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Technical note: dual approach for two-stage robust nonlinear optimization
Ruiter, Frans J. C. T. de; Zhen, Jianzhe; Hertog, Dirk den - In: Operations research 71 (2023) 5, pp. 1794-1799
Persistent link: https://www.econbiz.de/10014393277
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Tax-aware dynamic asset allocation
Haugh, Martin B.; Iyengar, Garud; Wang, Chun - In: Operations research 64 (2016) 4, pp. 849-866
Persistent link: https://www.econbiz.de/10011538542
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Augmented Lagrangian methods for solving optimation problems with stochastic-order constraints
Dentcheva, Darinka; Martinez, Gabriela; Wolfhagen, Eli - In: Operations research 64 (2016) 6, pp. 1451-1465
Persistent link: https://www.econbiz.de/10011620703
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Options portfolio selection
Guasoni, Paolo; Mayerhofer, Eberhard - In: Operations research 68 (2020) 3, pp. 733-740
Persistent link: https://www.econbiz.de/10012234441
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Tractable approximations for assortment planning with product costs
Kunnumkal, Sumit; Martínez-de-Albéniz, Victor - In: Operations research 67 (2019) 2, pp. 436-452
Persistent link: https://www.econbiz.de/10012022372
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Information relaxation and a duality-driven algorithm for stochastic dynamic programs
Chen, Nan; Ma, Xiang; Liu, Yanchu; Yu, Wei - In: Operations research 72 (2024) 6, pp. 2302-2320
Persistent link: https://www.econbiz.de/10015371401
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Distributionally robust linear and discrete optimization with marginals
Chen, Louis; Ma, Will; Natarajan, Karthik; Simchi-Levi, … - In: Operations research 70 (2022) 3, pp. 1822-1834
Persistent link: https://www.econbiz.de/10013366265
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Mechanism design under approximate incentive compatibility
Balseiro, Santiago R.; Besbes, Omar; Castro, Francisco - In: Operations research 72 (2024) 1, pp. 355-372
Persistent link: https://www.econbiz.de/10014505131