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1
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:
2
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:
3
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. 24-55
Persistent link: https://www.econbiz.de/10008885700
Saved in:
4
Traveling salesman facility location problems
Bertsimas, Dimitris
- In:
Transportation science : a journal of the Institute for …
23
(
1989
)
3
,
pp. 184-191
Persistent link: https://www.econbiz.de/10001074602
Saved in:
5
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:
6
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:
7
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:
8
Optimal bidding in online auctions
Bertsimas, Dimitris
;
Hawkins, Jeffrey
;
Perakis, Georgia
- In:
Journal of revenue and pricing management
8
(
2009
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10003915161
Saved in:
9
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:
10
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
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