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Showing results 48 to 62 of 62 < previous 
Issue DateTitleAuthor(s)
2011Quantile Optimization in the Presence of Heavy-Tailed Stochastic Processes, and an application to Electricity MarketsKim, Jae Ho
2021Risk Budgeting Portfolios Under a Modern Optimization and Machine Learning LensUysal, Sinem
2016Risk-Neutral and Risk-Averse Approximate Dynamic Programming MethodsJiang, Daniel Ruoling
2013Robust Portfolio Optimization with Applications in Currencies and Private EquityReus, Lorenzo
2020Semidefinite Representations in Semialgebraic Optimization and Dynamics-Oriented LearningEl Khadir, Bachir
2014Set-Valued Risk MeasuresFeinstein, Zachary Glen
2016Some Interactions of Modern Optimization and StatisticsFang, Xingyuan
2019Spectral methods and MLE: a modern statistical perspectiveZhong, Yiqiao
2023Statistical Learning and Optimal Decision Making under UncertaintyYan, Yuling
2019Statistical Optimization for High Dimensional Machine Learning with Privacy and Sparsity ConstraintsGe, Jason
2020Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty QuantificationMa, Cong
2020Stochastic Dual Dynamic Programming and Backward Approximate Dynamic Programming with Integrated Crossing State Stochastic Models for Wind Power in Energy Storage OptimizationDurante, Joseph Lawrence
2015Studies on optimal trade executionSepin, Tardu Selim
2015Synthetic Diversification, Smart Randomization, and Commodity IndexingGoer, Maximilian Andreas Hubertus
2017The Application of Optimization Techniques in Machine LearningPang, Haotian