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Dick Den Hertog

Personal Details

First Name:Dick
Middle Name:
Last Name:Den Hertog
Suffix:
RePEc Short-ID:pde402
http://center.uvt.nl/staff/hertog

Affiliation

CentER for Economic Research
School of Economics and Management
Universiteit van Tilburg

Tilburg, Netherlands
http://center.uvt.nl/

: 31 13 4663050
31 13 4663066
P.O. Box 90153, 5000 LE Tilburg
RePEc:edi:cekubnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Postek, Krzysztof & Romeijnders, Ward & den Hertog, Dick & van der Vlerk, Maartne H., 2016. "Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems under Mean-MAD Information," Discussion Paper 2016-039, Tilburg University, Center for Economic Research.
  2. Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Discussion Paper 2016-006, Tilburg University, Center for Economic Research.
  3. Peters, Koen & Fleuren, Hein & den Hertog, Dick & Kavelj, Mirjana & Silva, Sergio & Goncalves, Rui & Ergun, Ozlem & Soldner, Mallory, 2016. "The Nutritious Supply Chain : Optimizing Humanitarian Food Aid," Discussion Paper 2016-044, Tilburg University, Center for Economic Research.
  4. 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.
  5. Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Discussion Paper 2016-048, Tilburg University, Center for Economic Research.
  6. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
  7. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
  8. Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Discussion Paper 2015-004, Tilburg University, Center for Economic Research.
  9. 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.
  10. 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.
  11. 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.
  12. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
  13. Postek, K.S. & den Hertog, D., 2014. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set," Discussion Paper 2014-056, Tilburg University, Center for Economic Research.
  14. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.
  15. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.
  16. Gorissen, B.L. & den Hertog, D., 2012. "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper 2012-031, Tilburg University, Center for Economic Research.
  17. 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.
  18. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
  19. Ben-Tal, A. & den Hertog, D. & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Discussion Paper 2011-061, Tilburg University, Center for Economic Research.
  20. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.
  21. Gorissen, B.L. & den Hertog, D., 2011. "Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions," Discussion Paper 2011-115, Tilburg University, Center for Economic Research.
  22. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
  23. Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.
  24. Rennen, G. & van Dam, E.R. & den Hertog, D., 2009. "Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets," Discussion Paper 2009-52, Tilburg University, Center for Economic Research.
  25. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.
  26. Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
  27. Blanc, J.P.C. & den Hertog, D., 2008. "On Markov Chains with Uncertain Data," Discussion Paper 2008-50, Tilburg University, Center for Economic Research.
  28. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.
  29. Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research.
  30. 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.
  31. de Klerk, E. & Elfadul, G.E.E. & den Hertog, D., 2006. "Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming," Discussion Paper 2006-26, Tilburg University, Center for Economic Research.
  32. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Discussion Paper 2006-66, Tilburg University, Center for Economic Research.
  33. de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005. "On the Complexity of Optimization over the Standard Simplex," Discussion Paper 2005-125, Tilburg University, Center for Economic Research.
  34. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H., 2005. "Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-8, Tilburg University, Center for Economic Research.
  35. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
  36. Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005. "Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions," Discussion Paper 2005-73, Tilburg University, Center for Economic Research.
  37. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
  38. Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
  39. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.
  40. den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Discussion Paper 2004-46, Tilburg University, Center for Economic Research.
  41. den Boef, E. & den Hertog, D., 2004. "Efficient Line Searching for Convex Functions," Discussion Paper 2004-52, Tilburg University, Center for Economic Research.
  42. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D. & Stehouwer, H.P. & Stinstra, E., 2003. "Coordination of Coupled Black Box Simulations in the Construction of Metamodels," Discussion Paper 2003-2, Tilburg University, Center for Economic Research.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. den Hertog, D. & de Klerk, E. & Roos, J., 2000. "On Convex Quadratic Approximation," Discussion Paper 2000-47, Tilburg University, Center for Economic Research.

Articles

  1. Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
  2. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008. "The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves," European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
  3. de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
  4. Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru, 2006. "Response surface methodology's steepest ascent and step size revisited: Correction," European Journal of Operational Research, Elsevier, vol. 170(2), pages 664-666, April.
  5. 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.
  6. 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.
  7. den Hertog, Dick & Stehouwer, Peter, 2002. "Optimizing color picture tubes by high-cost nonlinear programming," European Journal of Operational Research, Elsevier, vol. 140(2), pages 197-211, July.
  8. Dick den Hertog, 2002. "On convex quadratic approximation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 376-385.

