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Dick Den Hertog

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Personal Details

First Name:Dick
Middle Name:
Last Name:Den Hertog
Suffix:
RePEc Short-ID:pde402
Email:
Homepage:http://center.uvt.nl/staff/hertog
Postal Address:
Phone:
Location: Tilburg, Netherlands
Homepage: http://center.uvt.nl/
Email:
Phone: 31 13 4663050
Fax: 31 13 4663066
Postal: P.O. Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:cekubnl (more details at EDIRC)
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  1. 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.
  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. 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.
  4. 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.
  5. 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. 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.
  7. 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.
  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. 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., 2012. "Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization," Discussion Paper 2012-031, Tilburg University, Center for Economic Research.
  11. 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.
  12. 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.
  13. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Blanc, J.P.C. & den Hertog, D., 2008. "On Markov Chains with Uncertain Data," Discussion Paper 2008-50, Tilburg University, Center for Economic Research.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
  32. 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.
  33. 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.
  34. 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.
  35. den Boef, E. & den Hertog, D., 2004. "Efficient Line Searching for Convex Functions," Discussion Paper 2004-52, Tilburg University, Center for Economic Research.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. den Hertog, D. & de Klerk, E. & Roos, J., 2000. "On Convex Quadratic Approximation," Discussion Paper 2000-47, Tilburg University, Center for Economic Research.
  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. 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.
  3. 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.
  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. Dick den Hertog, 2002. "On convex quadratic approximation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(3), pages 376-385.
  8. 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.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2015-01-03 2015-02-05. Author is listed
  2. NEP-ORE: Operations Research (2) 2015-07-04 2015-07-04. Author is listed
  3. NEP-RMG: Risk Management (1) 2015-01-09
  4. NEP-UPT: Utility Models & Prospect Theory (3) 2015-01-09 2015-07-04 2015-07-04. Author is listed

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