Top Publications 2018 Department of Econometrics & Operations Research
Department of Econometrics & OR - Econometrics - 2018
- Antoine, B., & Boldea, O. (2018). Efficient inference with time-varying information and the new Keynesian Phillips curve. Journal of Econometrics, 204(2), 268-300. DOI: 10.1016/j.jeconom.2018.02.005
- Bender, C., Gärtner, C., & Schweizer, N. (2018). Pathwise dynamic programming. Mathematics of Operations Research, 43(3), 965-995. DOI: 10.1287/moor.2017.0891
- Cizek, P., & Lei, J. (2018). Identification and estimation of nonseparable single-index models in panel data with correlated random effects. Journal of Econometrics, 203(1), 113-128. DOI: 10.1016/j.jeconom.2017.11.003
- Einmahl, J., Einmahl, J., & de Haan, L. F. M. (Accepted/In press). Limits to human life span through extreme value theory. Journal of the American Statistical Association.
- Kruse, T., Schneider, J. C., & Schweizer, N. (Accepted/In press). The joint impact of F-divergences and reference models on the contents of uncertainty sets. Operations Research.
- Schweizer, N., & Szech, N. (2018). Optimal revelation of life-changing information. Management Science. DOI: 10.1287/mnsc.2017.2913
Department of Econometrics & OR - Operations Research - 2018
- de Klerk, E., & Laurent, M. (Accepted/In press). Worst-case examples for Lasserre's measure-based hierarchy for polynomial optimization on the hypercube. Mathematics of Operations Research.
- de Klerk, E., & Laurent, M. (2018). Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing. Mathematics of Operations Research. DOI: 10.1287/moor.2017.0906
- van Dam, E., Koolen, J. H., & Park, J. (2018). Partially metric association schemes with a multiplicity three. Journal of Combinatorial Theory, Series B, Graph theory, 130, 19-48. DOI: 10.1016/j.jctb.2017.09.011
- Balvert, M., den Hertog, D., & Hoffmann, A. L. (Accepted/In press). Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties. INFORMS Journal on Computing.
- Gribling, S., de Laat, D., & Laurent, M. (2018). Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization. Mathematical Programming , 170(1), 5-42. DOI: 10.1007/s10107-018-1287-z
- Hu, H., & Sotirov, R. (Accepted/In press). On solving the quadratic shortest path problem. INFORMS Journal on Computing.
- Marandi, A., & den Hertog, D. (2018). When are static and adjustable robust optimization with constraint-wise uncertainty equivalent? Mathematical Programming , 170(2), 555-568. DOI: 10.1007/s10107-017-1166-z
- Postek, K., Ben-Tal, A., den Hertog, D., & Melenberg, B. (2018). Robust optimization with ambiguous stochastic constraints under mean and dispersion information. Operations Research, 66(3), 814-833. DOI: 10.1287/opre.2017.1688
- Zhen, J., & den Hertog, D. (2018). Computing the maximum volume inscribed ellipsoid of a polytopic projection. INFORMS Journal on Computing, 30(1), 31-42. DOI: 10.1287/ijoc.2017.0763
- Zhen, J., den Hertog, D., & Sim, M. (2018). Adjustable robust optimization via Fourier-Motzkin elimination. Operations Research, 66(4), 1086-1100. DOI: 10.1287/opre.2017.1714
