Superquantile/CVaR risk measures: second-order theory
Rockafellar, R. Tyrrell, Royset, Johannes O.
Published in Annals of operations research (01.03.2018)
Published in Annals of operations research (01.03.2018)
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Journal Article
Estimating probability distributions of travel demand on a congested network
Yang, Yudi, Fan, Yueyue, Royset, Johannes O.
Published in Transportation research. Part B: methodological (01.04.2019)
Published in Transportation research. Part B: methodological (01.04.2019)
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Journal Article
Consistent approximation of a nonlinear optimal control problem with uncertain parameters
Phelps, Chris, Gong, Qi, Royset, Johannes O., Walton, Claire, Kaminer, Isaac
Published in Automatica (Oxford) (01.12.2014)
Published in Automatica (Oxford) (01.12.2014)
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Journal Article
Fusion of hard and soft information in nonparametric density estimation
Royset, Johannes O., Wets, Roger J-B
Published in European journal of operational research (01.12.2015)
Published in European journal of operational research (01.12.2015)
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Journal Article
Modeling uncertainty of expert elicitation for use in risk-based optimization
Teter, Michael D., Royset, Johannes O., Newman, Alexandra M.
Published in Annals of operations research (01.09.2019)
Published in Annals of operations research (01.09.2019)
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Journal Article
Search-Trajectory Optimization: Part I, Formulation and Theory
Foraker, Joseph, Royset, Johannes O., Kaminer, Isaac
Published in Journal of optimization theory and applications (01.05.2016)
Published in Journal of optimization theory and applications (01.05.2016)
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Journal Article
Search-Trajectory Optimization: Part II, Algorithms and Computations
Foraker, Joseph, Royset, Johannes O., Kaminer, Isaac
Published in Journal of optimization theory and applications (01.05.2016)
Published in Journal of optimization theory and applications (01.05.2016)
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Journal Article