Research Output 1969 2020

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2020

A note on homomorphisms of Kneser hypergraphs

Bonomo, F., Dourado, M. C., Valencia-pabon, M. & Vera Lizcano, J., Feb 2020, In : Applied Mathematics and Computation.

Research output: Contribution to journalArticleScientificpeer-review

2019

A multi-stage optimal control approach of durable goods pricing and the launch of new product generations

Seidl, A., Hartl, R. F. & Kort, P. M., Aug 2019, In : Automatica. 106, p. 207-220

Research output: Contribution to journalArticleScientificpeer-review

A selfish allocation heuristic in scheduling: Equilibrium and inefficiency bound analysis

Braat, J., Hamers, H., Klijn, F. & Slikker, M., Mar 2019, In : European Journal of Operational Research. 273, 2, p. 634-645

Research output: Contribution to journalArticleScientificpeer-review

Scheduling
Heuristics
Costs
Decision problem
Nash Equilibrium

Asymptotic optimality of power-of-d load balancing in large-scale systems

Mukherjee, D., Borst, S., van Leeuwaarden, J. & Whiting, P., Sep 2019, (Accepted/In press) In : Mathematics of Operations Research.

Research output: Contribution to journalArticleScientificpeer-review

Asymptotic Optimality
Large-scale Systems
Load Balancing
Resource allocation
Join

Baten van slimme toedeling rendementen hoger dan van intergenerationele risicodeling

Muns, S. & Werker, B., 25 Sep 2019, In : Economisch Statistische Berichten.

Research output: Contribution to journalArticleProfessional

Bootstrapping structural change tests

Boldea, O., Cornea-Madeira, A. & Hall, A. R., Jun 2019, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticleScientificpeer-review

Structural change
Bootstrapping
Inference
Heteroskedasticity
Bootstrap

Capacity investment decisions of two competitive ports under uncertainty: A strategic real options approach

Balliauw, M., Kort, P. & Zhang, A., Apr 2019, In : Transportation research part B: Methodological. 122, p. 249-264

Research output: Contribution to journalArticleScientificpeer-review

Real options
Uncertainty
Investment decision
Capacity investment
Congestion

Causes of regional variation in Dutch healthcare expenditures: Evidence from movers

Moura, A., Salm, M., Douven, R. & Remmerswaal, M., Aug 2019, In : Health Economics.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Delivery of Health Care
Netherlands

Deeltijdpensioen is geen participatiebooster

Westerhout, E., van Vuuren, D., Kantarci, T. & de Boer, H-W., 13 Aug 2019, In : Me Judice.

Research output: Contribution to journalArticleProfessional

Open Access

Deza graphs with parameters $(n,k,k-1,a)$ and $β=1$

Goryainov, S., Haemers, W. H., Kabanov, V. V. & Shalaginov, L., Mar 2019, In : Journal of Combinatorial Designs. 27, 3, p. 188-202

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Graph Design
Graph in graph theory
Divisible
Strongly Regular Graph
Strictly
16 Downloads (Pure)

Distributionally robust optimization with polynomial densities: Theory, models and algorithms

de Klerk, E., Kuhn, D. & Postek, K. S., Sep 2019, In : Mathematical Programming .

Research output: Contribution to journalArticleScientificpeer-review

Robust Optimization
Model Theory
Polynomials
Polynomial
Sum of squares

Dynamic capital structure choice and investment timing

Dockner, E. J., Hartl, R. F. & Kort, P., May 2019, In : Journal of Economic Dynamics and Control. 102, p. 70-80

Research output: Contribution to journalArticleScientificpeer-review

Shareholders
Timing
Dividend
Equity
Economics

Entry deterrence by timing rather than overinvestment in a strategic real options framework

Huberts, N. F. D., Dawid, H., Huisman, K. & Kort, P., Apr 2019, In : European Journal of Operational Research. 274, 1, p. 165-185

Research output: Contribution to journalArticleScientificpeer-review

Real Options
Timing
Scenarios
Framework
Real options

Estimating the maximum possible earthquake magnitude using extreme value methodology: The Groningen case

Beirlant, J., Kijko, A., Reynkens, T. & Einmahl, J. H. J., Sep 2019, In : Natural Hazards. 98, 3, p. 1091-1113

Research output: Contribution to journalArticleScientificpeer-review

earthquake magnitude
methodology
insurance industry
disaster management
earthquake engineering

Globally solving non-convex quadratic programs via linear integer programming techniques

Xia, W., Vera, J. C. & Zuluaga, L. F., Jul 2019, In : INFORMS Journal on Computing. 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Integer programming
Linear programming
MATLAB
Linear systems
Integer linear programming

Green electricity investments: Environmental target and the optimal subsidy

Bigerna, S., Wen, X., Hagspiel, V. & Kort, P., Dec 2019, In : European Journal of Operational Research. 279, 2, p. 635-644

