Research Output 1969 2020

Filter
Article
2016

Switched symplectic graphs and their 2-ranks

Abiad, A. & Haemers, W. H., 2016, In : Designs, Codes and Cryptography. 81, 1, p. 35-41

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Graph in graph theory
Hadamard matrices
Strongly Regular Graph
Hadamard Matrix
Adjacency Matrix

Testing for central symmetry

Einmahl, J. & Gan, Z., Feb 2016, In : Journal of Statistical Planning and Inference. 169, p. 27-33 7 p.

Research output: Contribution to journalArticleScientificpeer-review

Test Statistic
Statistics
Omnibus Test
Exchangeability
Symmetry

Texas Hold'em, a game of skill

Borm, P. & van der Genugten, B. B., Sep 2016, In : International Game Theory Review. 18, 3, 13 p., 1650005.

Research output: Contribution to journalArticleScientificpeer-review

Game
Tournament
Mathematical Analysis
Methodology
Approximation
10 Downloads (Pure)

The annuity puzzle remains a puzzle

Peijnenburg, K., Nijman, T. & Werker, B. J. M., Sep 2016, In : Journal of Economic Dynamics and Control. 70, p. 18-35

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
161 Downloads (Pure)

The impact of the existence of multiple adjustable robust solutions

de Ruiter, F., Brekelmans, R. & den Hertog, D., 11 Oct 2016, In : Mathematical Programming . 160, 1-2, p. 531-545

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Robust Optimization
Multiple Solutions
Decision Rules
Folding
Horizon

The power envelope of panel unit root tests in case stationary alternatives offset explosive ones

Becheri, G., Drost, F., van den Akker, R. & Wichert, O., Jan 2016, In : Statistics & probability letters. 108, p. 1-8

Research output: Contribution to journalArticleScientificpeer-review

Unit Root Tests
Envelope
Random Perturbation
Alternatives
Perturbation

The Shapley value for directed graph games

Khmelnitskaya, A., Selçuk, O. & Talman, D., 1 Jan 2016, In : Operations Research Letters. 44, 1, p. 143-147 5 p., 1.

Research output: Contribution to journalArticleScientificpeer-review

Shapley Value
Directed graphs
Directed Graph
Game
TU Game
181 Downloads (Pure)

Transfers and exchange-stability in two-sided matching problems

Lazarova, E. A., Borm, P. & Estevez, A., Jun 2016, In : Theory and Decision. 81, 1, p. 53-71

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
reward
Two-sided matching
Matching problem
Reward
Compensation and Redress

Two-stage adaptive linear optimization: Faster computation and stronger bounds

Bertsimas, D. & de Ruiter, F., Jul 2016, In : INFORMS Journal on Computing. 28, 3, p. 500-511

Research output: Contribution to journalArticleScientificpeer-review

Empirical evidence
Optimization model
Uncertainty
Facility location
Duality

Volume flexibility and capacity investment under demand uncertainty

Hagspiel, V., Huisman, K. & Kort, P., Aug 2016, In : International Journal of Production Economics. 178, p. 95-108

Research output: Contribution to journalArticleScientificpeer-review

Costs
Economics
Dynamic models
Uncertainty
Demand uncertainty
133 Downloads (Pure)

Weakly time consistent concave valuations and their dual representations

Roorda, B. & Schumacher, H., Jan 2016, In : Finance and Stochastics. 20, 1, p. 123-151 29 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Valuation
Time Consistency
Convex Risk Measures
Weak Consistency
Risk Aversion
2015

A framework for inverse planning of beam-on times for 3D small animal radiotherapy using interactive multi-objective optimization

Balvert, M., van Hoof, S. J., Granton, P. V., Trani, D., den Hertog, D., Hoffmann, A. L. & Verhaegen, F., 21 Jul 2015, In : Physics in Medicine and Biology. 60, 14, p. 5681-5698

Research output: Contribution to journalArticleScientificpeer-review

Weights and Measures
Neoplasms

An alternative proof of a PTAS for fixed-degree polynomial optimization over the simplex

de Klerk, E., Laurent, M. & Sun, Z., Jul 2015, In : Mathematical Programming. 151, 2, p. 433-457 24 p.

