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A risk- and ambiguity-averse extension of the max-min newsvendor order formula
Han, Qiaoming; Du, Donglei; Zuluaga, Luis F. - In: Operations research 62 (2014) 3, pp. 535-542
Persistent link: https://www.econbiz.de/10010381853
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On-line preemptive machine scheduling with lp norm on two uniform machines
Shuai, Tianping; Du, Donglei; Jiang, Xiaoyue - In: Journal of scheduling 18 (2015) 2, pp. 185-194
Persistent link: https://www.econbiz.de/10010504094
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Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua; Xu, Fengmin; Du, Donglei; Meihua, Wang - In: Quantitative finance 21 (2021) 10, pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
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Gradient-based algorithms for finding Nash equilibria in extensive form games
Gilpin, Andrew; Hoda, Samid; Peña, Javier; Sandholm, Tuomas - In: Internet and network economics : third international …, (pp. 57-69). 2007
Persistent link: https://www.econbiz.de/10003648599
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Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems
Peña, Javier; Soheili, Negar - In: Mathematics of operations research 47 (2022) 4, pp. 3304-3316
Persistent link: https://www.econbiz.de/10014311425
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A trade execution model under a composite dynamic coherent risk measure
Lin, Qihang; Chen, Xi; Peña, Javier - In: Operations research letters 43 (2015) 1, pp. 52-58
Persistent link: https://www.econbiz.de/10010486353
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Polytope conditioning and linear convergence of the Frank-Wolfe algorithm
Peña, Javier; Rodríguez, Daniel - In: Mathematics of operations research 44 (2019) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012001047
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A robust model for the ramp-constrained economic dispatch problem with uncertain renewable energy
Moarefdoost, M. Mohsen; Lamadrid, Alberto J.; Zuluaga, … - In: Energy economics 56 (2016), pp. 310-325
Persistent link: https://www.econbiz.de/10011664245
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Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Babat, Onur; Vera, Juan C.; Zuluaga, Luis F. - In: European journal of operational research : EJOR 266 (2018) 1, pp. 304-315
Persistent link: https://www.econbiz.de/10011811697
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Globally solving nonconvex quadratic programs via linear integer programming techniques
Xia, Wei; Vera, Juan C.; Zuluaga, Luis F. - In: INFORMS journal on computing : JOC 32 (2020) 1, pp. 40-56
Persistent link: https://www.econbiz.de/10012182977