| Publication | Date of Publication | Type |
|---|
Learning to schedule in multiclass many-server queues with abandonment
Operations Research | 2026-02-18 | Paper |
Markdown policies for demand learning with forward-looking customers
Operations Research | 2025-11-11 | Paper |
Inventory placement on a network
Operations Research Letters | 2025-05-06 | Paper |
To interfere or not to interfere: information revelation and price-setting incentives in a multiagent learning environment
Operations Research | 2025-01-30 | Paper |
| Greedy algorithms for the freight consolidation problem | 2024-07-10 | Paper |
Disruption and Rerouting in Supply Chain Networks
Operations Research | 2024-03-12 | Paper |
| On the Convergence of L-shaped Algorithms for Two-Stage Stochastic Programming | 2023-09-03 | Paper |
| Quantification of Market Power Mitigation via Efficient Aggregation of Distributed Energy Resources | 2022-09-14 | Paper |
Spatial price integration in commodity markets with capacitated transportation networks
Operations Research | 2022-08-05 | Paper |
A High-Fidelity Model to Predict Length of Stay in the Neonatal Intensive Care Unit
INFORMS Journal on Computing | 2022-06-28 | Paper |
| Learning from Stochastically Revealed Preference | 2022-06-03 | Paper |
The value and cost of more stages in stochastic programming: a statistical analysis on a set of portfolio choice problems
Quantitative Finance | 2022-04-05 | Paper |
Asymptotic behavior of solutions: an application to stochastic NLP
Mathematical Programming. Series A. Series B | 2022-03-22 | Paper |
Dynamic learning and market making in spread betting markets with informed bettors
Operations Research | 2022-02-16 | Paper |
Portfolio optimization under a generalized hyperbolic skewed \(t\) distribution and exponential utility
Quantitative Finance | 2021-07-16 | Paper |
Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior
Quantitative Finance | 2021-06-02 | Paper |
| On Efficient Aggregation of Distributed Energy Resources | 2021-03-26 | Paper |
An Approximation Approach for Response-Adaptive Clinical Trial Design
INFORMS Journal on Computing | 2021-02-01 | Paper |
Dynamic selling mechanisms for product differentiation and learning
Operations Research | 2020-10-26 | Paper |
Optimal dynamic product development and launch for a network of customers
Operations Research | 2020-10-20 | Paper |
Risk-sensitive asset management and cascading defaults
Mathematics of Operations Research | 2020-03-11 | Paper |
Book review of: X. Liu et al., Optimization and management in manufacturing engineering. Resource collaborative optimization and management through the internet of things.
Journal of Global Optimization | 2019-05-23 | Paper |
A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
Operations Research | 2018-03-06 | Paper |
| Inverse optimization for the recovery of market structure from market outcomes: an application to the MISO electricity market | 2017-09-26 | Paper |
The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
European Journal of Operational Research | 2016-10-07 | Paper |
Response-adaptive designs for clinical trials: simultaneous learning from multiple patients
European Journal of Operational Research | 2016-10-07 | Paper |
Introduction to the special issue on optimizing risk management in services
Optimization | 2012-12-13 | Paper |
Estimation of potential gains from mergers in multiple periods: a comparison of stochastic frontier analysis and data envelopment analysis
Annals of Operations Research | 2011-11-17 | Paper |
Introduction to stochastic programming.