Research output: Contribution to journalArticleScientificpeer-review

Electricity
Target
Demand Uncertainty
Real Options
Optimal Investment

Improved estimation of the extreme value index using related variables

Ahmed, H. & Einmahl, J., Aug 2019, In : Extremes.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Index
Hill Estimator
Earthquake
Earthquakes
Extreme Value Statistics

Limits to human life span through extreme value theory

Einmahl, J., Einmahl, J. & de Haan, L. F. M., Jul 2019, In : Journal of the American Statistical Association. 114, 527, p. 1075-1080

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Extreme Value Theory
Life Span
Mortality
Probability Distribution
Configuration
1 Downloads (Pure)

Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing

Wichert, O., Becheri, I. G., Drost, F. C. & Akker, R. V. D., 2019, (Submitted) In : arXiv.

Research output: Contribution to journalArticleScientific

File
Equivalence
Panel unit root
Unit root testing
Power envelope
Unit root tests

New bounds for truthful scheduling on two unrelated selfish machines

Kuryatnikova, O. & Vera, J. C., May 2019, In : Theory of Computing Systems.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Scheduling
Distribution functions
Rational functions

On the spectral characterization of mixed extensions of P-3

Haemers, W. H., Sorgun, S. & Topcu, H., 19 Jul 2019, In : The Electronic Journal of Combinatorics: EJC. 26, 3, 10 p., P3.16.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Optimal combined proton-photon therapy schemes based on the standard BED model

ten Eikelder, S. C. M., den Hertog, D., Bortfeld, T. & Perko, Z., Mar 2019, In : Physics in Medicine and Biology. 64, 6, 21 p., 065011.

Research output: Contribution to journalArticleScientificpeer-review

Optimal investment and location decisions of a firm in a flood risk area using impulse control theory

Grames, J., Grass, D., Kort, P. M. & Prskawetz, A., Dec 2019, In : Central European Journal of Operations Research. 27, 4, p. 1051-1077

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Investment decision
Optimal investment
Impulse control
Location decision
Control theory

Optimal scientific production over the lifecycle

Feichtinger, G., Grass, D. & Kort, P., Nov 2019, In : Journal of Economic Dynamics and Control. 108, 103752.

Research output: Contribution to journalArticleScientificpeer-review

Life Cycle
Productivity
Sufficient
Education
Fading

Performance bounds for optimal sales mechanisms beyond the monotone hazard rate condition

Schweizer, N. & Szech, N., May 2019, In : Journal of Mathematical Economics. 82, p. 202-213

Research output: Contribution to journalArticleScientificpeer-review

Performance Bounds
Hazard Rate
Monotone
Hazards
Sales

Perturbation bounds for Monte Carlo within Metropolis via restricted approximations

Medina-Aguayo, F., Rudolf, D. & Schweizer, N., 26 Jun 2019, In : Stochastic Processes and their Applications.

Research output: Contribution to journalArticleScientificpeer-review

Perturbation Bound
Markov processes
Markov chain
Approximation
Metropolis-Hastings
16 Downloads (Pure)

Polynomial norms

Ahmadi, A., de Klerk, E. & Hall, G., 2019, In : SIAM Journal on Optimization. 29, 1, p. 399–422

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Polynomials
Norm
Polynomial
Positive definite
Sum of squares

Pricing and hedging in incomplete markets with model uncertainty

Balter, A. G. & Pelsser, A., Oct 2019, In : European Journal of Operational Research.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Incomplete Markets
Hedging
Model Uncertainty
Pricing
Costs

Reducing conservatism in robust optimization

Roos, E. & den Hertog, D., Jun 2019, (Accepted/In press) In : INFORMS Journal on Computing.

Research output: Contribution to journalArticleScientificpeer-review

Uncertainty
Conservatism
Robust optimization
Violations
Safeguards

Resource allocation problems with concave reward functions

Grundel, S., Borm, P. & Hamers, H., Apr 2019, In : Top . 27, 1, p. 37-54

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Reward
Resource Allocation
Resource allocation
Nucleolus
Resources

Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties

Balvert, M., den Hertog, D. & Hoffmann, A. L., Feb 2019, In : INFORMS Journal on Computing. 31, 1, p. 100-114

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Radiotherapy
Planning
Tumors
Uncertainty
Robust optimization

SEMIPARAMETRICALLY POINT-OPTIMAL HYBRID RANK TESTS FOR UNIT ROOTS

Zhou, B., van den Akker, R. & Werker, B. J. M., Oct 2019, In : The Annals of Statistics. 47, 5, p. 2601-2638 38 p.

