Optimization Online


Robust Optimization Submissions - 2009

January 2009

Short Sales in Log-Robust Portfolio Management
Ban Kawas, Aurelie Thiele

Robust Portfolio Optimization with Derivative Insurance Guarantees
Steve Zymler, Berc Rustem, Daniel Kuhn

February 2009

Primal and dual linear decision rules in stochastic and robust optimization
Daniel Kuhn, Wolfram Wiesemann, Angelos Georghiou

March 2009

Robust Linear Optimization With Recourse
Aurelie Thiele, Tara Terry, Marina Epelman

April 2009

Distributionally Robust Optimization and its Tractable Approximations
Joel Goh, Melvyn Sim

June 2009

A Hierarchy of Near-Optimal Policies for Multi-stage Adaptive Optimization
Dimitris Bertsimas, Dan Iancu, Pablo Parrilo

July 2009

Robust Optimization Made Easy with ROME
Joel Goh, Melvyn Sim

August 2009

Worst-Case Value-at-Risk of Non-Linear Portfolios
Steve Zymler, Daniel Kuhn, Berc Rustem

September 2009

On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
Dimitris Bertsimas, Vineet Goyal

October 2009

Robust Software Partitioning with Multiple Instantiation
Simon A. Spacey, Wolfram Wiesemann, Daniel Kuhn, Wayne Luk

Muhong Zhang, Yongpei Guan

Nonconvex Robust Optimization
Kwong Meng Teo

December 2009

A Satisficing Model for Project Selection
Nick Hall, Zhuoyu Long, Jin Qi, Melvyn Sim

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