Robust ranking and portfolio optimization (Q1926870): Difference between revisions

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+A robust optimization approach to dynamic pricing and inventory control with no backorders
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+Robust solutions of linear programming problems contaminated with uncertain data
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+Q3182207
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+The Price of Robustness
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+A Robust Optimization Approach to Inventory Theory
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+Robust optimization - a comprehensive survey
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+Comparison of bundle and classical column generation
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+Tight Bounds for Some Risk Measures, with Applications to Robust Portfolio Selection
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+Common risk factors in the returns on stocks and bonds
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+Robust Portfolio Selection Problems
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+Solving nonlinear portfolio optimization problems with the primal-dual interior point method
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+Geometric algorithms and combinatorial optimization.
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+Genetic algorithms for portfolio selection problems with minimum transaction lots
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+Applications of second-order cone programming
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+TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION
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+Competitive multi-period pricing for perishable products: a robust optimization approach
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+Q3056948
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+Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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