Ihsan Yanikoglu

Tilburg University - Department of Econometrics & Operations Research

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

2

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97

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Adjustable Robust Parameter Design with Unknown Distributions

CentER Discussion Paper Series No. 2013-022
Number of pages: 30 Posted: 26 Mar 2013
Ihsan Yanikoglu, Dick den Hertog and Jack P. C. Kleijnen
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University, CentER
Downloads 97 (283,880)
Citation 5

Abstract:

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robust optimization, simulation optimization, robust parameter design, phi-divergence

2.

Hints for Practical Robust Optimization

European Banking CentER Discussion Paper No. 2013-065
Posted: 30 Nov 2013
Bram Gorissen, Ihsan Yanikoglu and Dick den Hertog
Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research

Abstract:

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robust optimization, adjustable robust optimization