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Optimization of multiclass queueing networks with changeover times via the achievable region method

Bertsimas, Dimitris (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000989312

The single-station case

Bertsimas, Dimitris (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000989313

The multi-station case

Bertsimas, Dimitris (contributor); … - 1998

Persistent link: https://www.econbiz.de/10000989314

Optimal control of execution costs

Bertsimas, Dimitris - In: Journal of financial markets 1 (1998) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10001249274

Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach

Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997

Persistent link: https://www.econbiz.de/10000646551

Shortfall as a risk measure : properties, optimization and applications

Bertsimas, Dimitris; Lauprete, Geoffrey J.; Samarov, … - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1353-1381

Persistent link: https://www.econbiz.de/10001880835

Optimal inequality in probability theory : a convex optimization approach

Bertsimas, Dimitris (contributor); … - 2004 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10002395651

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

Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery

Barberio, Joseph; Becraft, Jacob; Ben Chaouch, Zied; … - 2023

The portfolio approach of financing drug development has been proposed as a financial innovation to improve the risk/return tradeoff of investment in drug development projects through the use of diversification and securitization. By investing in a sizable and well-diversified portfolio of novel...

Persistent link: https://www.econbiz.de/10014343742