Publication | Date of Publication | Type |
---|
Liquidity-constrained index tracking optimization models | 2024-02-08 | Paper |
Multi-Agent Search for a Moving and Camouflaging Target | 2023-09-05 | Paper |
An Integer L-shaped Method for Dynamic Order Dispatching in Autonomous Last-Mile Delivery with Demand Uncertainty | 2022-08-18 | Paper |
Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics | 2022-06-30 | Paper |
Spatiotemporal Data Set for Out-of-Hospital Cardiac Arrests | 2022-06-28 | Paper |
A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs | 2022-06-27 | Paper |
Data-Driven Optimization of Reward-Risk Ratio Measures | 2022-06-27 | Paper |
Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements | 2022-06-22 | Paper |
Distributionally robust portfolio optimization with linearized STARR performance measure | 2022-04-05 | Paper |
Data-driven distributionally robust chance-constrained optimization with Wasserstein metric | 2021-04-28 | Paper |
A distributionally robust area under curve maximization model | 2021-04-07 | Paper |
Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations | 2021-01-19 | Paper |
Data laboratory for supply chain response models during epidemic outbreaks | 2019-03-06 | Paper |
Note on ``A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning | 2019-01-28 | Paper |
Recent advances in the theory and practice of logical analysis of data | 2019-01-18 | Paper |
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints | 2018-10-31 | Paper |
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting | 2018-10-29 | Paper |
Game Theoretical Approach for Reliable Enhanced Indexation | 2018-10-24 | Paper |
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry | 2017-09-08 | Paper |
Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria | 2017-03-07 | Paper |
Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities | 2016-10-31 | Paper |
Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization | 2016-10-07 | Paper |
Effectiveness-equity models for facility location problems on tree networks | 2016-06-10 | Paper |
Erratum to: ``Threshold Boolean form for joint probabilistic constraints with random technology matrix | 2016-02-23 | Paper |
Probabilistic modeling of multiperiod service levels | 2015-07-28 | Paper |
Portfolio Optimization with Combinatorial and Downside Return Constraints | 2015-02-06 | Paper |
Public facility location using dispersion, population, and equity criteria | 2015-02-03 | Paper |
Threshold Boolean form for joint probabilistic constraints with random technology matrix | 2014-10-17 | Paper |
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs | 2014-06-30 | Paper |
A VaR Black–Litterman model for the construction of absolute return fund-of-funds | 2013-03-14 | Paper |
Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems | 2013-03-12 | Paper |
Pattern definition of the \(p\)-efficiency concept | 2013-01-15 | Paper |
Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments | 2012-08-17 | Paper |
Optimization for simulation: LAD accelerator | 2011-11-17 | Paper |
Mathematical programming approaches for generating \(p\)-efficient points | 2010-09-09 | Paper |
MIP reformulations of the probabilistic set covering problem | 2010-02-19 | Paper |
An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems | 2009-08-13 | Paper |
Integer programming solution approach for inventory‐production–distribution problems with direct shipments | 2008-05-29 | Paper |
Modeling country risk ratings using partial orders | 2006-10-27 | Paper |
Heuristic optimization of experimental designs. | 2003-05-19 | Paper |
Drone-Delivery Network for Opioid Overdose -- Nonlinear Integer Queueing-Optimization Models and Methods | 0001-01-03 | Paper |