Dick den Hertog

Tilburg University - Department of Econometrics & Operations Research

Professor

Tilburg, 5000 LE

Netherlands

SCHOLARLY PAPERS

43

DOWNLOADS
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Top 13,097

in Total Papers Downloads

3,783

SSRN CITATIONS
Rank 17,043

SSRN RANKINGS

Top 17,043

in Total Papers Citations

16

CROSSREF CITATIONS

35

Scholarly Papers (43)

1.

Space-Filling Latin Hypercube Designs for Computer Experiments

CentER Discussion Paper No. 2008-104
Number of pages: 15 Posted: 17 Apr 2006
Bart Husslage, Gijs Rennen, Edwin van Dam and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 255 (124,571)
Citation 9

Abstract:

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Audze-Eglais, computer experiment, Enhanced Stochastic Evolutionary algorithm, Latin hypercube design, maximin, non-collapsing, packing problem, simulated annealing, space-filling

2.

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

CentER Working Paper Series No. 2011-061
Number of pages: 29 Posted: 31 May 2011
Technion-Israel Institute of Technology, Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & OR, Netspar, and CentER, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 229 (138,696)
Citation 7

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robust optimization, ø-divergence, goodness-of-fit statistics

3.

Deriving Robust Counterparts of Nonlinear Uncertain Inequalities

CentER Discussion Paper Series No. 2012-053
Number of pages: 32 Posted: 03 Jul 2012
Aharon Ben-Tal, Dick den Hertog and Jean-Philippe Vial
Technion-Israel Institute of Technology, Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Downloads 215 (147,293)
Citation 11

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Fenchel duality, robust counterpart, nonlinear inequality, robust optimization

4.

The Correct Kriging Variance Estimated by Bootstrapping

CentER Discussion Paper No. 2004-46
Number of pages: 22 Posted: 24 Jun 2004
Dick den Hertog, Jack P. C. Kleijnen and A.Y.D. Siem
Tilburg University - Department of Econometrics & Operations Research, Tilburg University, CentER and Tilburg University - Department of Econometrics & Operations Research
Downloads 175 (177,966)
Citation 4

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Kriging, Kriging variance, bootstrapping, design and analysis of computer experiments (DACE), Monte Carlo, global optimization, black-box optimization

5.

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 (184,360)
Citation 2

Abstract:

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

6.

A New Method for Deriving Robust and Globalized Robust Solutions of Uncertain Linear Conic Optimization Problems Having General Convex Uncertainty Sets

CentER Discussion paper Series No. 2012-076
Number of pages: 16 Posted: 20 Sep 2012
Bram Gorissen, Aharon Ben-Tal, Hans Blanc and Dick den Hertog
Tilburg University - Tilburg University School of Economics and Management, Technion-Israel Institute of Technology, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Econometrics & Operations Research
Downloads 168 (184,360)
Citation 3

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robust optimization, general convex uncertainty regions, linear conic

7.

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 160 (192,193)
Citation 3

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risk measure, robust counterpart, nonlinear inequality, robust optimization

8.

The Nutritious Supply Chain: Optimizing Humanitarian Food Aid

CentER Discussion Paper Series No. 2016-044
Number of pages: 30 Posted: 07 Dec 2016
Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER), Tilburg University - Department of Econometrics & Operations Research, UN World Food Programme, UN World Food Programme, UN World Food Programme, Northeastern University and UPS - Data Mining and Advanced Analytics
Downloads 159 (193,270)
Citation 2

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supply chain; nutrition; MILP; humanitarian logistics; WFP

9.

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 137 (218,491)
Citation 1

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robust optimization; ambiguity; stochastic programming; chance constraints

10.

Adjustable Robust Optimization with Decision Rules Based on Inexact Revealed Data

CentER Discussion Paper Series No. 2014-003
Number of pages: 31 Posted: 10 Jan 2014
Tilburg University - Center for Economic Research (CentER), Technion-Israel Institute of Technology, Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Econometrics & Operations Research
Downloads 131 (226,355)
Citation 3

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adjustable robust optimization, decision rules, inexact data, poor data quality

11.

