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

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  • Yanikoglu, I.

    (Tilburg University, School of Economics and Management)

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  • 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
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    References listed on IDEAS

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    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, December.
    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.
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