David B. Brown

Available identifiers

zbMath Open brown.david-bMaRDI QIDQ2467441

List of research outcomes

Publication	Date of Publication	Type
Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality	2020-11-08	Paper
Approximations to Stochastic Dynamic Programs via Information Relaxation Duality	2020-10-20	Paper
Information Relaxation Bounds for Infinite Horizon Markov Decision Processes	2017-12-15	Paper
Constrained Stochastic LQC: A Tractable Approach	2017-07-27	Paper
Information Relaxations, Duality, and Convex Stochastic Dynamic Programs	2015-08-28	Paper
Optimal sequential exploration: bandits, clairvoyants, and wildcats	2013-09-05	Paper
Satisficing Measures for Analysis of Risky Positions	2012-02-29	Paper
Optimal Portfolio Liquidation with Distress Risk	2012-02-27	Paper
Theory and Applications of Robust Optimization	2012-02-11	Paper
Constructing Uncertainty Sets for Robust Linear Optimization	2011-11-24	Paper
A Soft Robust Model for Optimization Under Ambiguity	2011-11-17	Paper
Information Relaxations and Duality in Stochastic Dynamic Programs	2011-11-17	Paper
Large deviations bounds for estimating conditional value-at-risk	2008-01-21	Paper

Research outcomes over time

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