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Showing results 1 to 20 of 57  next >
Issue DateTitleAuthor(s)
2019A Regime-Aware Agent-Based Framework for Financial PlanningHao, Han
2017Advances in decision-making under uncertainty: inference, finite-time analysis, and health applicationsWang, Yingfei
2015Advances in Protein Design: Conformational Switch, Multimeric, and Protein-DNA DesignSmadbeck, James
2015Algorithms for Vector Optimization ProblemsUlus, Firdevs
2020An Efficient Row Reduction Algorithm for Solving Fourier-Constrained Linear Programs Using the Simplex MethodJoseph, Joane
2014Approximate Dynamic Programming Algorithms for the Control of Grid-Level Storage in the Presence of Renewable GenerationSalas, Daniel Federico
2018Combinatorial Inference for Large-Scale Data AnalysisLu, Junwei
2020Complexity Aspects of Fundamental Questions in Polynomial OptimizationZhang, Jeffrey
2018Distributed and Robust Statistical LearningZhu, Ziwei
2013Dynamic Rate Queues: Estimation, Stabilization, and ControlPender, Jamol
2012Energy Storage Applications of the Knowledge Gradient for Calibrating Continuous Parameters, Approximate Policy Iteration using Bellman Error Minimization with Instrumental Variables, and Covariance Matrix Estimation using an Errors-in-Variables Factor ModelScott, Warren Robert
2019Essays on Dynamic Games and Airline Fare StructureSo, Brian
2012Estimating False Discovery Proportion under Covariance DependenceGu, Weijie
2014Estimation of Travel Time Distribution and Travel Time DerivativesWan, Ke
2013An Examination of the Systematic Risks in the Multi-Name Credit and Equity MarketsChoi, Edmond
2013Filter Stability in Infinite Dimensional SystemsTong, Xin
2017Game Theoretic and Financial Models for Energy Commodities and Futures PricesFunk, Jacob James
2020Games on Portfolio Optimization and Bitcoin MiningLi, Zongxi
2019High-Dimensional Optimization Problems in Decision-Making and Discrete GeometryNaghib, Elahesadat
2014High-Dimensional Structured Covariance Matrix Estimation with Financial ApplicationsMincheva, Martina Zhelcheva