Research output: Contribution to journalArticleScientificpeer-review

Polynomial Time Approximation Scheme
Polynomials
Polynomial
Optimization
Alternatives

An efficient multi-item dynamic auction with budget constrained bidders

Talman, D. & Yang, Z., 29 Oct 2015, In : International Journal of Game Theory. 44, 3, p. 769-784 15 p.

Research output: Contribution to journalArticleScientificpeer-review

auction
Auctions
budget
Pareto Efficiency
Walrasian Equilibrium

An error analysis for polynomial optimization over the simplex based on the multivariate hypergeometric distribution.

de Klerk, E., Laurent, M. & Sun, Z., 2015, In : SIAM Journal on Optimization. 25, 3, p. 1498-1514 17 p.

Research output: Contribution to journalArticleScientificpeer-review

Hypergeometric Distribution
Multivariate Distribution
Error Analysis
Error analysis
Convergence Rate

A new semidefinite programming relaxation for the quadratic assignment problem and its computational perspectives

de Klerk, E., Sotirov, R. & Truetsch, U., 4 May 2015, In : INFORMS Journal on Computing. 27, 2, p. 378–391

Research output: Contribution to journalArticleScientificpeer-review

Quadratic programming
Linear programming
Quadratic assignment problem
Semidefinite programming
Symmetry group

A numerical algorithm to find all feedback Nash equilibria in scalar affine quadratic differential games

Engwerda, J., 2015, In : IEEE Transactions on Automatic Control. 60, 11, p. 3101-3106 6 p.

Research output: Contribution to journalArticleScientificpeer-review

Riccati equations
Feedback
Eigenvalues and eigenfunctions

A practical guide to robust optimization

Gorissen, B., Yanikoglu, I. & den Hertog, D., Jun 2015, In : Omega: The international journal of management science. 53, p. 124-137 14 p.

Research output: Contribution to journalArticleScientificpeer-review

Robust optimization
Field research

A simulation model of a coordinated decentralized linear supply chain

Ashayeri, J., Cannella, S., Lopez Campos, M., Miranda, P. A. & Dominguez, R., 2015, In : International Transactions in Operational Research. 22, 4, p. 735-756 22 p.

Research output: Contribution to journalArticleScientificpeer-review

Supply chains
Amplification
Decision making
Simulation model
Supply chain

Asymptotically distribution-free goodness-of-fit testing for tail copulas

Can, S. U., Einmahl, J., Khmaladze, E. V. & Laeven, R. J. A., 2015, In : The Annals of Statistics. 43, 2, p. 878-902 24 p.

Research output: Contribution to journalArticleScientificpeer-review

Empirical Process
Distribution-free
Copula
Goodness of fit
Distribution-free Test

Asymptotically UMP panel unit root tests: the effect of heterogeneity in the alternatives

Becheri, I. G., Drost, F. C. & van den Akker, R., 2015, In : Econometric Theory. 31, 3, p. 539-559 21 p.

Research output: Contribution to journalArticleScientificpeer-review

Panel unit root tests
regression
experiment
Power envelope
Optimal test

Bankruptcy and the per capita nucleolus: The claim-and-right rules family

Huijink, S., Borm, P., Kleppe, J. & Reijnierse, H., Sep 2015, In : Mathematical Social Sciences. 77, p. 15-31 17 p.

Research output: Contribution to journalArticleScientificpeer-review

Bankruptcy
Nucleolus
bankruptcy
Family
Game

Bridging centrality and extremity: Refining empirical data depth using extreme value statistics

Einmahl, J., Li, J. & R.Y., L., 2015, In : The Annals of Statistics. 43, 6, p. 2738-2765

Research output: Contribution to journalArticleScientificpeer-review

Halfspace Depth
Extreme Value Statistics
Data Depth
Centrality
Empirical Estimator

Capacity choice in (strategic) real options models: A survey

Huberts, N., Huisman, K., Kort, P. & Lavrutich, M., Dec 2015, In : Dynamic Games and Applications. 5, 4, p. 424-439

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Real Options
Uncertainty
Oligopoly
Model

Capital stock management during a recession that freezes credit markets

Caulkins, J. P., Feichtinger, G., Grass, D., Hartl, R. F., Kort, P. & Seidl, A., Aug 2015, In : Journal of Economic Behavior & Organization. 116, p. 1-14 14 p.

