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General bounds and finite-time improvement for the Kiefer-Wolfowitz stochastic approximation algorithm
Broadie, Mark; Cicek, Deniz; Zeevi, Assaf - In: Operations research 59 (2011) 5, pp. 1211-1224
Persistent link: https://www.econbiz.de/10010217832
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Management science modeling
Albright, S. C.; Winston, Wayne L. - 2007 - Internat. student ed.
Persistent link: https://www.econbiz.de/10003401818
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High-dimensional portfolio optimization with transaction costs
Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
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Tractable sampling strategies for ordinal optimization
Shin, Dongwook; Broadie, Mark; Zeevi, Assaf - In: Operations research 66 (2018) 6, pp. 1693-1712
Persistent link: https://www.econbiz.de/10011972263
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Numerical solutions to dynamic portfolio problems with upper bounds
Broadie, Mark; Shen, Weiwei - In: Computational Management Science : CMS 14 (2017) 2, pp. 215-227
Persistent link: https://www.econbiz.de/10011710759
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Practical nonparametric sampling strategies for quantile-based ordinal optimization
Shin, Dongwook; Broadie, Mark; Zeevi, Assaf - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 752-768
Persistent link: https://www.econbiz.de/10013361348