| Publication | Date of Publication | Type |
|---|
Dynamic Black-Litterman
Operations Research | 2026-02-18 | Paper |
Technical note -- A data-driven approach to beating SAA out of sample
Operations Research | 2025-06-05 | Paper |
Optimal pricing decisions for an omni‐channel supply chain with retail service
International Transactions in Operational Research | 2023-11-17 | Paper |
A last-mile drone-assisted one-to-one pickup and delivery problem with multi-visit drone trips
Computers & Operations Research | 2022-09-27 | Paper |
An exact algorithm for two-dimensional vector packing problem with volumetric weight and general costs
European Journal of Operational Research | 2022-03-11 | Paper |
Machine scheduling with orientation selection and two-dimensional packing for additive manufacturing
Computers & Operations Research | 2022-03-07 | Paper |
Calibration of distributionally robust empirical optimization models
Operations Research | 2022-02-16 | Paper |
A branch-and-price-and-cut algorithm for the cable-routing problem in solar power plants
INFORMS Journal on Computing | 2021-06-23 | Paper |
Robust data-driven vehicle routing with time windows
Operations Research | 2021-06-17 | Paper |
An exact algorithm for the unidirectional quay crane scheduling problem with vessel stability
European Journal of Operational Research | 2021-06-04 | Paper |
Multi-trip time-dependent vehicle routing problem with time windows
European Journal of Operational Research | 2021-06-04 | Paper |
A hybrid algorithm for time-dependent vehicle routing problem with time windows
Computers & Operations Research | 2021-05-21 | Paper |
Inertial proximal gradient methods with Bregman regularization for a class of nonconvex optimization problems
Journal of Global Optimization | 2021-04-28 | Paper |
A New Branch-and-Price-and-Cut Algorithm for One-Dimensional Bin-Packing Problems
INFORMS Journal on Computing | 2021-01-07 | Paper |
A generalized Black-Litterman model
Operations Research | 2020-11-08 | Paper |
A branch-and-price algorithm for the two-dimensional vector packing problem
European Journal of Operational Research | 2019-10-17 | Paper |
Robust empirical optimization is almost the same as mean-variance optimization
Operations Research Letters | 2019-06-11 | Paper |
Branch-and-price-and-cut for the manpower routing problem with synchronization constraints
Naval Research Logistics | 2019-05-02 | Paper |
Multi-commodity demand fulfillment via simultaneous pickup and delivery for a fast fashion retailer
Computers & Operations Research | 2018-12-17 | Paper |
Dynamic portfolio selection with market impact costs
Operations Research Letters | 2018-09-28 | Paper |
A branch-and-price algorithm for scheduling of deteriorating jobs and flexible periodic maintenance on a single machine
European Journal of Operational Research | 2018-08-03 | Paper |
A best-fit branch-and-bound heuristic for the unconstrained two-dimensional non-guillotine cutting problem
European Journal of Operational Research | 2018-07-12 | Paper |
A branch-and-cut algorithm for the two-echelon capacitated vehicle routing problem with grouping constraints
European Journal of Operational Research | 2018-05-30 | Paper |
A branch-and-price algorithm for the two-dimensional vector packing problem with piecewise linear cost function
European Journal of Operational Research | 2018-05-29 | Paper |
A feasibility-based heuristic for the container pre-marshalling problem
European Journal of Operational Research | 2018-05-24 | Paper |
A greedy aggregation-decomposition method for intermittent demand forecasting in fashion retailing
European Journal of Operational Research | 2018-05-17 | Paper |
An improved approximation algorithm for the capacitated TSP with pickup and delivery on a tree
Networks | 2018-05-11 | Paper |
Pricing strategies for capacitated ring-star problems based on dynamic programming algorithms
European Journal of Operational Research | 2017-12-06 | Paper |
Decentralized Control of a Stochastic Multi-Agent Queueing System
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
A new risk-sensitive maximum principle
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
A tabu search algorithm for the multi-period inspector scheduling problem
Computers & Operations Research | 2016-11-10 | Paper |
The multiple container loading problem with preference
European Journal of Operational Research | 2016-10-07 | Paper |
An enhanced branch-and-bound algorithm for the talent scheduling problem
European Journal of Operational Research | 2016-10-07 | Paper |
Two exact algorithms for the traveling umpire problem
European Journal of Operational Research | 2016-10-06 | Paper |
On service consistency in multi-period vehicle routing
