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Models for minimax stochastic linear optimization problems with risk aversion
Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; … - In: Mathematics of operations research 35 (2010) 3, pp. 580-602
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008660776
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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://ebvufind01.dmz1.zbw.eu/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://ebvufind01.dmz1.zbw.eu/10003985715
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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://ebvufind01.dmz1.zbw.eu/10009007268
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Optimal design for multi-item auctions : a robust optimization approach
Bandi, Chaithanya; Bertsimas, Dimitris - In: Mathematics of operations research 39 (2014) 4, pp. 1012-1038
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010462176
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Optimization of Multiclass Queueing Networks with Changeover Times via the Achievable Region Approach: Part II, The Multi-Station Case
Bertsimas, Dimitris; Niño-Mora, José - In: Mathematics of operations research 24 (1999) 2, pp. 331-361
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006419612
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Optimization of Multiclass Queueing Networks with Changeover Times via the Achievable Region Approach: Part I, The Single-Station Case
Bertsimas, Dimitris; Niño-Mora, José - In: Mathematics of operations research 24 (1999) 2, pp. 306-330
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006419613
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Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems
Bertsimas, Dimitris; Niño-Mora, José - In: Mathematics of operations research 21 (1996) 2, pp. 257-306
Persistent link: https://ebvufind01.dmz1.zbw.eu/10006420583
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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. 363-395
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008420823
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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. 284-306
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008420827