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. Zhen, J. & den Hertog, D., 2015. "Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection," Discussion Paper 2015-004, Tilburg University, Center for Economic Research.

    Cited by:

    1. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.

  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.

    Cited by:

    1. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.

  3. 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.

    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.

  4. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.

    Cited by:

    1. Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Discussion Paper 2013-064, Tilburg University, Center for Economic Research.
    2. Gorissen, B.L., 2014. "Practical robust optimization techniques and improved inverse planning of HDR brachytherapy," Other publications TiSEM 931e020a-2486-4e12-9731-3, Tilburg University, School of Economics and Management.
    3. Kleijnen, Jack P.C., 2014. "Response Surface Methodology," Discussion Paper 2014-013, Tilburg University, Center for Economic Research.
    4. Bram L. Gorissen, 2015. "Robust Fractional Programming," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 508-528, August.

  5. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.

    Cited by:

    1. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    2. Postek, K.S. & den Hertog, D., 2014. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set," Discussion Paper 2014-056, Tilburg University, Center for Economic Research.

  6. 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.

    Cited by:

    1. 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.

  7. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.

    Cited by:

    1. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
    2. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
    3. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    4. Gorissen, Bram L. & den Hertog, Dick, 2013. "Robust counterparts of inequalities containing sums of maxima of linear functions," European Journal of Operational Research, Elsevier, vol. 227(1), pages 30-43.
    5. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.
    6. Postek, K.S. & den Hertog, D., 2016. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set (Revision of CentER Discussion Paper 2014-056)," Discussion Paper 2016-006, Tilburg University, Center for Economic Research.
    7. 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.
    8. 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.
    9. Soleimanian, Azam & Salmani Jajaei, Ghasemali, 2013. "Robust nonlinear optimization with conic representable uncertainty set," European Journal of Operational Research, Elsevier, vol. 228(2), pages 337-344.
    10. Postek, K.S. & den Hertog, D., 2014. "Multi-stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty set," Discussion Paper 2014-056, Tilburg University, Center for Economic Research.
    11. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.
    12. Gorissen, B.L. & den Hertog, D., 2011. "Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions," Discussion Paper 2011-115, Tilburg University, Center for Economic Research.

  8. Ben-Tal, A. & den Hertog, D. & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Discussion Paper 2011-061, Tilburg University, Center for Economic Research.

    Cited by:

    1. Zizhuo Wang & Peter W. Glynn & Yinyu Ye, 2016. "Likelihood robust optimization for data-driven problems," Computational Management Science, Springer, vol. 13(2), pages 241-261, April.
    2. David Blake & Marco Morales & Hong Li & Anja Waegenaere & Bertrand Melenberg, 2017. "Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(S1), pages 459-475, April.
    3. Carlsson, John Gunnar & Behroozi, Mehdi, 2017. "Worst-case demand distributions in vehicle routing," European Journal of Operational Research, Elsevier, vol. 256(2), pages 462-472.
    4. Postek, K.S. & den Hertog, D. & Melenberg, B., 2014. "Tractable Counterparts of Distributionally Robust Constraints on Risk Measures," Discussion Paper 2014-031, Tilburg University, Center for Economic Research.
    5. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    6. Carrizosa, Emilio & Goerigk, Marc & Schöbel, Anita, 2017. "A biobjective approach to recoverable robustness based on location planning," European Journal of Operational Research, Elsevier, vol. 261(2), pages 421-435.
    7. Qiu, Ruozhen & Sun, Minghe & Lim, Yun Fong, 2017. "Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches," European Journal of Operational Research, Elsevier, vol. 261(3), pages 880-892.
    8. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.
    9. Schneider, Judith C. & Schweizer, Nikolaus, 2015. "Robust measurement of (heavy-tailed) risks: Theory and implementation," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 183-203.
    10. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
    11. Anulekha Dhara & Bikramjit Das & Karthik Natarajan, 2017. "Worst-Case Expected Shortfall with Univariate and Bivariate Marginals," Papers 1701.04167, arXiv.org.
    12. 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.
    13. 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.
    14. Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
    15. Guanglin Xu & Samuel Burer, 2018. "A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming," Computational Management Science, Springer, vol. 15(1), pages 111-134, January.
    16. Li, Jing, 2018. "Essays on model uncertainty in financial models," Other publications TiSEM 202cd910-7ef1-4db4-94ae-d, Tilburg University, School of Economics and Management.
    17. Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer, 2015. "What's in a ball? Constructing and characterizing uncertainty sets," Papers 1510.01675, arXiv.org.
    18. Pengyu Qian & Zizhuo Wang & Zaiwen Wen, 2015. "A Composite Risk Measure Framework for Decision Making under Uncertainty," Papers 1501.01126, arXiv.org.
    19. Jun-Ya Gotoh & Michael Jong Kim & Andrew E. B. Lim, 2017. "Calibration of Distributionally Robust Empirical Optimization Models," Papers 1711.06565, arXiv.org.
    20. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.
    21. Ruiz, C. & Conejo, A.J., 2015. "Robust transmission expansion planning," European Journal of Operational Research, Elsevier, vol. 242(2), pages 390-401.
    22. Zhu, Shushang & Fan, Minjie & Li, Duan, 2014. "Portfolio management with robustness in both prediction and decision: A mixture model based learning approach," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 1-25.
    23. Postek, K.S. & den Hertog, D. & Melenberg, B., 2015. "Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (revision of CentER DP 2014-031)," Discussion Paper 2015-047, Tilburg University, Center for Economic Research.
    24. Gorissen, Bram L. & Yanıkoğlu, İhsan & den Hertog, Dick, 2015. "A practical guide to robust optimization," Omega, Elsevier, vol. 53(C), pages 124-137.
    25. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.

