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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
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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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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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Robust and data-driven approaches to call centers
Bertsimas, Dimitris; Doan, Xuan Vinh - In: European journal of operational research : EJOR 207 (2010) 2, pp. 1072-1085
Persistent link: https://www.econbiz.de/10008652612
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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
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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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Optimal selection of airport runway configurations
Bertsimas, Dimitris; Frankovich, Michael; Odoni, Amedeo R. - In: Operations research 59 (2011) 6, pp. 1407-1419
Persistent link: https://www.econbiz.de/10009487165
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The power of optimization over randomization in designing experiments involving small samples
Bertsimas, Dimitris; Johnson, Mac; Kallus, Nathan - In: Operations research 63 (2015) 4, pp. 868-876
Persistent link: https://www.econbiz.de/10011313193
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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
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A new local search algorithm for binary optimization
Bertsimas, Dimitris; Iancu, Dan A.; Katz, Dmitriy - In: INFORMS journal on computing : JOC 25 (2013) 2, pp. 208-221
Persistent link: https://www.econbiz.de/10009753761