Somayeh Moazeni

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
Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage INFOR: Information Systems and Operational Research	2023-03-15	Paper
Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization European Journal of Operational Research	2021-06-07	Paper
A utility theory based interactive approach to robustness in linear optimization Journal of Global Optimization	2018-05-25	Paper
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization INFORMS Journal on Computing	2017-10-04	Paper
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy Annals of Operations Research	2016-05-19	Paper
Least Squares Policy Iteration with Instrumental Variables vs. Direct Policy Search: Comparison Against Optimal Benchmarks Using Energy Storage (available as arXiv preprint)	2014-01-04	Paper
Regularized robust optimization: the optimal portfolio execution case Computational Optimization and Applications	2013-06-26	Paper
A note on the dynamic liquidity trading problem with a mean-variance objective Optimization Letters	2011-03-14	Paper
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters SIAM Journal on Optimization	2010-09-06	Paper
Fuzzy shortest path problem with finite fuzzy quantities Applied Mathematics and Computation	2007-02-13	Paper

Research outcomes over time

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