  9. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.

    Cited by:

    1. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.

  10. Gorissen, B.L. & den Hertog, D., 2011. "Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions," Discussion Paper 2011-115, Tilburg University, Center for Economic Research.

    Cited by:

    1. Soleimanian, Azam & Salmani Jajaei, Ghasemali, 2013. "Robust nonlinear optimization with conic representable uncertainty set," European Journal of Operational Research, Elsevier, vol. 228(2), pages 337-344.

  11. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.

    Cited by:

    1. Yanikoglu, I. & den Hertog, D. & Kleijnen, Jack P.C., 2013. "Adjustable Robust Parameter Design with Unknown Distributions," Discussion Paper 2013-022, Tilburg University, Center for Economic Research.

  12. Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.

    Cited by:

    1. Gabrel, Virginie & Murat, Cécile & Thiele, Aurélie, 2014. "Recent advances in robust optimization: An overview," European Journal of Operational Research, Elsevier, vol. 235(3), pages 471-483.
    2. Ben-Tal, A. & den Hertog, D. & Vial, J.P., 2012. "Deriving Robust Counterparts of Nonlinear Uncertain Inequalities," Discussion Paper 2012-053, Tilburg University, Center for Economic Research.
    3. Jornada, Daniel & Leon, V. Jorge, 2016. "Biobjective robust optimization over the efficient set for Pareto set reduction," European Journal of Operational Research, Elsevier, vol. 252(2), pages 573-586.
    4. Ben-Tal, A. & den Hertog, D. & Laurent, M., 2011. "Hidden Convexity in Partially Separable Optimization," Discussion Paper 2011-070, Tilburg University, Center for Economic Research.

  13. Rennen, G. & van Dam, E.R. & den Hertog, D., 2009. "Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets," Discussion Paper 2009-52, Tilburg University, Center for Economic Research.

    Cited by:

    1. Gorissen, B.L. & den Hertog, D., 2012. "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper 2012-031, Tilburg University, Center for Economic Research.

  14. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2009. "Nested Maximin Latin Hypercube Designs," Discussion Paper 2009-06, Tilburg University, Center for Economic Research.

    Cited by:

    1. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.
    2. Shields, Michael D. & Teferra, Kirubel & Hapij, Adam & Daddazio, Raymond P., 2015. "Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 310-325.
    3. Ray-Bing Chen & Ying-Chao Hung & Weichung Wang & Sung-Wei Yen, 2013. "Contour estimation via two fidelity computer simulators under limited resources," Computational Statistics, Springer, vol. 28(4), pages 1813-1834, August.
    4. van Dam, E.R., 2008. "Two-dimensional maximin Latin hypercube designs," Other publications TiSEM 61788dd1-b1b5-4c81-9151-8, Tilburg University, School of Economics and Management.
    5. Chen, Ray-Bing & Hsu, Yen-Wen & Hung, Ying & Wang, Weichung, 2014. "Discrete particle swarm optimization for constructing uniform design on irregular regions," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 282-297.
    6. van Dam, E.R. & den Hertog, D. & Husslage, B.G.M. & Rennen, G., 2011. "Space-filling Latin hypercube designs for computer experiments," Other publications TiSEM 694f73df-a373-46a7-aa4d-1, Tilburg University, School of Economics and Management.

