Bertrand Melenberg

According to our database1, Bertrand Melenberg authored at least 4 papers between 2007 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information.
Oper. Res., 2018

2016
Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures.
SIAM Review, 2016

2013
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.
Manag. Sci., 2013

2007
The Econometric Analysis of Agent-Based Models in Finance: An Application.
Proceedings of the Intelligent Data Engineering and Automated Learning, 2007


  Loading...