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Dynamic learning of patient response types : an application to treating chronic diseases

Negoescu, Diana M.; Bimpikis, Kostas; Brandeau, Margaret L. - In: Management science : journal of the Institute for … 64 (2018) 8, pp. 3469-3488

Persistent link: https://www.econbiz.de/10011899846

When is time continuous?

Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - In: Journal of financial economics 55 (2000) 2, pp. 173-204

Persistent link: https://www.econbiz.de/10001448502

Dynamic optimization with side information

Bertsimas, Dimitris; McCord, Christopher; Sturt, Bradley - In: European journal of operational research : EJOR 304 (2023) 2, pp. 634-651

Persistent link: https://www.econbiz.de/10013534549

Optimization-based scenario reduction for data-driven two-stage stochastic optimization

Bertsimas, Dimitris; Mundru, Nishanth - In: Operations research 71 (2023) 4, pp. 1343-1361

Persistent link: https://www.econbiz.de/10014338202

Technical note: two-stage sample robust optimization

Bertsimas, Dimitris; Shtern, Shimrit; Sturt, Bradley - In: Operations research 70 (2022) 1, pp. 624-640

Persistent link: https://www.econbiz.de/10012820676

Models for minimax stochastic linear optimization problems with risk aversion

Bertsimas, Dimitris; Doan, Xuan Vinh; Natarajan, Karthik; … - In: Mathematics of operations research 35 (2010) 3, pp. 580-602

Persistent link: https://www.econbiz.de/10008660776

On the power of robust solutions in two-stage stochastic and adaptive optimization problems

Bertsimas, Dimitris; Goyal, Vineet - In: Mathematics of operations research 35 (2010) 2, pp. 284-305

Persistent link: https://www.econbiz.de/10003985683

A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization

Bertsimas, Dimitris; Goyal, Vineet; Sun, Xu Andy - In: Mathematics of operations research 36 (2011) 1, pp. 24-54

Persistent link: https://www.econbiz.de/10009007268

Robust option pricing

Bandi, Chaithanya; Bertsimas, Dimitris - In: European journal of operational research : EJOR 239 (2014) 3, pp. 842-853

Persistent link: https://www.econbiz.de/10010411468

Pricing and Hedging Derivative Securities in Incomplete Markets : An E-Aritrage Model

Bertsimas, Dimitris - 1997

Given a European derivative security with an arbitrary payoff function and a corresponding set of" underlying securities on which the derivative security is based, we solve the dynamic replication problem: find a" self-financing dynamic portfolio strategy involving only the underlying securities...

Persistent link: https://www.econbiz.de/10012472561