  15. Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.

    Cited by:

    1. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010. "Nested maximin Latin hypercube designs," Other publications TiSEM 7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
    2. van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Other publications TiSEM f556d9e2-e3b9-42db-96ee-9, Tilburg University, School of Economics and Management.
    3. A. Jourdan & J. Franco, 2010. "Optimal Latin hypercube designs for the Kullback–Leibler criterion," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(4), pages 341-351, December.
    4. János Pintér & Zoltán Horváth, 2013. "Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints," Journal of Global Optimization, Springer, vol. 57(1), pages 191-215, September.

  16. Blanc, J.P.C. & den Hertog, D., 2008. "On Markov Chains with Uncertain Data," Discussion Paper 2008-50, Tilburg University, Center for Economic Research.

    Cited by:

    1. Jianzhe Zhen & Dick Hertog, 2017. "Centered solutions for uncertain linear equations," Computational Management Science, Springer, vol. 14(4), pages 585-610, October.
    2. Zhen, Jianzhe & den Hertog, Dick, 2015. "Robust Solutions for Systems of Uncertain Linear Equations," Discussion Paper 2015-044, Tilburg University, Center for Economic Research.
    3. Villacorta, Pablo J. & Verdegay, José L., 2016. "FuzzyStatProb: An R Package for the Estimation of Fuzzy Stationary Probabilities from a Sequence of Observations of an Unknown Markov Chain," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 71(i08).
    4. Zhen, Jianzhe & den Hertog, Dick, 2016. "Centered Solutions for Uncertain Linear Equations (revision of CentER DP 2015-044)," Discussion Paper 2016-048, Tilburg University, Center for Economic Research.
    5. Gorissen, B.L. & Ben-Tal, A. & Blanc, J.P.C. & den Hertog, D., 2012. "A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets," Discussion Paper 2012-076, Tilburg University, Center for Economic Research.

  17. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.

    Cited by:

    1. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
    2. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Discussion Paper 2006-66, Tilburg University, Center for Economic Research.
    3. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.

  18. Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research.

    Cited by:

    1. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    2. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
    3. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.

  19. 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.

    Cited by:

    1. 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.
    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.

  20. de Klerk, E. & Elfadul, G.E.E. & den Hertog, D., 2006. "Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming," Discussion Paper 2006-26, Tilburg University, Center for Economic Research.

    Cited by:

    1. de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005. "On the Complexity of Optimization over the Standard Simplex," Discussion Paper 2005-125, Tilburg University, Center for Economic Research.
    2. Laurent, M., 2009. "Sums of squares, moment matrices and optimization over polynomials," Other publications TiSEM 9fef820b-69d2-43f2-a501-e, Tilburg University, School of Economics and Management.
    3. Ivanov, I.D. & de Klerk, E., 2007. "Parallel Implementation of a Semidefinite Programming Solver based on CSDP in a distributed memory cluster," Discussion Paper 2007-20, Tilburg University, Center for Economic Research.
    4. Hayato Waki & Maho Nakata & Masakazu Muramatsu, 2012. "Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization," Computational Optimization and Applications, Springer, vol. 53(3), pages 823-844, December.

  21. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2006. "The Effect of Transformations on the Approximation of Univariate (Convex) Functions with Applications to Pareto Curves," Discussion Paper 2006-66, Tilburg University, Center for Economic Research.

    Cited by:

    1. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
    2. Rennen, G. & van Dam, E.R. & den Hertog, D., 2009. "Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets," Discussion Paper 2009-52, Tilburg University, Center for Economic Research.
    3. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.

  22. de Klerk, E. & den Hertog, D. & Elfadul, G.E.E., 2005. "On the Complexity of Optimization over the Standard Simplex," Discussion Paper 2005-125, Tilburg University, Center for Economic Research.

