Search Results
2. A Family of Latent Variable Convex Relaxations for IBM Model 2
3. A Framework for Analyzing Stochastic Optimization Algorithms Under Dependence
4. Algorithms for Matching Problems Under Data Accessibility Constraints
5. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications
6. Approximate dynamic programming for large scale systems
7. Approximation Algorithms for Demand-Response Contract Execution and Coflow Scheduling
8. A Robust Queueing Network Analyzer Based on Indices of Dispersion
9. A Simulation Model to Analyze the Impact of Golf Skills and a Scenario-based Approach to Options Portfolio Optimization
10. Assortment Planning From A Large Universe
11. Beyond Worst-Case Analysis for Sequential Decision Making
12. Clearinghouse Default Resources: Theory and Empirical Analysis
13. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
14. Continuous-Time and Distributionally Robust Mean-Variance Models
15. Convex Optimization Algorithms and Recovery Theories for Sparse Models in Machine Learning
16. Convex Optimization and Extensions, with a View Toward Large-Scale Problems
17. Data-Driven Combinatorial Optimization and Efficient Machine Learning Frameworks
18. Data-driven Decisions in Service Systems
19. Designing and Optimizing Matching Markets
20. Discrete Optimization Problems in Popular Matchings and Scheduling
21. Distributionally Robust Performance Analysis: Data, Dependence and Extremes
22. Dynamic Pricing and Demand Shaping: Theory and Applications in Online Assortments, Ride Sharing and Smart Grids
23. Efficient Methods for Large-Scale Dynamic Optimization with Applications to Inventory Management Problems
24. Efficient Simulation and Performance Stabilization for Time-Varying Single-Server Queues
25. Efficient Simulation Methods for Estimating Risk Measures
26. Essays in Basketball Analytics
27. Essays in Financial Engineering
28. Essays in information relaxations and scenario analysis for partially observable settings
29. Essays in Networked Markets and Financial Technology
30. Essays in transportation inequalities, entropic gradient flows and mean field approximations
31. Essays on Approximation Algorithms for Robust Linear Optimization Problems
32. Essays on Discrete Optimization: Optimal Stopping and Popular Matchings
33. Essays on Inventory Management and Conjoint Analysis
34. Essays on Inventory Management and Object Allocation
35. Essays on Network Theory: Diffusion, Link Analysis, and Hypergraph Learning
36. Essays on Online Learning and Resource Allocation
37. Essays on Skills-Based Routing
38. Exact simulation algorithms with applications in queueing theory and extreme value analysis
39. Exact Simulation Techniques in Applied Probability and Stochastic Optimization
40. Excluding Induced Paths: Graph Structure and Coloring
41. Extremal Queueing Theory
42. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
43. First Order Methods for Large-Scale Sparse Optimization
44. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options
45. Fundamental Tradeoffs for Modeling Customer Preferences in Revenue Management
46. Graph Structure and Coloring
47. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations
48. Incremental Packing Problems: Algorithms and Polyhedra
49. Innovative derivative pricing and time series simulation techniques via machine and deep learning
50. Integer programming techniques for Polynomial Optimization
- « Previous
- Next »
- 1
- 2
- 3