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Stochastic combinatorial optimization with controllable risk aversion level
So, Anthony Man-Cho; Zhang, Jiawei; Ye, Yinyu - In: Mathematics of operations research 34 (2009) 3, pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
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An edge-reduction algorithm for the vertex cover problem
Han, Qiaoming; Punnen, Abraham P.; Ye, Yinyu - In: Operations research letters 37 (2009) 3, pp. 181-186
Persistent link: https://www.econbiz.de/10003903897
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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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The simplex and policy-iteration methods are strongly polynomial for the Markov decision problem with a fixed discount rate
Ye, Yinyu - In: Mathematics of operations research 36 (2011) 4, pp. 593-603
Persistent link: https://www.econbiz.de/10009405907
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Close the gaps : a learning-while-doing algorithm for single-product revenue management problems
Wang, Zizhuo; Deng, Shiming; Ye, Yinyu - In: Operations research 62 (2014) 2, pp. 318-331
Persistent link: https://www.econbiz.de/10010361467
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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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The simplex method is strongly polynomial for deterministic Markov decision processes
Post, Ian; Ye, Yinyu - In: Mathematics of operations research 40 (2015) 4, pp. 859-868
Persistent link: https://www.econbiz.de/10011408912
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On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints
Andersen, Erling D.; Ye, Yinyu - 1996
Persistent link: https://www.econbiz.de/10000940616