Research output: Contribution to journalArticleScientificpeer-review

Credit markets
Recession
Capital stock
Bankruptcy
Cash

Classic Kriging versus Kriging with bootstrapping or conditional simulation: Classic Kriging's robust confidence intervals and optimization

Mehdad, E. & Kleijnen, J. P. C., 4 Mar 2015, In : The Journal of the Operational Research Society. 66, 11, p. 1804-1814 10 p.

Research output: Contribution to journalArticleScientificpeer-review

Global optimization
Confidence interval
Simulation
Kriging
Bootstrapping

Complementarity in input-output analysis and stochastics

ten Raa, T. & Shestalova, V., 3 Jan 2015, In : Economic Systems Research. 27, 1, p. 95-100

Research output: Contribution to journalArticleScientificpeer-review

Input-output analysis
Complementarity
Linear programming
Stochastic analysis
Scenarios

Completely positive reformulations for polynomial optimization

Pena, J. F., Vera Lizcano, J. C. & Zuluaga, L. F., Jul 2015, In : Mathematical Programming. 151, 2, p. 405-431

Research output: Contribution to journalArticleScientificpeer-review

Reformulation
Polynomials
Cone
Polynomial
Optimization Problem

Conic approach to quantum graph parameters using linear optimization over the completely positive semidefinite cone

Laurent, M. & Piovesan, T., 2015, In : SIAM Journal on Optimization. 25, 4, p. 2461-2493

Research output: Contribution to journalArticleScientificpeer-review

Quantum Graphs
Linear Optimization
Positive semidefinite
Parameter Optimization
Cones

Consumer surplus and CES demand

ten Raa, T., Oct 2015, In : Oxford Economic Papers. 67, 4, p. 1165-1173

Research output: Contribution to journalArticleScientificpeer-review

Elasticity of substitution
Consumer surplus
Monopolist
Discrete choice
Monopoly

Cospectral regular graphs with and without a perfect matching

Blazsik, Z., Cummings, J. & Haemers, W. H., Mar 2015, In : Discrete Mathematics. 338, 3, p. 199-201

Research output: Contribution to journalArticleScientificpeer-review

Cospectral Graphs
Perfect Matching
Regular Graph

Dedicated vs flexible production technology: Strategic capacity investment choice

Boonman, H. J., Hagspiel, V. & Kort, P., 1 Jul 2015, In : European Journal of Operational Research. 244, p. 141-152 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Choose
Economics
Optimal Investment
Production technology
Flexible production

Deriving robust counterparts of nonlinear uncertain inequalities

Ben-Tal, A., den Hertog, D. & Vial, J. P., Feb 2015, In : Mathematical Programming. 149, 1-2, p. 265-299

Research output: Contribution to journalArticleScientificpeer-review

Support Function
Uncertain Parameters
Fenchel Duality
Uncertainty
Conjugate functions

Dwell time modulation restrictions do not necessarily improve treatment plan quality for prostate HDR brachytherapy

Balvert, M., Gorissen, B. L., den Hertog, D. & Hoffmann, A. L., Jan 2015, In : Physics in Medicine and Biology. 60, 2, p. 537-548

Research output: Contribution to journalArticleScientificpeer-review

Catheters

Economic growth and choice of energy: A simplistic strategic approach

Engwerda, J. & Michalak, T., Aug 2015, In : Environmental Modeling and Assessment. 20, 4, p. 321-342

Research output: Contribution to journalArticleScientificpeer-review

strategic approach
economic growth
pollution
energy
fossil fuel

Een gedragseconomisch verantwoorde keuzevrijheid in de uittreedleeftijd

van Soest, A. H. O., 12 Feb 2015, In : Economisch Statistische Berichten. 100, 4703S, p. 64-69

Research output: Contribution to journalArticleProfessional

Entanglement-assisted zero-error source-channel coding

Briet, J., Buhrman, H., Laurent, M., Piovesan, T. & Scarpa, G., 16 Jan 2015, In : IEEE Transactions on Information Theory. 61, 2, p. 1124-1138

Research output: Contribution to journalArticleScientificpeer-review

Channel coding
coding
Quantum entanglement
Hadamard matrices
Polynomials

Estimation of the marginal expected shortfall: The mean when a related variable is extreme

Cai, J., Einmahl, J. H. J., de Haan, L. F. M. & Zhou, C., 1 Mar 2015, In : Journal of the Royal Statistical Society, Series B. 77, 2, p. 417-442 25 p.