On Markov Chains with Uncertain Data

CentER Discussion Paper Series No. 2008-50
Number of pages: 20 Posted: 28 May 2008
Hans Blanc and Dick den Hertog
Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Econometrics & Operations Research
Downloads 125 (234,592)
Citation 8

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Markov chain, Interval uncertainty, Ellipsoidal uncertainty, Linear Programming, Second Order Cone Optimization

12.

Hidden Convexity in Partially Separable Optimization

CentER Working Paper Series No. 2011-070
Number of pages: 25 Posted: 15 Jun 2011
Aharon Ben-Tal, Dick den Hertog and Monique Laurent
Technion-Israel Institute of Technology, Tilburg University - Department of Econometrics & Operations Research and affiliation not provided to SSRN
Downloads 109 (259,071)
Citation 4

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convex relaxation of nonconvex problems, hidden convexity, partially separable functions, robust optimization

13.

Optimization of Univariate Functions on Bounded Intervals by Interpolation and Semidefinite Programming

CentER Discussion Paper Series No. 2006-26
Number of pages: 21 Posted: 09 May 2006
Etienne de Klerk, E.G. Elabwabi and Dick den Hertog
Tilburg University, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 107 (262,470)
Citation 8

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14.

Kriging Models that are Robust with Respect to Simulation Errors

CentER Discussion Paper Series No. 2007-68
Number of pages: 29 Posted: 05 Sep 2007
A.Y.D. Siem and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 101 (273,110)
Citation 4

Abstract:

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Kriging, robustness, simulation-model error

15.

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 (280,580)
Citation 5

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

16.

Immunizing Conic Quadratic Optimization Problems Against Implementation Errors

CentER Working Paper Series No. 2011-060
Number of pages: 25 Posted: 02 Jun 2011
Aharon Ben-Tal and Dick den Hertog
Technion-Israel Institute of Technology and Tilburg University - Department of Econometrics & Operations Research
Downloads 97 (280,580)
Citation 6

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conic quadratic program, hidden convexity, implementation error, robust optimization, simultaneous diagonalizability, S-lemma

17.

Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets

CentER Discussion Paper Series No. 2009-52
Number of pages: 39 Posted: 14 Jul 2009
Gijs Rennen, Edwin van Dam and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 96 (282,529)

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Convexity, є-efficiency, ε-Pareto optimality, Geometric programming, Higher dimensional, Inner and outer approximation, IMRT, Pareto set, Multi-objective optimization, Sandwich algorithms, Transformations

18.

Globalized Robust Optimization for Nonlinear Uncertain Inequalities

CentER Discussion Paper Series No. 2015-031
Number of pages: 29 Posted: 16 Jun 2015
Technion-Israel Institute of Technology, Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Econometrics & Operations Research and University of Geneva
Downloads 79 (318,780)
Citation 2

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robust optimization, globalized robust counterpart, constraint

19.

A Method for Approximating Univariate Convex Functions using Only Function Value Evaluations

CentER Discussion Paper Series No. 2007-67
Number of pages: 27 Posted: 05 Sep 2007
A.Y.D. Siem, Dick den Hertog and A. L. Hoffmann
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Radboud University Nijmegen - Faculty of Medical Sciences
Downloads 79 (318,780)
Citation 3

Abstract:

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approximation, convexity, meta-model, Sandwich algorithm

20.

Robust Optimization Using Computer Experiments

CentER Discussion Paper Series No. 2005-90
Number of pages: 28 Posted: 15 Sep 2005
Erwin Stinstra and Dick den Hertog
Centre for Quantitative Methods and Tilburg University - Department of Econometrics & Operations Research
Downloads 79 (318,780)
Citation 1

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computer simulation; robust counterpart; simulation-model error; implementation error; metamodel error

21.

