hazard and Unobservable Behaviour: Part I," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(1), pages 3-21.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Beck, Yasmine & Ljubić, Ivana & Schmidt, Martin, 2023. "A survey on bilevel optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 311(2), pages 401-426.
    2. Hamed Mamani & Shima Nassiri & Michael R. Wagner, 2017. "Closed-Form Solutions for Robust Inventory Management," Management Science, INFORMS, vol. 63(5), pages 1625-1643, May.
    3. Walid Ben-Ameur & Adam Ouorou & Guanglei Wang & Mateusz Żotkiewicz, 2018. "Multipolar robust optimization," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 395-434, December.
    4. Paula Rocha & Daniel Kuhn, 2013. "A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 576-589, August.
    5. Wenqing Chen & Melvyn Sim, 2009. "Goal-Driven Optimization," Operations Research, INFORMS, vol. 57(2), pages 342-357, April.
    6. Piccolo, Salvatore & Tarantino, Emanuele & Ursino, Giovanni, 2015. "The value of transparency in multidivisional firms," International Journal of Industrial Organization, Elsevier, vol. 41(C), pages 9-18.
    7. Ankur Sinha & Zhichao Lu & Kalyanmoy Deb & Pekka Malo, 2020. "Bilevel optimization based on iterative approximation of multiple mappings," Journal of Heuristics, Springer, vol. 26(2), pages 151-185, April.
    8. Joel Goh & Melvyn Sim, 2011. "Robust Optimization Made Easy with ROME," Operations Research, INFORMS, vol. 59(4), pages 973-985, August.
    9. Farough Motamed Nasab & Zukui Li, 2023. "Multistage Adaptive Robust Binary Optimization: Uncertainty Set Lifting versus Partitioning through Breakpoints Optimization," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
    10. Evers, L. & Glorie, K.M. & van der Ster, S. & Barros, A.I. & Monsuur, H., 2012. "The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared," Econometric Institute Research Papers EI 2012-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    11. Dimitris Bertsimas & Melvyn Sim & Meilin Zhang, 2019. "Adaptive Distributionally Robust Optimization," Management Science, INFORMS, vol. 65(2), pages 604-618, February.
    12. Huan Xu & Constantine Caramanis & Shie Mannor, 2012. "Optimization Under Probabilistic Envelope Constraints," Operations Research, INFORMS, vol. 60(3), pages 682-699, June.
    13. Ng, Tsan Sheng, 2013. "Robust regret for uncertain linear programs with application to co-production models," European Journal of Operational Research, Elsevier, vol. 227(3), pages 483-493.
    14. Jia Shu & Miao Song, 2014. "Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results," INFORMS Journal on Computing, INFORMS, vol. 26(1), pages 135-149, February.
    15. Wolfram Wiesemann & Daniel Kuhn & Berc Rustem, 2009. "Robust Resource Allocations in Temporal Networks," Working Papers 020, COMISEF.
    16. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
    17. Marcus Ang & Yun Fong Lim & Melvyn Sim, 2012. "Robust Storage Assignment in Unit-Load Warehouses," Management Science, INFORMS, vol. 58(11), pages 2114-2130, November.
    18. Yun Fong Lim & Chen Wang, 2017. "Inventory Management Based on Target-Oriented Robust Optimization," Management Science, INFORMS, vol. 63(12), pages 4409-4427, December.
    19. Xin Chen & Yuhan Zhang, 2009. "Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts," Operations Research, INFORMS, vol. 57(6), pages 1469-1482, December.
    20. Jaeyoung Sung, 2005. "Optimal Contracts Under Adverse Selection and Moral Hazard: A Continuous-Time Approach," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 1021-1073.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:45826f7e-6e21-481e-889e-4075ab9579ca. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.