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Stochastic optimal control problem with obstacle constraints in sublinear expectation framework
Li, Hanwu, (2019)
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang, (2017)
A Method for Solving Differential Equations Via Approximation Theory
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Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, Dimitris, (2010)
Robust and data-driven approaches to call centers
Approximating integrals of multivariate exponentials: A moment approach
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