Maximin Latin Hypercube Designs in Two Dimensions

CentER Discussion Paper No. 2005-08
Number of pages: 15 Posted: 23 Feb 2005
Edwin van Dam, Bart Husslage, Dick den Hertog and Hans Melissen
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Delft University of Technology - Faculty of Information Technology and Systems
Downloads 78 (321,176)
Citation 2

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Branch-and-bound, circle packing, Latin hypercube design, mixed integer programming, non-collapsing, space-filling

22.

Discrete Least-Norm Approximation by Nonnegative (Trigonometric) Polynomials and Rational Functions

CentER Discussion Paper No. 2005-73
Number of pages: 20 Posted: 11 Jul 2005
A.Y.D. Siem, Etienne de Klerk and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research, Tilburg University and Tilburg University - Department of Econometrics & Operations Research
Downloads 74 (331,088)
Citation 3

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(Trigonometric) polynomials, rational functions, semidefinite programming, regression, (Chebyshev) approximation

23.

On the Complexity of Optimization Over the Standard Simplex

CentER Discussion Paper Series No. 2005-125
Number of pages: 12 Posted: 11 Jan 2006
Etienne de Klerk, Dick den Hertog and E.G. Elabwabi
Tilburg University, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 73 (333,653)

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global optimization, standard simplex, PTAS, multivariate Bernstein approximation, semidefinite programming

24.

On Convex Quadratic Approximation

CentER Discussion Paper No. 2000-47
Number of pages: 12 Posted: 23 Oct 2000
Dick den Hertog, Etienne de Klerk and Kees Roos
Tilburg University - Department of Econometrics & Operations Research, Tilburg University and Delft University of Technology - Faculty of Information Technology and Systems
Downloads 70 (341,477)
Citation 2

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25.

Multivariate Convex Approximation and Least-Norm Convex Data-Smoothing

CentER Discussion Paper Series No. 2005-132
Number of pages: 14 Posted: 17 Jan 2006
A.Y.D. Siem, Dick den Hertog and A. L. Hoffmann
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Radboud University Nijmegen - Faculty of Medical Sciences
Downloads 65 (355,160)
Citation 1

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approximation theory; convexity; data-smoothing

26.

Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

CentER Discussion Paper Series No. 2015-004
Number of pages: 28 Posted: 22 Jan 2015 Last Revised: 14 Dec 2016
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 63 (360,935)
Citation 4

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Fourier-Motzkin elimination; maximum volume inscribed ellipsoid; polytopic projection;

27.

Why Methods for Optimization Problems with Time-Consuming Function Evaluations and Integer Variables Should Use Global Approximation Models

CentER Discussion Paper Series No. 2006-04
Number of pages: 18 Posted: 09 Mar 2006
Centre for Quantitative Methods, Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 62 (363,918)
Citation 2

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approximation models, black-box optimization, integer optimization

28.

Nested Maximin Latin Hypercube Designs in Two Dimensions

CentER Discussion Paper No. 2005-79
Number of pages: 11 Posted: 11 Jul 2005
Bart Husslage, Edwin van Dam and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 61 (366,922)
Citation 3

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Circle packing, Latin hypercube, linking parameters, non-collapsing, sequential simulation, space filling

29.

When are Static and Adjustable Robust Optimization with Constraint-Wise Uncertainty Equivalent?

CentER Discussion Paper Series No. 2015-045
Number of pages: 21 Posted: 25 Sep 2015
Ahmadreza Marandi and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 51 (399,082)

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Robust Optimization, Adjustable Robust Optimization, Constraint-wise Uncertainty, Hybrid Uncertainty

30.

Robust Counterparts of Inequalities Containing Sums of Maxima of Linear Functions

CentER Discussion Paper Series No. 2011-115
Number of pages: 28 Posted: 26 Oct 2011 Last Revised: 08 Dec 2011
Bram Gorissen and Dick den Hertog
Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Econometrics & Operations Research
Downloads 51 (399,082)

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robust optimization, sum of maxima of linear functions, biffine uncertainty

31.

