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    2006
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    An optimal adaptive algorithm for the approximation of concave functions
    14 years 9 months ago
    An optimal adaptive algorithm for the approximation of concave functions
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    J. Guérin, Patrice Marcotte, Gilles Savard
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    MP
    2006
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    Solving a class of stochastic mixed-integer programs with branch and price
    14 years 9 months ago
    Solving a class of stochastic mixed-integer programs with branch and price
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    Eduardo F. Silva, R. Kevin Wood
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    2006
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    Static arbitrage bounds on basket option prices
    14 years 9 months ago
    Static arbitrage bounds on basket option prices
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    Alexandre d'Aspremont, Laurent El Ghaoui
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    2006
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    Persistence in discrete optimization under data uncertainty
    14 years 9 months ago
    Persistence in discrete optimization under data uncertainty
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    Dimitris Bertsimas, Karthik Natarajan, Chung-Piaw ...
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    2006
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    Portfolio construction based on stochastic dominance and target return distributions
    14 years 9 months ago
    Portfolio construction based on stochastic dominance and target return distributions
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    Diana Roman, Ken Darby-Dowman, Gautam Mitra
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