    Cited by:

    1. Immanuel Bomze & Stefan Gollowitzer & E. Yıldırım, 2014. "Rounding on the standard simplex: regular grids for global optimization," Journal of Global Optimization, Springer, vol. 59(2), pages 243-258, July.
    2. Titi, Jihad & Garloff, Jürgen, 2017. "Matrix methods for the simplicial Bernstein representation and for the evaluation of multivariate polynomials," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 246-258.

  23. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H., 2005. "Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-8, Tilburg University, Center for Economic Research.

    Cited by:

    1. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010. "Nested maximin Latin hypercube designs," Other publications TiSEM 7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
    2. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
    3. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.
    4. Crombecq, K. & Laermans, E. & Dhaene, T., 2011. "Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling," European Journal of Operational Research, Elsevier, vol. 214(3), pages 683-696, November.
    5. van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Other publications TiSEM f556d9e2-e3b9-42db-96ee-9, Tilburg University, School of Economics and Management.
    6. Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
    7. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.
    8. Ivo Couckuyt & Dirk Deschrijver & Tom Dhaene, 2014. "Fast calculation of multiobjective probability of improvement and expected improvement criteria for Pareto optimization," Journal of Global Optimization, Springer, vol. 60(3), pages 575-594, November.
    9. van Dam, E.R., 2008. "Two-dimensional maximin Latin hypercube designs," Other publications TiSEM 61788dd1-b1b5-4c81-9151-8, Tilburg University, School of Economics and Management.
    10. Prescott, Philip, 2009. "Orthogonal-column Latin hypercube designs with small samples," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1191-1200, February.
    11. Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research.
    12. Grosso, A. & Jamali, A.R.M.J.U. & Locatelli, M., 2009. "Finding maximin latin hypercube designs by Iterated Local Search heuristics," European Journal of Operational Research, Elsevier, vol. 197(2), pages 541-547, September.

  24. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.

    Cited by:

    1. Néstor Aguilera & Liliana Forzani & Pedro Morin, 2011. "On uniform consistent estimators for convex regression," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(4), pages 897-908.
    2. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
    3. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.

  25. Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005. "Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions," Discussion Paper 2005-73, Tilburg University, Center for Economic Research.

    Cited by:

    1. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
    2. Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
    3. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
    4. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.

  26. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.

    Cited by:

    1. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010. "Nested maximin Latin hypercube designs," Other publications TiSEM 7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.

  27. Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.

    Cited by:

    1. Ouyang, Linhan & Ma, Yizhong & Wang, Jianjun & Tu, Yiliu, 2017. "A new loss function for multi-response optimization with model parameter uncertainty and implementation errors," European Journal of Operational Research, Elsevier, vol. 258(2), pages 552-563.
    2. Ben-Tal, A. & den Hertog, D., 2011. "Immunizing Conic Quadratic Optimization Problems Against Implementation Errors," Discussion Paper 2011-060, Tilburg University, Center for Economic Research.
    3. Dellino, G. & Kleijnen, Jack P.C. & Meloni, C., 2009. "Robust Optimization in Simulation : Taguchi and Krige Combined," Discussion Paper 2009-82, Tilburg University, Center for Economic Research.
    4. Harris, Richard D.F. & Stoja, Evarist & Tan, Linzhi, 2017. "The dynamic Black–Litterman approach to asset allocation," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1085-1096.
    5. Huang, Dashan & Zhu, Shushang & Fabozzi, Frank J. & Fukushima, Masao, 2010. "Portfolio selection under distributional uncertainty: A relative robust CVaR approach," European Journal of Operational Research, Elsevier, vol. 203(1), pages 185-194, May.
    6. Siem, A.Y.D., 2008. "Property preservation and quality measures in meta-models," Other publications TiSEM 259d3ed2-1a23-48fe-8af8-2, Tilburg University, School of Economics and Management.
    7. Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research.
    8. He, Zhen & Zhu, Peng-Fei & Park, Sung-Hyun, 2012. "A robust desirability function method for multi-response surface optimization considering model uncertainty," European Journal of Operational Research, Elsevier, vol. 221(1), pages 241-247.

  28. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.