European Journal of Operational Research | 2016-10-06 | Paper |
A variable neighborhood search for the capacitated vehicle routing problem with two-dimensional loading constraints
European Journal of Operational Research | 2016-10-06 | Paper |
A bidirectional building approach for the 2D constrained guillotine knapsack packing problem
European Journal of Operational Research | 2016-07-08 | Paper |
A block-based layer building approach for the 2D guillotine strip packing problem
European Journal of Operational Research | 2016-06-24 | Paper |
A goal-driven prototype column generation strategy for the multiple container loading cost minimization problem
European Journal of Operational Research | 2016-06-23 | Paper |
Identifying future defaulters: a hierarchical Bayesian method
European Journal of Operational Research | 2016-06-23 | Paper |
Solving the container relocation problem by an improved greedy look-ahead heuristic
European Journal of Operational Research | 2016-06-23 | Paper |
A fast implementation for the 2D/3D box placement problem
Computational Optimization and Applications | 2016-02-23 | Paper |
A memetic algorithm for the multiperiod vehicle routing problem with profit
European Journal of Operational Research | 2015-07-28 | Paper |
Branch-and-price-and-cut for the multiple traveling repairman problem with distance constraints
European Journal of Operational Research | 2015-02-19 | Paper |
The freight consolidation and containerization problem
European Journal of Operational Research | 2015-02-19 | Paper |
An iterative three-component heuristic for the team orienteering problem with time windows
European Journal of Operational Research | 2015-02-18 | Paper |
A goal-driven approach to the 2D bin packing and variable-sized bin packing problems
European Journal of Operational Research | 2014-07-27 | Paper |
Optimal investment and consumption when regime transitions cause price shocks
Insurance Mathematics & Economics | 2014-04-25 | Paper |
Linear-quadratic control and information relaxations
Operations Research Letters | 2013-03-05 | Paper |
A reference length approach for the 3D strip packing problem
European Journal of Operational Research | 2012-12-29 | Paper |
A new iterative-doubling greedy-lookahead algorithm for the single container loading problem
European Journal of Operational Research | 2012-12-29 | Paper |
Space defragmentation for packing problems
European Journal of Operational Research | 2012-12-29 | Paper |
A prototype column generation strategy for the multiple container loading problem
European Journal of Operational Research | 2012-12-29 | Paper |
Multiple pickup and delivery traveling salesman problem with last-in-first-out loading and distance constraints
European Journal of Operational Research | 2012-12-29 | Paper |
The single vehicle routing problem with toll-by-weight scheme: a branch-and-bound approach
European Journal of Operational Research | 2012-12-29 | Paper |
Example-based learning particle swarm optimization for continuous optimization
Information Sciences | 2012-10-26 | Paper |
The freight allocation problem with lane cost balancing constraint
European Journal of Operational Research | 2012-08-16 | Paper |
A two-stage heuristic with ejection pools and generalized ejection chains for the vehicle routing problem with time windows
INFORMS Journal on Computing | 2012-06-18 | Paper |
A skyline heuristic for the 2D rectangular packing and strip packing problems
European Journal of Operational Research | 2012-05-14 | Paper |
The tree representation for the pickup and delivery traveling salesman problem with LIFO loading
European Journal of Operational Research | 2012-05-14 | Paper |
Arboricity: an acyclic hypergraph decomposition problem motivated by database theory
Discrete Applied Mathematics | 2012-03-19 | Paper |
Pricing American-style derivatives with European call options
Management Science | 2012-02-21 | Paper |
A benchmarking approach to optimal asset allocation for insurers and pension funds
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Optimal risk transfer for agents with germs
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Robust asset allocation with benchmarked objectives
Mathematical Finance | 2011-11-21 | Paper |
The multiple container loading cost minimization problem
European Journal of Operational Research | 2011-08-19 | Paper |
Conditional value-at-risk in portfolio optimization: coherent but fragile
Operations Research Letters | 2011-08-19 | Paper |
An investigation of IDA* algorithms for the container relocation problem
Trends in Applied Intelligent Systems | 2011-03-16 | Paper |
New concepts for activity float in resource-constrained project management
Computers & Operations Research | 2011-01-31 | Paper |
