| Publication | Date of Publication | Type |
|---|
In memoriam: Nicos Christofides (1942--2019)
SN Operations Research Forum | 2022-03-31 | Paper |
Robust risk budgeting
Annals of Operations Research | 2018-11-12 | Paper |
A weighted mirror descent algorithm for nonsmooth convex optimization problem
Journal of Optimization Theory and Applications | 2016-10-20 | Paper |
Robust portfolio optimization with copulas
European Journal of Operational Research | 2015-02-19 | Paper |
Worst-case robust Omega ratio
European Journal of Operational Research | 2015-02-03 | Paper |
Robust Markov Decision Processes
Mathematics of Operations Research | 2014-07-11 | Paper |
Robust international portfolio management
Computational Management Science | 2013-10-21 | Paper |
Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity
Journal of Global Optimization | 2013-09-26 | Paper |
Pessimistic bilevel optimization
SIAM Journal on Optimization | 2013-06-27 | Paper |
Distributionally robust joint chance constraints with second-order moment information
Mathematical Programming. Series A. Series B | 2013-03-18 | Paper |
Multi-resource allocation in stochastic project scheduling
Annals of Operations Research | 2013-01-15 | Paper |
International portfolio management with affine policies
European Journal of Operational Research | 2012-12-29 | Paper |
Robust hedging strategies
Computers & Operations Research | 2012-11-15 | Paper |
Robust resource allocations in temporal networks
Mathematical Programming. Series A. Series B | 2012-10-15 | Paper |
Robust portfolio optimization: a conic programming approach
Computational Optimization and Applications | 2012-09-27 | Paper |
A constraint sampling approach for multi-stage robust optimization
Automatica | 2012-08-24 | Paper |
Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
INFORMS Journal on Computing | 2012-06-18 | Paper |
Risky traveling salesman problem
European Journal of Operational Research | 2012-05-14 | Paper |
Computation of correlated equilibrium with global-optimal expected social welfare
Journal of Optimization Theory and Applications | 2012-05-08 | Paper |
A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming
Optimization Letters | 2011-11-04 | Paper |
Switching stepsize strategies for sequential quadratic programming
Journal of Optimization Theory and Applications | 2011-08-23 | Paper |
Stochastic optimization and worst-case decisions
Lecture Notes in Economics and Mathematical Systems | 2011-08-09 | Paper |
Robust portfolio optimization with derivative insurance guarantees
European Journal of Operational Research | 2011-04-29 | Paper |
Partitioning procedure for polynomial optimization
Journal of Global Optimization | 2010-11-12 | Paper |
Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems
Journal of Optimization Theory and Applications | 2010-08-13 | Paper |
An interior-point algorithm for nonlinear minimax problems
Journal of Optimization Theory and Applications | 2010-04-13 | Paper |
Dynamic mean-variance portfolio analysis under model risk
The Journal of Computational Finance | 2010-02-08 | Paper |
Maximizing the net present value of a project under uncertainty
European Journal of Operational Research | 2009-11-23 | Paper |
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
Computational Management Science | 2009-11-02 | Paper |
Global optimization of multi-parametric MILP problems
Journal of Global Optimization | 2009-09-25 | Paper |
Convergence analysis of a global optimization algorithm using stochastic differential equations
Journal of Global Optimization | 2009-09-25 | Paper |
A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems
Journal of Global Optimization | 2009-09-01 | Paper |
Global optimisation of pessimistic bi-level problems
| 2009-08-03 | Paper |
Global optimization of robust chance constrained problems
Journal of Global Optimization | 2009-07-13 | Paper |
An algorithm for the global optimization of a class of continuous minimax problems
Journal of Optimization Theory and Applications | 2009-07-06 | Paper |
Robust optimal decisions with imprecise forecasts
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Bound-based decision rules in multistage stochastic programming
| 2009-02-24 | Paper |
A smoothing algorithm for finite min-max-min problems
Optimization Letters | 2009-02-17 | Paper |
Global Optimization of the Scenario Generation and Portfolio Selection Problems
Computational Science and Its Applications - ICCSA 2006 | 2009-02-10 | Paper |
Simulation and optimization approaches to scenario tree generation
Journal of Economic Dynamics and Control | 2008-11-06 | Paper |
Threshold accepting approach to improve bound-based approximations for portfolio optimization
| 2008-09-09 | Paper |
A general framework for multistage mean-variance post-tax optimization
Annals of Operations Research | 2008-09-03 | Paper |
A multi-parametric programming approach for constrained dynamic programming problems
Optimization Letters | 2008-06-11 | Paper |
A pricing mechanism for resource management in grid computing
Computational Economics | 2008-06-11 | Paper |
Parametric global optimisation for bilevel programming
Journal of Global Optimization | 2008-01-04 | Paper |
Stochastic optimization and worst-case analysis in monetary policy design
Computational Economics | 2007-12-06 | Paper |
A mixed integer programming model for multistage mean-variance post-tax optimization
European Journal of Operational Research | 2007-10-25 | Paper |
Worst-case robust decisions for multi-period mean-variance portfolio optimization
European Journal of Operational Research | 2007-08-27 | Paper |
Worst-case modelling for management decisions under incomplete information, with application to electricity spot markets
| 2007-07-18 | Paper |
Linearly constrained global optimization and stochastic differential equations
Journal of Global Optimization | 2007-01-05 | Paper |
Continuous min-max approach for single period portfolio selection problem
| 2006-02-13 | Paper |
Globally convergent interior-point algorithm for nonlinear programming
Journal of Optimization Theory and Applications | 2005-10-18 | Paper |
Tax impact on multi-stage mean-variance portfolio allocation
International Transactions in Operational Research | 2005-01-20 | Paper |
Post-tax optimization with stochastic programming
European Journal of Operational Research | 2004-08-16 | Paper |
scientific article; zbMATH DE number 2065134 (Why is no real title available?)
