Christopher Thomas Ryan

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Person:507335

Available identifiers

zbMath Open ryan.christopher-thomasMaRDI QIDQ507335

List of research outcomes





PublicationDate of PublicationType
Minimum spanning trees in infinite graphs: theory and algorithms2024-10-22Paper
``Near weighted utilitarian characterizations of Pareto optima2024-05-14Paper
Designing optimization problems with diverse solutions2023-11-09Paper
A greedy algorithm for finding maximum spanning trees in infinite graphs2022-12-12Paper
Robust Learning of Consumer Preferences2022-05-31Paper
A Simplex Method for Countably Infinite Linear Programs2022-01-07Paper
Optimizing for Strategy Diversity in the Design of Video Games2021-06-22Paper
The Discrete Moment Problem with Nonconvex Shape Constraints2021-06-17Paper
Dual-based methods for solving infinite-horizon nonstationary deterministic dynamic programs2021-04-23Paper
Mixed-integer bilevel representability2021-01-25Paper
A Nonasymptotic Approach to Analyzing Kidney Exchange Graphs2020-10-12Paper
Monotonicity of Optimal Contracts Without the First-Order Approach2020-10-12Paper
Mixed-Integer Linear Representability, Disjunctions, and Chvátal Functions—Modeling Implications2020-04-30Paper
A general solution method for moral hazard problems2019-01-31Paper
On the sufficiency of finite support duals in semi-infinite linear programming2018-08-27Paper
A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems2018-07-18Paper
Mixed-integer linear representability, disjunctions, and variable elimination2017-08-31Paper
Strong duality and sensitivity analysis in semi-infinite linear programming2017-02-03Paper
The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization2016-01-21Paper
Projection: A Unified Approach to Semi-Infinite Linear Programs and Duality in Convex Programming2015-04-01Paper
Rational Generating Functions and Integer Programming Games2012-06-26Paper
Parametric integer programming algorithm for bilevel mixed integer programs2010-10-27Paper

Research outcomes over time

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