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2006

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An optimal adaptive algorithm for the approximation of concave functions

15 years 4 months ago

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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

15 years 4 months ago

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Eduardo F. Silva, R. Kevin Wood

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MP
2006

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Static arbitrage bounds on basket option prices

15 years 4 months ago

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Alexandre d'Aspremont, Laurent El Ghaoui

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MP
2006

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Persistence in discrete optimization under data uncertainty

15 years 4 months ago

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Dimitris Bertsimas, Karthik Natarajan, Chung-Piaw ...

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MP
2006

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Portfolio construction based on stochastic dominance and target return distributions

15 years 4 months ago

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