Erratum
Operations Research | 2010-03-06 | Paper |
Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
Operations Research | 2009-08-13 | Paper |
Transportation Procurement with Seasonally Varying Shipper Demand and Volume Guarantees
Operations Research | 2009-08-13 | Paper |
AI 2003: Advances in Artificial Intelligence
Lecture Notes in Computer Science | 2009-08-07 | Paper |
A Note on the Optimal EOQ for Announced Price Increases in the Infinite Horizon
Operations Research | 2009-07-18 | Paper |
Truck Dock Assignment Problem with Time Windows and Capacity Constraint in Transshipment Network Through Crossdocks
Computational Science and Its Applications - ICCSA 2006 | 2009-02-10 | Paper |
Truck dock assignment problem with operational time constraint within crossdocks
European Journal of Operational Research | 2008-10-17 | Paper |
Principles and Practice of Constraint Programming – CP 2004
Lecture Notes in Computer Science | 2008-09-09 | Paper |
A <i>m</i>‐parallel crane scheduling problem with a non‐crossing constraint
Naval Research Logistics | 2008-01-16 | Paper |
Tariff concessions in production sourcing
European Journal of Operational Research | 2007-12-12 | Paper |
Port space allocation with a time dimension
The Journal of the Operational Research Society | 2007-11-29 | Paper |
Particle swarm optimization and hill climbing for the bandwidth minimization problem
Applied Intelligence | 2007-09-20 | Paper |
A local search using solution fragments for the 2-machine bicriteria scheduling problem
Computational Optimization and Applications | 2007-08-27 | Paper |
Transshipment through crossdocks with inventory and time windows
Naval Research Logistics | 2007-05-24 | Paper |
Two-machine flow shop problems with a single server
Journal of Scheduling | 2007-05-15 | Paper |
Mean-Variance Hedging When There Are Jumps
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
The bottleneck problem with minimum quantity commitments
Naval Research Logistics | 2007-02-20 | Paper |
Heuristics for matrix bandwidth reduction
European Journal of Operational Research | 2007-01-09 | Paper |
AI 2005: Advances in Artificial Intelligence
Lecture Notes in Computer Science | 2006-11-14 | Paper |
AI 2005: Advances in Artificial Intelligence
Lecture Notes in Computer Science | 2006-11-14 | Paper |
Algorithms and Computation
Lecture Notes in Computer Science | 2006-11-14 | Paper |
AI 2005: Advances in Artificial Intelligence
Lecture Notes in Computer Science | 2006-11-14 | Paper |
A critical-shaking neighborhood search for the yard allocation problem
European Journal of Operational Research | 2006-09-13 | Paper |
The one‐commodity pickup and delivery travelling salesman problem on a path or a tree
Networks | 2006-09-12 | Paper |
A hybrid genetic algorithm for the three-index assignment problem
European Journal of Operational Research | 2006-03-24 | Paper |
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
Mathematics of Operations Research | 2005-11-11 | Paper |
Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
Mathematics of Operations Research | 2005-11-11 | Paper |
Multiple crossdocks with inventory and time windows
Computers & Operations Research | 2005-09-28 | Paper |
Algorithm Theory - SWAT 2004
Lecture Notes in Computer Science | 2005-09-07 | Paper |
Algorithm Theory - SWAT 2004
Lecture Notes in Computer Science | 2005-09-07 | Paper |
Computing and Combinatorics
Lecture Notes in Computer Science | 2005-06-15 | Paper |
Computing and Combinatorics
Lecture Notes in Computer Science | 2005-06-15 | Paper |
Computing and Combinatorics
Lecture Notes in Computer Science | 2005-06-15 | Paper |
Manpower allocation with time windows and job-teaming constraints
Naval Research Logistics | 2005-06-01 | Paper |
Crossdocking—JIT scheduling with time windows
The Journal of the Operational Research Society | 2005-05-23 | Paper |
\(k\)-center problems with minimum coverage
Theoretical Computer Science | 2005-04-06 | Paper |
| scientific article; zbMATH DE number 2133119 (Why is no real title available?) | 2005-02-09 | Paper |
| scientific article; zbMATH DE number 2133120 (Why is no real title available?) | 2005-02-09 | Paper |
Crane scheduling with spatial constraints
Naval Research Logistics | 2005-01-11 | Paper |
| scientific article; zbMATH DE number 2040689 (Why is no real title available?) | 2004-02-11 | Paper |
| scientific article; zbMATH DE number 2040744 (Why is no real title available?) | 2004-02-11 | Paper |
| scientific article; zbMATH DE number 2040688 (Why is no real title available?) | 2004-02-11 | Paper |
| scientific article; zbMATH DE number 2013555 (Why is no real title available?) | 2003-12-04 | Paper |
Nurse rostering problems -- a bibliographic survey.