Nested Maximin Latin Hypercube Designs

CentER Discussion Paper Series No. 2009-06
Number of pages: 21 Posted: 19 Jan 2009
Gijs Rennen, Bart Husslage, Edwin van Dam and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 51 (399,082)
Citation 3

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Design of computer experiments, Latin hypercube design, linking parameter, nested designs, sequential simulation, space-filling, training and test set

32.

Efficient Line Searching for Convex Functions

CentER Discussion Paper No. 2004-52
Number of pages: 23 Posted: 23 Jul 2004
Dick den Hertog and Edgar Den Boef
Tilburg University - Department of Econometrics & Operations Research and Eindhoven University of Technology (TUE)
Downloads 50 (402,471)
Citation 2

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Optimization, efficiency, convexity

33.

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 (424,285)

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robust optimization, flood protection, adjustability, adaptivity

34.

An Impulse Control Approach to Dike Height Optimization

CentER Working Paper Series No. 2011-097
Number of pages: 24 Posted: 02 Sep 2011 Last Revised: 27 Sep 2012
TNO Netherlands Organisation for Applied Scientific Research, Tilburg University - Tilburg University School of Economics and Management, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 43 (428,181)
Citation 4

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Impulse Control Maximum Principle, Optimal Control, flood prevention, dikes, cost-benefit analysis

35.

Approximating the Pareto Set of Multiobjective Linear Programs Via Robust Optimization

CentER Discussion Paper Series No. 2012-031
Number of pages: 14 Posted: 13 Apr 2012
Bram Gorissen and Dick den Hertog
Tilburg University - Tilburg University School of Economics and Management and Tilburg University - Department of Econometrics & Operations Research
Downloads 41 (435,994)
Citation 1

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Pareto set, multiobjective, polynomial inner approximation, robust optimization

36.

One-Dimensional Nested Maximin Designs

CentER Discussion Paper Series No. 2004-66
Number of pages: 13 Posted: 15 Oct 2004
Edwin van Dam, Bart Husslage and Dick den Hertog
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Department of Econometrics & Operations Research
Downloads 40 (440,142)

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simulation, computers, integer programming

37.

The Effect of Transformations on the Approximation of Univariate (Convex) Functions With Applications to Pareto Curves

CentER Discussion Paper Series No. 2006-66
Number of pages: 22 Posted: 17 Sep 2006
A.Y.D. Siem, Dick den Hertog and A. L. Hoffmann
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research and Radboud University Nijmegen - Faculty of Medical Sciences
Downloads 35 (461,214)
Citation 1

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approximation theory, convexity, convex/concave transformation, Pareto curve

38.

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 (470,286)

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

39.

Centered Solutions for Uncertain Linear Equations

CentER Discussion Paper Series No. 2016-048
Number of pages: 26 Posted: 27 Aug 2015 Last Revised: 22 Dec 2016
Jianzhe Zhen and Dick den Hertog
Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 32 (474,950)
Citation 1

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Interval linear systems; uncertain linear equations; maximum volume inscribed ellipsoid

40.

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

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robust optimization, adjustable robust optimization

41.

Gradient Estimation Using Lagrange Interpolation Polynomials

CentER Discussion Paper No. 2003-101
Posted: 16 Jun 2004
Tilburg University - Tilburg University School of Economics and Management, Centre for Quantitative Methods, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research

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Gradient estimation, noisy function, Lagrange interpolation

42.

Gradient Estimation Schemes for Noisy Functions

CentER Working Paper No. 2003-12
Posted: 26 May 2004
Tilburg University - Tilburg University School of Economics and Management, Centre for Quantitative Methods, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research

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Design of experiments, finite differences, gradient estimation, noisy functions

43.

Coordination of Coupled Black Box Simulations in the Construction of Metamodels

CentER Discussion Paper No. 2003-02
Posted: 29 Apr 2004
Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Department of Econometrics & Operations Research, Centre for Quantitative Methods, Tilburg University - Department of Econometrics & Operations Research and Centre for Quantitative Methods

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Design optimization, coupling, coordination, simulation, black box, metamodel