| 2004-05-18 | Paper |
scientific article; zbMATH DE number 2065136 (Why is no real title available?)
| 2004-05-18 | Paper |
Semi-infinite programming and applications to minimax problems
Annals of Operations Research | 2004-01-06 | Paper |
scientific article; zbMATH DE number 1836452 (Why is no real title available?)
| 2002-11-27 | Paper |
scientific article; zbMATH DE number 1834580 (Why is no real title available?)
| 2002-11-24 | Paper |
A primal–dual interior point algorithm with an exact and differentiable merit function for nonlinear programming
Optimization Methods & Software | 2002-07-22 | Paper |
An outer approximation based branch and cut algorithm for convex 0-1 MINLP problems
Optimization Methods & Software | 2002-02-26 | Paper |
An interior point algorithm for computing saddle points of constrained continuous minimax
Annals of Operations Research | 2001-06-14 | Paper |
Robust min-max portfolio strategies for rival forecast and risk scenarios
Journal of Economic Dynamics and Control | 2000-10-26 | Paper |
Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
Annals of Operations Research | 1999-09-26 | Paper |
Multi-period minimax hedging strategies
European Journal of Operational Research | 1998-10-18 | Paper |
A robust hedging algorithm
Journal of Economic Dynamics and Control | 1998-07-22 | Paper |
scientific article; zbMATH DE number 1131476 (Why is no real title available?)
| 1998-03-22 | Paper |
Computing optimal multi-currency mean-variance portfolios
Journal of Economic Dynamics and Control | 1997-02-28 | Paper |
Minimax hedging strategy
Computational Economics | 1995-05-23 | Paper |
Two-step and three-step Q-superlinear convergence of SQP methods
Journal of Optimization Theory and Applications | 1995-01-11 | Paper |
Interactive decision making: Equivalence of modified formulations
Annals of Operations Research | 1994-12-01 | Paper |
scientific article; zbMATH DE number 665581 (Why is no real title available?)
| 1994-11-23 | Paper |
Equality and inequality constrained optimization algorithms with convergent stepsizes
Journal of Optimization Theory and Applications | 1994-10-27 | Paper |
Stochastic and robust control of nonlinear economic systems
European Journal of Operational Research | 1994-07-21 | Paper |
Algorithms for solving nonlinear dynamic decision models
Annals of Operations Research | 1993-12-10 | Paper |
scientific article; zbMATH DE number 89089 (Why is no real title available?)
| 1993-01-16 | Paper |
A constrained min-max algorithm for rival models of the same economic system
Mathematical Programming. Series A. Series B | 1992-06-28 | Paper |
The diagonalizability of quadratic functions and the arbitrariness of shadow prices
Automatica | 1992-06-27 | Paper |
Robust Capacity Planning Under Uncertainty
Management Science | 1991-01-01 | Paper |
Rationality, computability, and complexity
Journal of Economic Dynamics and Control | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4164507 (Why is no real title available?)
| 1990-01-01 | Paper |
A superlinearly convergent constrained min-max algorithm for rival models of the same system
Computers & Mathematics with Applications | 1989-01-01 | Paper |
A constrained min-max algorithm for rival models
Journal of Economic Dynamics and Control | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4051300 (Why is no real title available?)
| 1987-01-01 | Paper |
Objective functions and the complexity of policy design
Journal of Economic Dynamics and Control | 1987-01-01 | Paper |
Convergent stepsizes for constrained optimization algorithms
Journal of Optimization Theory and Applications | 1986-01-01 | Paper |
Optimal fixed rules and simple feedback laws in the design of economic policy
Automatica | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3869018 (Why is no real title available?)
| 1984-01-01 | Paper |
A class of superlinearly convergent projection algorithms with relaxed stepsizes
Applied Mathematics and Optimization | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3869007 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3845361 (Why is no real title available?)
| 1983-01-01 | Paper |
Projection methods in constrained optimisation and applications to optimal policy decisions
Lecture Notes in Control and Information Sciences | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3727084 (Why is no real title available?)
| 1981-01-01 | Paper |
scientific article; zbMATH DE number 3737342 (Why is no real title available?)
| 1980-01-01 | Paper |
scientific article; zbMATH DE number 3735592 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3637563 (Why is no real title available?)
| 1979-01-01 | Paper |
Respecifying the weighting matrix of a quadratic objective function
Automatica | 1978-01-01 | Paper |
