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Supermodularity and Affine Policies in Dynamic Robust Optimization
Iancu, Dan A.; Sharma, Mayank; Sviridenko, Maxim - In: Operations research : the journal of the Operations … 61 (2013) 4, pp. 941-956
Persistent link: https://www.econbiz.de/10010171581
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A Robust Optimization Approach to Inventory Theory
Bertsimas, Dimitris; Thiele, Aurlie - In: Operations research : the journal of the Operations … 54 (2006) 1, pp. 150-168
Persistent link: https://www.econbiz.de/10006416967
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Simulation-Based Booking Limits for Airline Revenue Management
Bertsimas, Dimitris; de Boer, Sanne - In: Operations research : the journal of the Operations … 53 (2005) 1, pp. 90-106
Persistent link: https://www.econbiz.de/10006417023
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The Price of Robustness
Bertsimas, Dimitris; Sim, Melvyn - In: Operations research : the journal of the Operations … 52 (2004) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10006417780
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From Fluid Relaxations to Practical Algorithms for High-Multiplicity Job-Shop Scheduling: The Holding Cost Objective
Bertsimas, Dimitris; Gamarnik, David; Sethuraman, Jay - In: Operations research : the journal of the Operations … 51 (2003) 5, pp. 798-813
Persistent link: https://www.econbiz.de/10006417930
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Restaurant Revenue Management
Bertsimas, Dimitris; Shioda, Romy - In: Operations research : the journal of the Operations … 51 (2003) 3, pp. 472-486
Persistent link: https://www.econbiz.de/10006418107
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On the Relation Between Option and Stock Prices: A Convex Optimization Approach
Bertsimas, Dimitris; Popescu, Ioana - In: Operations research : the journal of the Operations … 50 (2002) 2, pp. 358-374
Persistent link: https://www.econbiz.de/10006418546
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ARTICLES - Multistage Lot Sizing Problems via Randomized Rounding
Teo, Chung-Piaw; Bertsimas, Dimitris - In: Operations research : the journal of the Operations … 49 (2001) 4, pp. 599-608
Persistent link: https://www.econbiz.de/10006418782
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ARTICLES - Hedging Derivative Securities and Incomplete Markets: An e-Arbitrage Approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - In: Operations research : the journal of the Operations … 49 (2001) 3, pp. 372-397
Persistent link: https://www.econbiz.de/10006418847
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ARTICLES - Probabilistic Service Level Guarantees in Make-to-Stock Manufacturing Systems
Bertsimas, Dimitris; Paschalidis, Ioannis Ch - In: Operations research : the journal of the Operations … 49 (2001) 1, pp. 119-133
Persistent link: https://www.econbiz.de/10006418962