European Journal of Operational Research | 2003-10-14 | Paper |
Local search with annealing-like restarts to solve the VRPTW
European Journal of Operational Research | 2003-08-13 | Paper |
Multiple-objective risk-sensitive control and its small noise limit
Automatica | 2003-04-27 | Paper |
Sensor scheduling in continuous time
Automatica | 2002-08-24 | Paper |
Risk-sensitive control with HARA utility
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
SIAM Journal on Control and Optimization | 2002-06-23 | Paper |
| scientific article; zbMATH DE number 1755579 (Why is no real title available?) | 2002-06-16 | Paper |
| scientific article; zbMATH DE number 1755613 (Why is no real title available?) | 2002-06-16 | Paper |
| scientific article; zbMATH DE number 1642351 (Why is no real title available?) | 2002-03-12 | Paper |
| scientific article; zbMATH DE number 2015378 (Why is no real title available?) | 2002-01-01 | Paper |
Linear-quadratic control of backward stochastic differential equations
SIAM Journal on Control and Optimization | 2001-10-29 | Paper |
| On LQG control of linear stochastic systems with control dependent noise | 2001-05-06 | Paper |
Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
A path following algorithm for infinite quadratic programming on a Hilbert space
Discrete and Continuous Dynamical Systems | 2000-08-16 | Paper |
| scientific article; zbMATH DE number 1080352 (Why is no real title available?) | 1999-09-29 | Paper |
The berth planning problem
Operations Research Letters | 1999-05-05 | Paper |
Discrete time LQG controls with control dependent noise
Systems & Control Letters | 1999-04-28 | Paper |
| scientific article; zbMATH DE number 1203410 (Why is no real title available?) | 1999-03-02 | Paper |
| scientific article; zbMATH DE number 1234989 (Why is no real title available?) | 1999-01-03 | Paper |
| scientific article; zbMATH DE number 1234975 (Why is no real title available?) | 1999-01-03 | Paper |
| scientific article; zbMATH DE number 1203392 (Why is no real title available?) | 1998-09-28 | Paper |
A quasi-separation theorem for LQG optimal control with IQ constraints
Systems & Control Letters | 1998-07-22 | Paper |
Offset range problem for two blocks
Journal of Information and Optimization Sciences | 1997-12-17 | Paper |
Distributed algorithms for maximum cliques
Journal of Information and Optimization Sciences | 1997-05-28 | Paper |
Efficient algorithms to find optimal paths in a public transportation network
Journal of Information and Optimization Sciences | 1997-05-28 | Paper |
Solutions to the combined sensitivity and complementary sensitivity problem in control systems
IEEE Transactions on Automatic Control | 1997-03-13 | Paper |
Separation theorem for linearly constrained LQG optimal control
Systems & Control Letters | 1997-02-27 | Paper |
Minimum area joining of k compacted cells
Information Processing Letters | 1997-02-27 | Paper |
| scientific article; zbMATH DE number 933180 (Why is no real title available?) | 1996-10-09 | Paper |
| scientific article; zbMATH DE number 827974 (Why is no real title available?) | 1995-12-20 | Paper |
Performance Oriented Spanning Trees
Journal of Information and Optimization Sciences | 1995-08-27 | Paper |
Single jog minimum area joining of compacted cells
Information Processing Letters | 1993-11-15 | Paper |
The algorithmic complexity of colour switching
Information Processing Letters | 1993-01-17 | Paper |
Partial Backorder Inventory System: Asymptotic Optimality and Demand Learning
(available as arXiv preprint) | N/A | Paper |
