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Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario; Hall, Jesse; Saunders, David M. - In: Mathematics of operations research 48 (2023) 2, pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
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Strategies for prediction under imperfect monitoring
Lugosi, Gábor; Mannor, Shie; Stoltz, Gilles - In: Mathematics of operations research 33 (2008) 3, pp. 513-528
Persistent link: https://www.econbiz.de/10003766292
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Learning optimal forecast aggregation in partial evidence environments
Babichenko, Yakov; Garber, Dan - In: Mathematics of operations research 46 (2021) 2, pp. 628-641
Persistent link: https://www.econbiz.de/10012582191
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Model predictive control for dynamic resource allocation
Ciocan, Dragos Florin; Farias, Vivek - In: Mathematics of operations research 37 (2012) 3, pp. 501-525
Persistent link: https://www.econbiz.de/10009612949
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A new approach to capacity scaling augmented with unreliable machine learning predictions
Rutten, Daan; Mukherjee, Debankur - In: Mathematics of operations research 49 (2024) 1, pp. 476-508
Persistent link: https://www.econbiz.de/10014527953
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Distributionally robust inventory control when demand is a martingale
Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068
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Stochastic optimization with decision-dependent distributions
Drusvyatskiy, Dmitriy; Xiao, Lin - In: Mathematics of operations research 48 (2023) 2, pp. 954-998
Persistent link: https://www.econbiz.de/10014314968
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A fast temporal decomposition procedure for long-horizon nonlinear dynamic programming
Na, Sen; Anitescu, Mihai; Kolar, Mladen - In: Mathematics of operations research 49 (2024) 2, pp. 1012-1044
Persistent link: https://www.econbiz.de/10014564928
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An analytic center cutting plane approach for conic programming
Basescu, Vasile L.; Mitchell, John E. - In: Mathematics of operations research 33 (2008) 3, pp. 529-551
Persistent link: https://www.econbiz.de/10003766295
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Optimal expected-distance separating halfspace
Carrizosa, Emilio; Plastria, Frank - In: Mathematics of operations research 33 (2008) 3, pp. 662-677
Persistent link: https://www.econbiz.de/10003766313