The following pages link to David B. Brown (Q2467441):
Displaying 13 items.
- Large deviations bounds for estimating conditional value-at-risk (Q2467442) (← links)
- Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats (Q2846423) (← links)
- Information Relaxations, Duality, and Convex Stochastic Dynamic Programs (Q2941432) (← links)
- Information Relaxations and Duality in Stochastic Dynamic Programs (Q3098274) (← links)
- A Soft Robust Model for Optimization Under Ambiguity (Q3098315) (← links)
- Constructing Uncertainty Sets for Robust Linear Optimization (Q3100442) (← links)
- Theory and Applications of Robust Optimization (Q3115860) (← links)
- Optimal Portfolio Liquidation with Distress Risk (Q3117328) (← links)
- Satisficing Measures for Analysis of Risky Positions (Q3117772) (← links)
- Information Relaxation Bounds for Infinite Horizon Markov Decision Processes (Q4598650) (← links)
- Approximations to Stochastic Dynamic Programs via Information Relaxation Duality (Q5126622) (← links)
- Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptotic Optimality (Q5131543) (← links)
- Constrained Stochastic LQC: A Tractable Approach (Q5282256) (← links)
