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Showing results 34 to 53 of 62 < previous   next >
Issue DateTitleAuthor(s)
2018Nonconvex Statistical OptimizationWang, Zhaoran
2015On set-valued functionals: multivariate risk measures and Aumann integralsArarat, Cagin
2020On the Geometric Structure of Problems in Statistics and OptimizationPumir, Thomas
2020Optimal Decision Making via Stochastic Modeling and Machine Learning: Applications to Resource Allocation Problems and Sequential Decision ProblemsEkwedike, Emmanuel
2014Optimal Execution in a Limit Order Book: A Stochastic Control ApproachLuo, Haifeng
2021Optimal investment in incomplete markets with multiple Brownian externalitiesAvanesyan, Levon
2017Optimal Learning for Nonlinear Parametric Belief ModelsHe, Xinyu
2016Optimal Learning in High DimensionsLi, Yan
2018Optimization over Nonnegative and Convex Polynomials with and without Semidefinite ProgrammingHall, Georgina
2021Perfect Graphs and Sums of SquaresDibek, Cemil
2022Policy Evaluation in Batch Reinforcement LearningDuan, Yaqi
2022Portfolio Management under Multi-Period Frameworks with Modern ApproachesLi, Xiaoyue
2018Portfolio Optimization with Mean-reverting Assets: Combining Theory with Deep Learning.Ye, Jing
2021Primal-Dual Method for Reinforcement Learning and Markov Decision ProcessesGong, Hao
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