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Toward global food security : transforming OCP through analytics

Becker, Adrian; Benabderrazik, Kassem; Bertsimas, Dimitris - In: INFORMS journal on applied analytics 52 (2022) 1, pp. 90-107

Persistent link: https://www.econbiz.de/10012818095

Dynamic Pricing and Inventory Control for Multiple Products

Bertsimas, Dimitris - 2014

A periodical multi-product pricing and inventory control problem with applications to production planning and airline revenue management is studied. The objective function of the single-period model is shown to be convex for certain types of demand distributions, thus tractable for large...

Persistent link: https://www.econbiz.de/10013057992

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

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

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

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

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

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

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

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