| Publication | Date of Publication | Type |
|---|
| Distributionally robust optimization through the lens of submodularity | 2023-12-08 | Paper |
Probability bounds for \(n\) random events under \((n-1)\)-wise independence
Operations Research Letters | 2023-06-27 | Paper |
Discrete Optimal Transport with Independent Marginals is #P-Hard
SIAM Journal on Optimization | 2023-06-07 | Paper |
Tight Probability Bounds with Pairwise Independence
SIAM Journal on Discrete Mathematics | 2023-05-31 | Paper |
Extremal probability bounds in combinatorial optimization
SIAM Journal on Optimization | 2022-11-23 | Paper |
The random QUBO
The Quadratic Unconstrained Binary Optimization Problem | 2022-11-15 | Paper |
Distributionally Robust Linear and Discrete Optimization with Marginals
Operations Research | 2022-08-05 | Paper |
On the heavy-tail behavior of the distributionally robust newsvendor
Operations Research | 2022-02-16 | Paper |
Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
INFORMS Journal on Computing | 2021-06-23 | Paper |
Exploiting partial correlations in distributionally robust optimization
Mathematical Programming. Series A. Series B | 2021-02-15 | Paper |
| Tree Bounds for Sums of Bernoulli Random Variables: A Linear Optimization Approach | 2019-10-12 | Paper |
Distributionally robust project crashing with partial or no correlation information
Networks | 2019-08-01 | Paper |
A Convex Optimization Approach for Computing Correlated Choice Probabilities With Many Alternatives
IEEE Transactions on Automatic Control | 2019-01-28 | Paper |
Bounds for random binary quadratic programs
SIAM Journal on Optimization | 2018-04-03 | Paper |
On the polynomial solvability of distributionally robust k-sum optimization
Optimization Methods & Software | 2017-11-24 | Paper |
Choice Prediction With Semidefinite Optimization When Utilities are Correlated
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
On reduced semidefinite programs for second order moment bounds with applications
Mathematical Programming. Series A. Series B | 2017-02-03 | Paper |
Least squares approximation to the distribution of project completion times with Gaussian uncertainty
Operations Research | 2017-01-26 | Paper |
Distributionally robust mixed integer linear programs: persistency models with applications
European Journal of Operational Research | 2016-06-24 | Paper |
Robustness to dependency in portfolio optimization using overlapping marginals
Operations Research | 2016-04-05 | Paper |
A Probabilistic Model for Minmax Regret in Combinatorial Optimization
Operations Research | 2014-06-26 | Paper |
New analytical bounds on the average undershoot in an infinite horizon \((s,S)\) inventory system
Operations Research Letters | 2013-06-24 | Paper |
On the complexity of nonoverlapping multivariate marginal bounds for probabilistic combinatorial optimization problems
Operations Research | 2012-06-18 | Paper |
Persistency model and its applications in choice modeling
Management Science | 2012-03-01 | Paper |
Mixed 0-1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
Operations Research | 2012-01-26 | Paper |
Constructing Risk Measures from Uncertainty Sets
Operations Research | 2011-11-24 | Paper |
Models for minimax stochastic linear optimization problems with risk aversion
Mathematics of Operations Research | 2011-04-27 | Paper |
Tractable robust expected utility and risk models for portfolio optimization
Mathematical Finance | 2010-10-15 | Paper |
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
Management Science | 2008-09-05 | Paper |
A MEAN–VARIANCE BOUND FOR A THREE-PIECE LINEAR FUNCTION
Probability in the Engineering and Informational Sciences | 2008-01-09 | Paper |
A semidefinite optimization approach to the steady-state analysis of queueing systems
Queueing Systems | 2007-08-17 | Paper |
TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
Probability in the Engineering and Informational Sciences | 2007-02-13 | Paper |
Persistence in discrete optimization under data uncertainty
Mathematical Programming. Series A. Series B | 2006-09-12 | Paper |
| Dispatching automated guided vehicles in a container terminal | 2006-08-07 | Paper |
Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
SIAM Journal on Optimization | 2005-02-23 | Paper |