    Cited by:

    1. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010. "Nested maximin Latin hypercube designs," Other publications TiSEM 7f0703e8-06bc-45b4-886c-3, Tilburg University, School of Economics and Management.
    2. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
    3. Grishagin, Vladimir & Israfilov, Ruslan & Sergeyev, Yaroslav, 2018. "Convergence conditions and numerical comparison of global optimization methods based on dimensionality reduction schemes," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 270-280.
    4. János Pintér & Zoltán Horváth, 2013. "Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints," Journal of Global Optimization, Springer, vol. 57(1), pages 191-215, September.
    5. Victor Gergel & Vladimir Grishagin & Alexander Gergel, 2016. "Adaptive nested optimization scheme for multidimensional global search," Journal of Global Optimization, Springer, vol. 66(1), pages 35-51, September.
    6. Vieira Jr., Hélcio & Sanchez, Susan & Kienitz, Karl Heinz & Belderrain, Mischel Carmen Neyra, 2011. "Generating and improving orthogonal designs by using mixed integer programming," European Journal of Operational Research, Elsevier, vol. 215(3), pages 629-638, December.

  29. den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Discussion Paper 2004-46, Tilburg University, Center for Economic Research.

    Cited by:

    1. Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Discussion Paper 2011-015, Tilburg University, Center for Economic Research.
    2. Kleijnen, Jack P.C. & Mehdad, E., 2012. "Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)," Discussion Paper 2012-039, Tilburg University, Center for Economic Research.
    3. Hernandez, Andres F. & Grover, Martha A., 2013. "Error estimation properties of Gaussian process models in stochastic simulations," European Journal of Operational Research, Elsevier, vol. 228(1), pages 131-140.
    4. Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Discussion Paper 2013-064, Tilburg University, Center for Economic Research.
    5. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    6. Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.
    7. Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
    8. Felipe Viana & Raphael Haftka & Layne Watson, 2013. "Efficient global optimization algorithm assisted by multiple surrogate techniques," Journal of Global Optimization, Springer, vol. 56(2), pages 669-689, June.
    9. Jack Kleijnen & Wim Beers & Inneke Nieuwenhuyse, 2012. "Expected improvement in efficient global optimization through bootstrapped kriging," Journal of Global Optimization, Springer, vol. 54(1), pages 59-73, September.
    10. 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.
    11. Kleijnen, Jack P.C. & Mehdad, E., 2013. "Conditional simulation for efficient global optimization," Other publications TiSEM 52e4860d-9887-4a63-b19a-7, Tilburg University, School of Economics and Management.
    12. J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
    13. Kleijnen, J.P.C., 2009. "Sensitivity Analysis of Simulation Models," Discussion Paper 2009-11, Tilburg University, Center for Economic Research.
    14. Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Discussion Paper 2014-076, Tilburg University, Center for Economic Research.
    15. Dellino, G. & Lino, P. & Meloni, C. & Rizzo, A., 2009. "Kriging metamodel management in the design optimization of a CNG injection system," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2345-2360.
    16. Kleijnen, Jack P.C. & Mehdad, E., 2014. "Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)," Discussion Paper 2014-012, Tilburg University, Center for Economic Research.
    17. Kleijnen, Jack P.C. & Mehdad, Ehsan, 2014. "Multivariate versus univariate Kriging metamodels for multi-response simulation models," European Journal of Operational Research, Elsevier, vol. 236(2), pages 573-582.

  30. den Boef, E. & den Hertog, D., 2004. "Efficient Line Searching for Convex Functions," Discussion Paper 2004-52, Tilburg University, Center for Economic Research.

    Cited by:

    1. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
    2. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2007. "A Method For Approximating Univariate Convex Functions Using Only Function Value Evaluations," Discussion Paper 2007-67, Tilburg University, Center for Economic Research.

  31. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D. & Stehouwer, H.P. & Stinstra, E., 2003. "Coordination of Coupled Black Box Simulations in the Construction of Metamodels," Discussion Paper 2003-2, Tilburg University, Center for Economic Research.

    Cited by:

    1. Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research.

  32. 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.

    Cited by:

    1. 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.
    2. 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.

  33. 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.

    Cited by:

    1. Soonhui Lee & Tito Homem-de-Mello & Anton Kleywegt, 2012. "Newsvendor-type models with decision-dependent uncertainty," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(2), pages 189-221, October.
    2. Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru, 2006. "Response surface methodology's steepest ascent and step size revisited: Correction," European Journal of Operational Research, Elsevier, vol. 170(2), pages 664-666, April.
    3. Angun, M.E. & Gürkan, G. & den Hertog, D. & Kleijnen, J.P.C., 2002. "Response surface methodology revisited," Other publications TiSEM 32c35a04-3de9-4dee-a242-6, 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. Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Discussion Paper 2006-77, Tilburg University, Center for Economic Research.
    6. 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.