Research output: Contribution to journalArticleScientificpeer-review

Expected Shortfall
Extremes
Estimator
Bivariate Distribution
Equity

Exploiting symmetry in copositive programs via semidefinite hierarchies

Dobre, C. & Vera Lizcano, J. C., Jul 2015, In : Mathematical Programming. 151, 2, p. 659-680

Research output: Contribution to journalArticleScientificpeer-review

Semidefinite Program
Semidefinite Programming
Programming
Conic Programming
Symmetry

Godsil-McKay switching and isomorphism,

Abiad, A., Brouwer, A. E. & Haemers, W. H., 2015, In : Electronic Journal of Linear Algebra. 28, p. 4-11

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Isomorphism
Graph in graph theory
Graph Products
Adjacency
Adjacency Matrix

Graphs with many valencies and few eigenvalues

van Dam, E., Koolen, J. H. & Xia, Z-J., Apr 2015, In : Electronic Journal of Linear Algebra. 28, p. 12-24 3.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Eigenvalue
Distinct
Graph in graph theory
Connected graph

Heterogeneity in consumers' income and pension expectations

Bissonnette, L. & van Soest, A., 2015, In : Journal of Pension Economics and Finance. 14, 4, p. 439-465

Research output: Contribution to journalArticleScientificpeer-review

Income
Pensions
Socio-economics
Financial crisis
Pension reform

Improved bounds on the phase transition for the hard-core model in 2 dimensions

Vera, J. C., Vigoda, E. & Yang, L., 1 Oct 2015, In : SIAM Journal on Discrete Mathematics. 29, 4, p. 1895–1915 21 p.

Research output: Contribution to journalArticleScientificpeer-review

Hard-core Model
Phase Transition
Lower bound
Fully Polynomial Time Approximation Scheme
Lattice Gas Model

Joint venture formation and partner selection in upstream crude oil section: Goal programming application

Sahebi, H., Nickel, S. & Ashayeri, J., 2015, In : International Journal of Production Research. 53, 10, p. 3047-3061

Research output: Contribution to journalArticleScientificpeer-review

Crude oil
Industry
Decision making
Mathematical models
Partner selection

k-core covers and the core

Sanchez-Rodriguez, E., Borm, P., Estevez-Fernandez, A., Fiestras-Janeiro, G. & Mosquera, M. A., Apr 2015, In : Mathematical Methods of Operations Research. 81, 2, p. 147-167 21 p.

Research output: Contribution to journalArticleScientificpeer-review

Cover
Game
Coalitions
Integer

Nobelprijs 2015 voor Angus Deaton

van Soest, A., 2015, In : Economisch Statistische Berichten. 100, 4720, p. 632-633 2 p.

Research output: Contribution to journalArticleProfessional

Open Access
210 Downloads (Pure)

On bounding the bandwidth of graphs with symmetry

van Dam, E. R. & Sotirov, R., 2015, In : INFORMS Journal on Computing. 27, 1, p. 75-88

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Bandwidth
Symmetry
Graph
Lower bounds

On games arising from multi-depot Chinese postman problems

Platz, T. T. & Hamers, H., Dec 2015, In : Annals of Operations Research. 235, 1, p. 675-692

Research output: Contribution to journalArticleScientificpeer-review

Costs
Core allocation
Graph
Decision maker
Cooperative game theory

Optimal firm growth under the threat of entry

Kort, P. & Wrzaczek, S., 1 Oct 2015, In : European Journal of Operational Research. 246, 1, p. 281-292 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Information Structure
Costs
Threat
Firm growth
Incumbents

Optimal technology adoption when the arrival rate of new technologies changes

Hagspiel, V., Huisman, K. J. M. & Nunes, C., 2015, In : European Journal of Operational Research. 243, 3, p. 897–911

Research output: Contribution to journalArticleScientificpeer-review

Technology Adoption
Uncertainty
Accelerate
Timing
Decelerate