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1
Approximate dynamic programming via a smoothed linear program
Desai, Vijay V.
;
Farias, Vivek F.
;
Moallemi, Ciamac C.
- In:
Operations research
60
(
2012
)
3
,
pp. 655-674
Persistent link: https://www.econbiz.de/10009575346
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2
Risk estimation via regression
Broadie, Mark
;
Du, Yiping
;
Moallemi, Ciamac C.
- In:
Operations research
63
(
2015
)
5
,
pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
Saved in:
3
Hidden illiquidity with multiple central counterparties
Glasserman, Paul
;
Moallemi, Ciamac C.
;
Yuan, Kai
- In:
Operations research
64
(
2016
)
5
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10011594669
Saved in:
4
Queueing dynamics and state space collapse in fragmented limit order book markets
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Zheng, Hua
- In:
Operations research
69
(
2021
)
4
,
pp. 1324-1348
Persistent link: https://www.econbiz.de/10012625209
Saved in:
5
Cross-sectional variation of intraday liquidity, cross-impact, and their effect on portfolio execution
Min, Seungki
;
Maglaras, Costis
;
Moallemi, Ciamac C.
- In:
Operations research
70
(
2022
)
2
,
pp. 830-846
Persistent link: https://www.econbiz.de/10013365796
Saved in:
6
Blind network revenue management
Besbes, Omar
;
Zeevi, Assaf
- In:
Operations research
60
(
2012
)
6
,
pp. 1537-1550
Persistent link: https://www.econbiz.de/10009701894
Saved in:
7
Non-stationary stochastic optimization
Besbes, Omar
;
Gur, Yonatan
;
Zeevi, Assaf
- In:
Operations research
63
(
2015
)
5
,
pp. 1227-1244
Persistent link: https://www.econbiz.de/10011397831
Saved in:
8
On information distortions in online ratings
Besbes, Omar
;
Scarsini, Marco
- In:
Operations research
66
(
2018
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10011884122
Saved in:
9
Dynamic mechanism design with budget-constrained buyers under limited commitment
Balseiro, Santiago R.
;
Besbes, Omar
;
Weintraub, Gabriel
- In:
Operations research
67
(
2019
)
3
,
pp. 711-730
Persistent link: https://www.econbiz.de/10012040237
Saved in:
10
Survey of dynamic resource-constrained reward collection problems : unified model and analysis
Balseiro, Santiago R.
;
Besbes, Omar
;
Pizarro, Dana
- In:
Operations research
72
(
2024
)
5
,
pp. 2168-2189
Persistent link: https://www.econbiz.de/10015361773
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