  34. 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.

    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.
    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.
    3. 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.
    4. 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.
    5. 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.

  35. 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.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.

  36. den Hertog, D. & de Klerk, E. & Roos, J., 2000. "On Convex Quadratic Approximation," Discussion Paper 2000-47, Tilburg University, Center for Economic Research.

    Cited by:

    1. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2005. "Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing," Discussion Paper 2005-132, Tilburg University, Center for Economic Research.
    2. Siem, A.Y.D. & de Klerk, E. & den Hertog, D., 2005. "Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions," Discussion Paper 2005-73, Tilburg University, Center for Economic Research.

Articles

  1. Stinstra, Erwin & den Hertog, Dick, 2008. "Robust optimization using computer experiments," European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
    See citations under working paper version above.
  2. Siem, A.Y.D. & den Hertog, D. & Hoffmann, A.L., 2008. "The effect of transformations on the approximation of univariate (convex) functions with applications to Pareto curves," European Journal of Operational Research, Elsevier, vol. 189(2), pages 347-362, September.
    See citations under working paper version above.
  3. de Klerk, E. & den Hertog, D. & Elabwabi, G., 2008. "On the complexity of optimization over the standard simplex," European Journal of Operational Research, Elsevier, vol. 191(3), pages 773-785, December.
    See citations under working paper version above.
  4. Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru, 2006. "Response surface methodology's steepest ascent and step size revisited: Correction," European Journal of Operational Research, Elsevier, vol. 170(2), pages 664-666, April.

    Cited by:

    1. Kleijnen, J.P.C., 2006. "Generalized Response Surface Methodology : A New Metaheuristic," Discussion Paper 2006-77, Tilburg University, Center for Economic Research.

  5. 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.
    See citations under working paper version above.
  6. 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.
    See citations under working paper version above.
  7. den Hertog, Dick & Stehouwer, Peter, 2002. "Optimizing color picture tubes by high-cost nonlinear programming," European Journal of Operational Research, Elsevier, vol. 140(2), pages 197-211, July.

    Cited by:

    1. Rennen, G. & Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2010. "Nested maximin Latin hypercube designs," Other publications TiSEM 7f0703e8-06bc-45b4-886c-3, 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.
    3. Husslage, B.G.M. & van Dam, E.R. & den Hertog, D., 2005. "Nested Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-79, Tilburg University, Center for Economic Research.
    4. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D. & Melissen, H., 2005. "Maximin Latin Hypercube Designs in Two Dimensions," Discussion Paper 2005-8, Tilburg University, Center for Economic Research.
    5. van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.
    6. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
    7. van Dam, E.R. & Rennen, G. & Husslage, B.G.M., 2009. "Bounds for maximin Latin hypercube designs," Other publications TiSEM f556d9e2-e3b9-42db-96ee-9, Tilburg University, School of Economics and Management.
    8. 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.
    9. Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
    10. Husslage, B.G.M. & Rennen, G. & van Dam, E.R. & den Hertog, D., 2008. "Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)," Discussion Paper 2008-104, Tilburg University, Center for Economic Research.
    11. E Angün & J Kleijnen & D den Hertog & G Gürkan, 2009. "Response surface methodology with stochastic constraints for expensive simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(6), pages 735-746, June.
    12. 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.
    13. Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
    14. van Dam, E.R. & den Hertog, D. & Husslage, B.G.M. & Rennen, G., 2011. "Space-filling Latin hypercube designs for computer experiments," Other publications TiSEM 694f73df-a373-46a7-aa4d-1, Tilburg University, School of Economics and Management.
    15. Grosso, A. & Jamali, A.R.M.J.U. & Locatelli, M., 2009. "Finding maximin latin hypercube designs by Iterated Local Search heuristics," European Journal of Operational Research, Elsevier, vol. 197(2), pages 541-547, September.

  8. Dick den Hertog, 2002. "On convex quadratic approximation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 376-385.
    See citations under working paper version above.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (3) 2015-01-03 2015-02-05 2016-02-29
  2. NEP-UPT: Utility Models & Prospect Theory (3) 2015-01-09 2015-07-04 2015-07-04
  3. NEP-ORE: Operations Research (2) 2015-07-04 2015-07-04
  4. NEP-AGR: Agricultural Economics (1) 2016-12-18
  5. NEP-RMG: Risk Management (1) 2015-01-09

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