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An Axiomatic Approach to Systemic Risk
Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388
Persistent link: https://www.econbiz.de/10010131496
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Pathwise Optimization for Optimal Stopping Problems
Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 58 (2012) 12, pp. 2292-2308
Persistent link: https://www.econbiz.de/10010055802
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Efficient Risk Estimation via Nested Sequential Simulation
Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 57 (2011) 6, pp. 1172-1195
Persistent link: https://www.econbiz.de/10009163505
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Approximate Dynamic Programming via a Smoothed Linear Program
Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Operations research : the journal of the Operations … 60 (2012) 3, pp. 655-675
Persistent link: https://www.econbiz.de/10009995832
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Resource Allocation via Message Passing
Moallemi, Ciamac C.; Van Roy, Benjamin - In: INFORMS journal on computing : JOC 23 (2011) 2, pp. 205-220
Persistent link: https://www.econbiz.de/10008998856