Robust optimal decisions with imprecise forecasts (Q1019992): Difference between revisions

@@ Property / author @@
-Nalân Gülpinar
@@ Property / author: Nalân Gülpinar / rank @@
-Normal rank
@@ Property / author @@
-Berc Rustem
@@ Property / author: Berc Rustem / rank @@
-Normal rank
@@ Property / author @@
+Nalân Gülpinar
@@ Property / author: Nalân Gülpinar / rank @@
+Normal rank
@@ Property / author @@
+Berc Rustem
@@ Property / author: Berc Rustem / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.csda.2006.11.036
+Normal rank
@@ Property / OpenAlex ID @@
+W2005447025
@@ Property / OpenAlex ID: W2005447025 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of stochastic systems. Topics in discrete-time systems
+Normal rank
@@ Property / cites work @@
+The impact of general non-parametric volatility functions in multivariate GARCH models
+Normal rank
@@ Property / cites work @@
+Robust optimal decisions with stochastic nonlinear economic systems
+Normal rank
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+Robust Truss Topology Design via Semidefinite Programming
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+Algorithms for the solution of stochastic dynamic minimax problems
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+Q5297398
@@ Property / cites work: Q5297398 / rank @@
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@@ Property / cites work @@
+Worst-case estimation for econometric models with unobservable components
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+Worst-case robust decisions for multi-period mean-variance portfolio optimization
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+Simulation and optimization approaches to scenario tree generation
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+A robust hedging algorithm
@@ Property / cites work: A robust hedging algorithm / rank @@
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@@ Property / cites work @@
+Minimax hedging strategy
@@ Property / cites work: Minimax hedging strategy / rank @@
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@@ Property / cites work @@
+Q4309474
@@ Property / cites work: Q4309474 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparisons of improved risk estimators of the multivariate mean vector
+Normal rank
@@ Property / cites work @@
+Stochastic and robust control of nonlinear economic systems
+Normal rank
@@ Property / cites work @@
+Q4779122
@@ Property / cites work: Q4779122 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4459801
@@ Property / cites work: Q4459801 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust min-max portfolio strategies for rival forecast and risk scenarios
+Normal rank
@@ Property / cites work @@
+On the performance of minimax estimators in linear regression
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1019992