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~person:"Bertsimas, Dimitris"
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Bertsimas, Dimitris
Pardalos, Panos M.
66
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64
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63
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62
Kimms, Alf
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35
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34
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34
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33
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33
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32
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32
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32
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31
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31
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30
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30
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10
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6
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5
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5
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5
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3
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3
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ECONIS (ZBW)
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
2
Approximating integrals of multivariate exponentials : a moment approach
Bertsimas, Dimitris
;
Doan, Xuan Vinh
;
Lasserre, Jean
- In:
Operations research letters
36
(
2008
)
2
,
pp. 205-210
Persistent link: https://www.econbiz.de/10003773640
Saved in:
3
Algorithm for cardinality-constrained quadratic optimization
Bertsimas, Dimitris
;
Shioda, Romy
- In:
Computational optimization and applications : an …
43
(
2009
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003860209
Saved in:
4
Robust multiperiod portfolio management in the presence of transaction costs
Bertsimas, Dimitris
;
Pachamanova, Dessislava A.
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10003665715
Saved in:
5
On the power of robust solutions in two-stage stochastic and adaptive optimization problems
Bertsimas, Dimitris
;
Goyal, Vineet
- In:
Mathematics of operations research
35
(
2010
)
2
,
pp. 284-305
Persistent link: https://www.econbiz.de/10003985683
Saved in:
6
Optimality of affine policies in multistage robust optimization
Bertsimas, Dimitris
;
Iancu, Dan A.
;
Parrilo, Pablo A.
- In:
Mathematics of operations research
35
(
2010
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10003985715
Saved in:
7
Nonconvex robust optimization for problems with constraints
Bertsimas, Dimitris
;
Nohadani, Omid
;
Teo, Kwong Meng
- In:
INFORMS journal on computing : JOC
22
(
2010
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003962680
Saved in:
8
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
Bertsimas, Dimitris
;
Goyal, Vineet
;
Sun, Xu Andy
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 24-54
Persistent link: https://www.econbiz.de/10009007268
Saved in:
9
On the approximability of adjustable robust convex optimization under uncertainty
Bertsimas, Dimitris
;
Goyal, Vineet
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 323-343
Persistent link: https://www.econbiz.de/10009774897
Saved in:
10
A new local search algorithm for binary optimization
Bertsimas, Dimitris
;
Iancu, Dan A.
;
Katz, Dmitriy
- In:
INFORMS journal on computing : JOC
25
(
2013
)
2
,
pp. 208-221
Persistent link: https://www.econbiz.de/10009753761
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