| Publication | Date of Publication | Type |
|---|
A simulation optimization approach for the appointment scheduling problem with decision-dependent uncertainties
INFORMS Journal on Computing | 2022-12-01 | Paper |
Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance
SIAM Journal on Optimization | 2022-07-29 | Paper |
A framework for adaptive open-pit mining planning under geological uncertainty
Optimization and Engineering | 2022-05-11 | Paper |
Decomposition methods for Wasserstein-based data-driven distributionally robust problems
Operations Research Letters | 2021-12-13 | Paper |
A data-driven approach for a class of stochastic dynamic optimization problems
Computational Optimization and Applications | 2021-12-08 | Paper |
An ADMM algorithm for two-stage stochastic programming problems
Annals of Operations Research | 2020-05-11 | Paper |
Controlling risk and demand ambiguity in newsvendor models
European Journal of Operational Research | 2019-07-25 | Paper |
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
Mathematical Programming. Series A. Series B | 2019-02-07 | Paper |
Designing coalition-based fair and stable pricing mechanisms under private information on consumers' reservation prices
European Journal of Operational Research | 2018-10-30 | Paper |
Scenario reduction for stochastic programs with conditional value-at-risk
Mathematical Programming. Series A. Series B | 2018-07-13 | Paper |
Variable-sample methods for stochastic optimization
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Finding efficient and environmentally friendly paths for risk-averse freight carriers
Networks and Spatial Economics | 2017-06-20 | Paper |
Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
European Journal of Operational Research | 2016-10-07 | Paper |
Chance-constrained problems and rare events: an importance sampling approach
Mathematical Programming. Series A. Series B | 2016-06-06 | Paper |
Optimal path problems with second-order stochastic dominance constraints
Networks and Spatial Economics | 2016-03-31 | Paper |
Learning and pricing with models that do not explicitly incorporate competition
Operations Research | 2015-10-22 | Paper |
Stochastically weighted stochastic dominance concepts with an application in capital budgeting
European Journal of Operational Research | 2015-02-18 | Paper |
Dynamic fleet scheduling with uncertain demand and customer flexibility
Computational Management Science | 2014-01-30 | Paper |
Newsvendor-type models with decision-dependent uncertainty
Mathematical Methods of Operations Research | 2013-02-20 | Paper |
Some large deviations results for Latin hypercube sampling
Methodology and Computing in Applied Probability | 2012-11-05 | Paper |
Improving fleet utilization for carriers by interval scheduling
European Journal of Operational Research | 2012-08-16 | Paper |
Sample average approximation of stochastic dominance constrained programs
Mathematical Programming. Series A. Series B | 2012-06-26 | Paper |
A study on the cross-entropy method for rare-event probability estimation
INFORMS Journal on Computing | 2012-06-18 | Paper |
Finding optimal material release times using simulation-based optimization
Management Science | 2012-02-12 | Paper |
Re-solving stochastic programming models for airline revenue management
Annals of Operations Research | 2010-10-04 | Paper |
A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
SIAM Journal on Optimization | 2010-09-06 | Paper |
Mathematical programming models for revenue management under customer choice
European Journal of Operational Research | 2009-12-21 | Paper |
Models of the Spiral-Down Effect in Revenue Management
Operations Research | 2009-08-13 | Paper |
On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
SIAM Journal on Optimization | 2009-05-27 | Paper |
Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems
Mathematics of Operations Research | 2005-11-11 | Paper |
Solving the vehicle routing problem with stochastic demands using the cross-entropy method
Annals of Operations Research | 2005-08-05 | Paper |
Conditioning of convex piecewise linear stochastic programs
Mathematical Programming. Series A. Series B | 2003-07-13 | Paper |
| Monte Carlo methods for discrete stochastic optimization | 2002-05-14 | Paper |
The sample average approximation method for stochastic discrete optimization
SIAM Journal on Optimization | 2002-04-23 | Paper |
On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs
SIAM Journal on Optimization | 2001-03-19 | Paper |
A simulation-based approach to two-stage stochastic programming with recourse
Mathematical Programming. Series A. Series B | 1999-06-03 | Paper |
