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Dynamic pricing of relocating resources in large networks
Balseiro, Santiago R., (2021)
Technical note : preservation of additive convexity and its applications in stochastic optimization problems
Gong, Xiting, (2021)
Approximations to stochastic dynamic programs via information relaxation duality
Balseiro, Santiago R., (2019)
On Kusuoka representation of law invariant risk measures
Shapiro, Alexander, (2013)
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Shapiro, Alexander, (2021)
Distributionally robust optimal control and MDP modeling