Ikuti
David B. Brown
David B. Brown
The Fuqua School of Business, Duke University
Email yang diverifikasi di duke.edu - Beranda
Judul
Dikutip oleh
Dikutip oleh
Tahun
Theory and applications of robust optimization
D Bertsimas, DB Brown, C Caramanis
SIAM review 53 (3), 464-501, 2011
32122011
Constructing uncertainty sets for robust linear optimization
D Bertsimas, DB Brown
Operations research 57 (6), 1483-1495, 2009
4782009
Information relaxations and duality in stochastic dynamic programs
DB Brown, JE Smith, P Sun
Operations research 58 (4-part-1), 785-801, 2010
3002010
A soft robust model for optimization under ambiguity
A Ben-Tal, D Bertsimas, DB Brown
Operations research 58 (4-part-2), 1220-1234, 2010
2312010
Dynamic portfolio optimization with transaction costs: Heuristics and dual bounds
DB Brown, JE Smith
Management Science 57 (10), 1752-1770, 2011
2102011
Satisficing measures for analysis of risky positions
DB Brown, M Sim
Management Science 55 (1), 71-84, 2009
1792009
Constrained stochastic LQC: a tractable approach
D Bertsimas, DB Brown
IEEE Transactions on automatic control 52 (10), 1826-1841, 2007
1202007
Optimal portfolio liquidation with distress risk
DB Brown, BI Carlin, MS Lobo
Management Science 56 (11), 1997-2014, 2010
1042010
Index policies and performance bounds for dynamic selection problems
DB Brown, JE Smith
Management Science 66 (7), 3029-3050, 2020
932020
Aspirational preferences and their representation by risk measures
DB Brown, ED Giorgi, M Sim
Management Science 58 (11), 2095-2113, 2012
91*2012
Dynamic pricing of relocating resources in large networks
SR Balseiro, DB Brown, C Chen
ACM SIGMETRICS Performance Evaluation Review 47 (1), 29-30, 2019
862019
Large deviations bounds for estimating conditional value-at-risk
DB Brown
Operations Research Letters 35 (6), 722-730, 2007
792007
Optimal sequential exploration: Bandits, clairvoyants, and wildcats
DB Brown, JE Smith
Operations research 61 (3), 644-665, 2013
732013
Information relaxations, duality, and convex stochastic dynamic programs
DB Brown, JE Smith
Operations Research 62 (6), 1394-1415, 2014
672014
Information relaxation bounds for infinite horizon Markov decision processes
DB Brown, MB Haugh
Operations Research 65 (5), 1355-1379, 2017
422017
Approximations to stochastic dynamic programs via information relaxation duality
SR Balseiro, DB Brown
Operations Research 67 (2), 577-597, 2019
352019
Dynamic programs with shared resources and signals: Dynamic fluid policies and asymptotic optimality
DB Brown, J Zhang
Operations Research 70 (5), 3015-3033, 2022
272022
Information relaxations and duality in stochastic dynamic programs: A review and tutorial
DB Brown, JE Smith
Foundations and Trends® in Optimization 5 (3), 246-339, 2022
182022
Fluid policies, reoptimization, and performance guarantees in dynamic resource allocation
DB Brown, J Zhang
Operations Research, 2023
162023
Static routing in stochastic scheduling: Performance guarantees and asymptotic optimality
SR Balseiro, DB Brown, C Chen
Operations Research 66 (6), 1641-1660, 2018
152018
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