Research output: Contribution to journalArticleScientificpeer-review

Strategie bij het bordspel Mens-erger-je-niet

Translated title of the contribution: Strategies for the board game ‘Man, don’t get upset’, the Dutch variant of Ludovan der Genugten, B. & Das, J. W. M., 2019, In : STAtOR. 20, 2, p. 4-9

Research output: Contribution to journalArticleProfessional

The degree and cost adjusted folk solution for minimum cost spanning tree games

Norde, H., Jan 2019, In : Games and Economic Behavior. 113, p. 734-742

Research output: Contribution to journalArticleScientificpeer-review

Minimum cost spanning tree problems
Spanning tree
Cost sharing
Ranking
Axioms

The joint impact of F-divergences and reference models on the contents of uncertainty sets

Kruse, T., Schneider, J. C. & Schweizer, N., Mar 2019, In : Operations Research. 67, 2, p. 428-435

Research output: Contribution to journalArticleScientificpeer-review

Reference model
Uncertainty
Divergence
Oils and fats
Entropy
Open Access

Using column generation to solve extensions to the Markowitz model

Roebers, L., Selvi, A. & Vera Lizcano, J., 3 Jul 2019, In : The Engineering Economist.

Research output: Contribution to journalArticleScientificpeer-review

2018

A continuous updating weighted least squares estimator of tail dependence in high dimensions

Einmahl, J. H. J., Kiriliouk, A. & Segers, J., 1 Jun 2018, In : Extremes. 21, 2, p. 205-233

Research output: Contribution to journalArticleScientificpeer-review

Weighted Least Squares Estimator
Tail Dependence
Higher Dimensions
Updating
Estimator

Adjustable robust optimization via Fourier-Motzkin elimination

Zhen, J., den Hertog, D. & Sim, M., Jul 2018, In : Operations Research. 66, 4, p. 1086-1100

Research output: Contribution to journalArticleScientificpeer-review

Linear programming
Robust optimization
Optimization problem
Lenses
Decision rules

A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack

van Campen, T., Hamers, H., Husslage, B. & Lindelauf, R., Dec 2018, In : Social Network Analysis and Mining. 8, 1, 12 p., 3.

Research output: Contribution to journalArticleScientificpeer-review

Open Access

A note on the long rate in factor models of the term structure

de Kort, J., Apr 2018, In : Mathematical Finance. 28, 2, p. 656-667

Research output: Contribution to journalArticleScientificpeer-review

Term Structure
Factor Models
Flatten
Volatility
Filtration
119 Downloads (Pure)

A numerical evaluation of the bounded degree sum-of-squares hierarchy of Lasserre, Toh, and Yang on the pooling problem

Marandi, A., Dahl, J. & de Klerk, E., Jun 2018, In : Annals of Operations Research. 265, 1, p. 67-92

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Evaluation
Pooling
Lower bounds
Optimization problem
Programming

Bankruptcy games with nontransferable utility

Dietzenbacher, B., Mar 2018, In : Mathematical Social Sciences. 92, p. 16-21

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
bankruptcy
Game
NTU Games
compromise

Bias-corrected quantile regression estimation of censored regression models

Cizek, P. & Sadikoglu, S., 2018, In : Statistical Papers. 59, p. 215–247 33 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Censored Regression
Quantile Estimation
Regression Estimation
Quantile Regression
Regression Model

Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization

Gribling, S., de Laat, D. & Laurent, M., Jul 2018, In : Mathematical Programming . 170, 1, p. 5-42

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Quantum Graphs
Entanglement
Polynomials
Polynomial
Optimization
77 Downloads (Pure)

Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing

de Klerk, E. & Laurent, M., Nov 2018, In : Mathematics of Operations Research. 43, 4, p. 1317-1325

Research output: Contribution to journalArticleScientificpeer-review

File
Simulated annealing
Simulated Annealing
Polynomials
Polynomial
Optimization

Computing near-optimal Value-at-Risk portfolios using integer programming techniques

Babat, O., Vera, J. C. & Zuluaga, L. F., 1 Apr 2018, In : European Journal of Operational Research. 266, 1, p. 304-315

Research output: Contribution to journalArticleScientificpeer-review

Value at Risk
Integer programming
Integer Programming
Reward
Computing

Computing the maximum volume inscribed ellipsoid of a polytopic projection

Zhen, J. & den Hertog, D., Jan 2018, In : INFORMS Journal on Computing. 30, 1, p. 31-42

Research output: Contribution to journalArticleScientificpeer-review

Color
Approximation
Optimization techniques
Optimal solution
Robust optimization

Cospectral mates for the union of some classes in the Johnson association scheme

Cioabă, S. M., Haemers, W. H., Johnston, T. & McGinnis, M., 15 Feb 2018, In : Linear Algebra and its Applications. 539, p. 219-228

Research output: Contribution to journalArticleScientificpeer-review

Association Scheme
Union
Subset
Graph in graph theory
Adjacent

Debt stabilization in the presence of risk premia: A dynamic game approach

Anevlavis, T., Papavassilopoulos, G., Engwerda, J. & van Aarle, B., Jan 2018, In : Macroeconomic Dynamics.

Research output: Contribution to journalArticleScientificpeer-review

Debt
Dynamic games
Stabilization
Risk premia
Risk premium