Bertrand Melenberg

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 4

Top Topics

Theoretical Foundation

Computationally Tractable

Robust Optimization

Top Venues

J. Econ. Theory

Publications

Ruonan Fu, Bertrand Melenberg, Nikolaus Schweizer
Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001]. J. Econ. Theory 207 (2023)
Ahmadreza Marandi, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg
Extending the Scope of Robust Quadratic Optimization. INFORMS J. Comput. 34 (1) (2022)
Krzysztof Postek, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg
Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information. Oper. Res. 66 (3) (2018)
Krzysztof Postek, Dick den Hertog, Bertrand Melenberg
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures. SIAM Rev. 58 (4) (2016)
Aharon Ben-Tal, Dick den Hertog, Anja De Waegenaere, Bertrand Melenberg, Gijs Rennen
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities. Manag. Sci. 59 (2) (2013)
Youwei Li, Bas Donkers, Bertrand Melenberg
The Econometric Analysis of Agent-Based Models in Finance: An Application. IDEAL (2007)