RAO - Risk Analytics and Optimization Chair
23:34Scenario Reduction Revisited: Fundamental Limits and Guarantees, submitted to -, 2017.
11:57Dimensionality Reduction in Dynamic Optimization under Uncertainty. Thèse EPFL, n° 7235 (2016)
08:41Optimal Financial Decision Making Under Uncertainty, in Optimal Financial Decision Making under Uncertainty, p. 255-290, International Series in Operations Research & Management Science 245, 2017.
16:17Decision Rule Bounds for Stochastic Bilevel Programs, submitted to -, 2016.
20:56Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls, submitted to -, 2016.
12:36"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?, submitted to -, 2016.
17:30Induced Matchings In Graphs Of Degree At Most 4, in Siam Journal On Discrete Mathematics, vol. 30, num. 1, p. 154-165, 2016.
12:06Evolving Takagi-Sugeno model based on online Gustafson-Kessel algorithm and kernel recursive least square method, in Evolving Systems, vol. 7, num. 1, p. 1-14, 2016.
12:47Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance, in Operations Research Letters, vol. 44, num. 6, p. 801-807, 2016.
16:08Chebyshev Inequalities for Products of Random Variables, submitted to -, 2016.