Springer Series in Operations Research and Financial Engineering | 2011-06-22 | Paper |
Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
SIAM Journal on Optimization | 2008-12-05 | Paper |
Equity valuation, production, and financial planning: A stochastic programming approach
Naval Research Logistics | 2007-02-20 | Paper |
| The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse | 2007-01-18 | Paper |
Finite buffer polling models with routing
European Journal of Operational Research | 2005-04-21 | Paper |
Stochastic unit commitment problem
International Transactions in Operational Research | 2005-03-04 | Paper |
Multistage stochastic programming model for electric power capacity expansion problem
Japan Journal of Industrial and Applied Mathematics | 2004-06-18 | Paper |
Equilibrium values in a competitive power exchange market
Computational Economics | 2002-10-26 | Paper |
Duality gaps in stochastic integer programming
Journal of Global Optimization | 2002-06-05 | Paper |
Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs
Operations Research | 2002-06-04 | Paper |
Convergence properties of two-stage stochastic programming
Journal of Optimization Theory and Applications | 2001-02-19 | Paper |
| scientific article; zbMATH DE number 1488896 (Why is no real title available?) | 2000-08-10 | Paper |
Successive Approximations of Linear Control Models
SIAM Journal on Control and Optimization | 1999-03-31 | Paper |
| scientific article; zbMATH DE number 1260461 (Why is no real title available?) | 1999-03-10 | Paper |
Modeling investment uncertainty in the costs of global \(CO_2\) emission policy
European Journal of Operational Research | 1998-11-26 | Paper |
Bounds on optimal values in stochastic scheduling
Operations Research Letters | 1998-01-12 | Paper |
State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
INFORMS Journal on Computing | 1997-09-17 | Paper |
Introduction to Stochastic Programming
Springer Series in Operations Research and Financial Engineering | 1997-09-15 | Paper |
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
Mathematical Programming. Series A. Series B | 1997-08-07 | Paper |
Stochastic programming approaches to stochastic scheduling
Journal of Global Optimization | 1997-01-07 | Paper |
Computing Karmarkar's projections quickly by using matrix factorization
Applied Mathematics. Series B (English Edition) | 1996-12-12 | Paper |
| scientific article; zbMATH DE number 912601 (Why is no real title available?) | 1996-08-01 | Paper |
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions
Operations Research Letters | 1996-08-01 | Paper |
Parallel decomposition of large-scale stochastic nonlinear programs
Annals of Operations Research | 1996-07-31 | Paper |
Subdifferential Convergence in Stochastic Programs
SIAM Journal on Optimization | 1996-06-23 | Paper |
Bounds on Expected Project Tardiness
Operations Research | 1996-04-29 | Paper |
Models and model value in stochastic programming
Annals of Operations Research | 1996-01-07 | Paper |
Continuous approximation schemes for stochastic programs
Annals of Operations Research | 1995-08-27 | Paper |
Optimal match-up strategies in stochastic scheduling
Discrete Applied Mathematics | 1995-04-10 | Paper |
Studies of lexicography in the generalized network simplex method
Annals of Operations Research | 1994-05-05 | Paper |
Semiregularity and Generalized Subdifferentials with Applications to Optimization
Mathematics of Operations Research | 1994-05-03 | Paper |
Optimal Flows in Stochastic Dynamic Networks with Congestion
Operations Research | 1993-08-09 | Paper |
Efficient solution of two-stage stochastic linear programs using interior point methods
Computational Optimization and Applications | 1993-06-29 | Paper |
Prior reduced fill-in in solving equations in interior point algorithms
Operations Research Letters | 1993-01-16 | Paper |
Bounding separable recourse functions with limited distribution information
Annals of Operations Research | 1992-06-26 | Paper |
Matchup Scheduling with Multiple Resources, Release Dates and Disruptions
Operations Research | 1992-06-25 | Paper |
| Single-machine scheduling subject to stochastic breakdowns | 1990-01-01 | Paper |
Sublinear upper bounds for stochastic programs with recourse
Mathematical Programming. Series A. Series B | 1989-01-01 | Paper |
Upper Bounds on the Expected Value of a Convex Function Using Gradient and Conjugate Function Information
Mathematics of Operations Research | 1989-01-01 | Paper |
Using Parallel Iteration for Approximate Analysis of a Multiple Server Queueing System
Operations Research | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4083368 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4093184 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4079132 (Why is no real title available?) | 1988-01-01 | Paper |
A multicut algorithm for two-stage stochastic linear programs
European Journal of Operational Research | 1988-01-01 | Paper |
A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
SIAM Journal on Control and Optimization | 1988-01-01 | Paper |
Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
Management Science | 1988-01-01 | Paper |
Assessing the effects of machine breakdowns in stochastic scheduling
Operations Research Letters | 1988-01-01 | Paper |
Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
Mathematics of Operations Research | 1987-01-01 | Paper |
Aggregation in Dynamic Programming
Operations Research | 1987-01-01 | Paper |
Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
Mathematical Programming Studies | 1986-01-01 | Paper |
Refining bounds for stochastic linear programs with linearly transformed independent random variables
Operations Research Letters | 1986-01-01 | Paper |
Aggregation bounds in stochastic linear programming
Mathematical Programming | 1985-01-01 | Paper |
Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
Operations Research | 1985-01-01 | Paper |
Methods for a network design problem in solar power systems
Computers & Operations Research | 1985-01-01 | Paper |
A dantzig-wolfe decomposition variant equivalent to basis factorization
Mathematical Programming Essays in Honor of George B. Dantzig Part I | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3874941 (Why is no real title available?) | 1984-01-01 | Paper |
Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs
American Journal of Mathematical and Management Sciences | 1984-01-01 | Paper |
Computational complexity of Van der Heyden's variable dimension algorithm and Dantzig-Cottle's principal pivoting method for solving LCP's
Mathematical Programming | 1983-01-01 | Paper |
The value of the stochastic solution in stochastic linear programs with fixed recourse
Mathematical Programming | 1982-01-01 | Paper |
