David B. Brown

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Static routing in stochastic scheduling: performance guarantees and asymptotic optimality Operations Research	2020-11-08	Paper
Approximations to stochastic dynamic programs via information relaxation duality Operations Research	2020-10-20	Paper
Information relaxation bounds for infinite horizon Markov decision processes Operations Research	2017-12-15	Paper
Constrained Stochastic LQC: A Tractable Approach IEEE Transactions on Automatic Control	2017-07-27	Paper
Information Relaxations, Duality, and Convex Stochastic Dynamic Programs Operations Research	2015-08-28	Paper
Optimal sequential exploration: bandits, clairvoyants, and wildcats Operations Research	2013-09-05	Paper
Satisficing Measures for Analysis of Risky Positions Management Science	2012-02-29	Paper
Optimal Portfolio Liquidation with Distress Risk Management Science	2012-02-27	Paper
Theory and applications of robust optimization SIAM Review	2012-02-11	Paper
Theory and applications of robust optimization SIAM Review	2012-02-11	Paper
Constructing uncertainty sets for robust linear optimization Operations Research	2011-11-24	Paper
A soft robust model for optimization under ambiguity Operations Research	2011-11-17	Paper
Information relaxations and duality in stochastic dynamic programs Operations Research	2011-11-17	Paper
Large deviations bounds for estimating conditional value-at-risk Operations Research Letters	2008-01-21	Paper

Research outcomes over time

This page was built for person: David B. Brown