Bertrand Melenberg

According to our database, Bertrand Melenberg authored at least 7 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001].

Ruonan Fu, Bertrand Melenberg, Nikolaus Schweizer

J. Econ. Theory, January, 2023

2022

Extending the Scope of Robust Quadratic Optimization.

Ahmadreza Marandi, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg

INFORMS J. Comput., 2022

2020

RobustQO, data and codes related to the paper: "Extending the scope of robust quadratic optimization.".

Ahmadreza Marandi, Dick den Hertog, Bertrand Melenberg, Aharon Ben-Tal

Dataset, November, 2020

2018

Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information.

Krzysztof Postek, Aharon Ben-Tal, Dick den Hertog, Bertrand Melenberg

Oper. Res., 2018

2016

Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures.

Krzysztof Postek, Dick den Hertog, Bertrand Melenberg

SIAM Rev., 2016

2013

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.

Aharon Ben-Tal, Dick den Hertog, Anja De Waegenaere, Bertrand Melenberg, Gijs Rennen

Manag. Sci., 2013

2007

The Econometric Analysis of Agent-Based Models in Finance: An Application.

Youwei Li, Bas Donkers, Bertrand Melenberg

Proceedings of the Intelligent Data Engineering and Automated Learning, 2007