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Robust Optimization Submissions - 2006

January 2006

Single-Product Pricing via Robust Optimization
Aurelie Thiele


February 2006

A Robust Optimization Framework for Analyzing Distribution Systems with Transshipment
Melvyn Sim, Chou Mabel , Rick So

A Tractable Approximation of Stochastic Programming via Robust Programming
Melvyn Sim, Xin Chen, Jiawei Zhang, Sun Peng


March 2006

On the Quality of a Semidefinite Programming Bound for Sparse Principal Component Analysis
Laurent El Ghaoui


April 2006

Polyhedral aspects of a robust knapsack problem
Olivier Klopfenstein, Dritan Nace


May 2006

Robust and Data-Driven Optimization: Modern Decision-Making Under Uncertainty
Dimitris Bertsimas, Aurelie Thiele

Goal Driven Optimization
Melvyn Sim, Wenqing Chen


September 2006

Selected Topics in Robust Convex Optimization
Aharon Ben-Tal, Arkadi Nemirovski


October 2006

On Safe Tractable Approximations of Chance Constrained Linear Matrix Inequalities
Aharon Ben-Tal, Arkadi Nemirovski


November 2006

Portfolio Selection with Robust Estimates of Risk
Victor DeMiguel, Francisco J. Nogales


December 2006

Cascading An adjusted exchange method for robust conic programming
Ralf Werner

A New Cone Programming Approach for Robust Portfolio Selection
Zhaosong Lu


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