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Portfolio optimization in DC pension scheme with unhedgeable stochastic wage
Menoncin, Francesco, (2025)
Adaptive Lagrangian policies for a multiwarehouse, multistore inventory system with lost sales
Chao, Xiuli, (2025)
Dynamic pricing of relocating resources in large networks
Balseiro, Santiago R., (2021)
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander, (2021)
A dynamic programming approach to adjustable robust optimization
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Distributionally robust optimal control and MDP modeling