Krzysztof Postek

Tilburg University - Center for Economic Research (CentER)

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS

549

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Multi-Stage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set

CentER Discussion Paper Series No. 2016-006
Number of pages: 40 Posted: 30 Sep 2014 Last Revised: 01 Feb 2016
Krzysztof Postek and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 168 (186,835)
Citation 2

Abstract:

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adjustable, decision rules, integer, multi-stage, robust optimization

2.

Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures

CentER Discussion Paper Series No. 2015-047
Number of pages: 54 Posted: 14 May 2014 Last Revised: 29 Sep 2015
Krzysztof Postek, Dick den Hertog and Bertrand Melenberg
Tilburg University - Center for Economic Research (CentER), Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Center for Economic Research (CentER)
Downloads 166 (188,761)
Citation 4

Abstract:

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risk measure, robust counterpart, nonlinear inequality, robust optimization

3.

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

CentER Discussion Paper Series No. 2015-030
Number of pages: 36 Posted: 07 Jun 2015 Last Revised: 18 Jun 2015
Tilburg University - Center for Economic Research (CentER), Technion-Israel Institute of Technology, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Center for Economic Research (CentER)
Downloads 138 (220,112)
Citation 1

Abstract:

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robust optimization; ambiguity; stochastic programming; chance constraints

4.

Adjustable Robust Strategies for Flood Protection

CentER Discussion Paper Series No. 2016-038
Number of pages: 24 Posted: 26 Sep 2016 Last Revised: 30 Sep 2016
Krzysztof Postek, Dick den Hertog, Jarl Kind and Chris Pustjens
Tilburg University - Center for Economic Research (CentER), Tilburg University - Department of Econometrics & Operations Research, Deltares and ORTEC
Downloads 44 (429,586)

Abstract:

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robust optimization, flood protection, adjustability, adaptivity

5.

Efficient Methods for Several Classes of Ambiguous Stochastic Programming Problems Under Mean-MAD Information

CentER Discussion Paper Series No. 2016-039
Number of pages: 48 Posted: 29 Sep 2016
Tilburg University - Center for Economic Research (CentER), University of Groningen, Tilburg University - Department of Econometrics & Operations Research and University of Groningen
Downloads 33 (475,931)

Abstract:

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robust, ambiguous, integer, recourse, stochastic, multi-stage