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Second-Order Lower Bounds on the Expectation of a Convex Function
Dokov, Steftcho P.; Morton, David P. - In: Mathematics of operations research 30 (2005) 3, pp. 662-677
Persistent link: https://www.econbiz.de/10006417233
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Efficient fund of hedge funds construction under downside risk measures
Morton, David P.; Popova, Elmira; Popova, Ivilina - In: Journal of banking & finance 30 (2006) 2, pp. 503-518
Persistent link: https://www.econbiz.de/10005878630
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A Bayesian Stochastic Programming Approach to an Employee Scheduling Problem
Morton, David P.; Popova, Elmira - In: IIE transactions / Institute of Industrial Engineers, … 36 (2004) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10006166979
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Monte Carlo bounding techniques for determining solution quality in stochastic programs
Mak, Wai-Kei; Morton, David P.; Wood, R.Kevin - In: Operations research letters 24 (1998) 1-2, pp. 47-56
Persistent link: https://www.econbiz.de/10006844978
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C OPTIMAL ALLOCATION - Optimizing military airlift Cd:260
Baker, Steven F.; Morton, David P.; Rosenthal, Richard E.; … - In: Operations research, Management science : OR MS ; the … 43 (2003) 2, pp. 169-170
Persistent link: https://www.econbiz.de/10006506750
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Workforce planning at USPS mail processing and distribution centers using stochastic optimization
Bard, Jonathan F.; Morton, David P.; Wang, Yong Min - 2007
Persistent link: https://www.econbiz.de/10008221649
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Convex Approximations of a Probabilistic Bicriteria Model with Disruptions
Rengarajan, Tara; Dimitrov, Nedialko; Morton, David P. - In: INFORMS journal on computing : JOC 25 (2013) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10010082486
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Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
de Queiroz, Anderson Rodrigo; Morton, David P. - In: Operations research letters 41 (2013) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10010108709
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ARTICLES - Restricted -Recourse Bounds for Stochastic Linear Programming
Morton, David P.; Wood, R.Kevin - In: Operations research : the journal of the Operations … 47 (1999) 6, pp. 943-956
Persistent link: https://www.econbiz.de/10006419400
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Stopping Rules for a Class of Sampling-Based Stochastic Programming Algorithms
Morton, David P. - In: Operations research : the journal of the Operations … 46 (1998) 5, pp. 710-718
Persistent link: https://www.econbiz.de/10006419809