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Price of correlations in stochastic optimization
Agrawal, Shipra; Ding, Yichuan; Saberi, Amin; Ye, Yinyu - In: Operations research 60 (2012) 1, pp. 150-162
Persistent link: https://www.econbiz.de/10009532641
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Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact
Chen, Jingnan; Feng, Liming; Peng, Jiming; Ye, Yinyu - In: Operations research 62 (2014) 1, pp. 195-206
Persistent link: https://www.econbiz.de/10010338535
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The value of stochastic modeling in two-stage stochastic programs with cost uncertainty
Delage, Erick; Arroyo, Sharon; Ye, Yinyu - In: Operations research 62 (2014) 6, pp. 1377-1393
Persistent link: https://www.econbiz.de/10010471839
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A dynamic near-optimal algorithm for online linear programming
Agrawal, Shipra; Wang, Zizhuo; Ye, Yinyu - In: Operations research 62 (2014) 4, pp. 876-890
Persistent link: https://www.econbiz.de/10010403119
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Online linear programming : dual convergence, new algorithms, and regret bounds
Li, Xiaocheng; Ye, Yinyu - In: Operations research 70 (2022) 5, pp. 2948-2966
Persistent link: https://www.econbiz.de/10014307143