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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
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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
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Robust option pricing
Bandi, Chaithanya; Bertsimas, Dimitris - In: European journal of operational research : EJOR 239 (2014) 3, pp. 842-853
Persistent link: https://www.econbiz.de/10010411468
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When is time continuous?
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - In: Journal of financial economics 55 (2000) 2, pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
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Technical note: two-stage sample robust optimization
Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Operations research 70 (2022) 1, pp. 624-640
Persistent link: https://www.econbiz.de/10012820676
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Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; … - In: Mathematics of operations research 35 (2010) 3, pp. 580-602
Persistent link: https://www.econbiz.de/10008660776
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From predictive to prescriptive analytics
Bertsimas, Dimitris; Kallus, Nathan - In: Management science : journal of the Institute for … 66 (2020) 3, pp. 1025-1044
Persistent link: https://www.econbiz.de/10012234533
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Dynamic optimization with side information
Bertsimas, Dimitris; McCord, Christopher; Sturt, Bradley - In: European journal of operational research : EJOR 304 (2023) 2, pp. 634-651
Persistent link: https://www.econbiz.de/10013534549
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Stochastic cutting planes for data-driven optimization
Bertsimas, Dimitris; Li, Michael Lingzhi - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 5, pp. 2400-2409
Persistent link: https://www.econbiz.de/10014325341
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Optimization-based scenario reduction for data-driven two-stage stochastic optimization
Bertsimas, Dimitris; Mundru, Nishanth - In: Operations research 71 (2023) 4, pp. 1343-1361
Persistent link: https://www.econbiz.de/10014338202