Published
Papers

A Soft Robust Model for Optimization under Ambiguity

Finite adaptability in multistage linear optimization

Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

Nonconvex Robust Optimization for Problems with Constraints

On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization ProblemsOn the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems

Optimality of Affine Policies in Multi-stage Robust Optimization

Robust Optimization for Unconstrained Simulation-Based Problems

Robust and Data-Driven Approaches to Call Centers

Robust optimization via simulated annealing

An Algorithm For Cardinality Constrained Quadratic Optimization Problems

Constructing uncertainty sets for robust linear optimization

Depression and Increased Health Care Cost

Optimal bidding in online auctions

Algorithmic prediction of health care costs

Multivariate exponential integral approximations: a moment approach

Robust Multiperiod Portfolio Management in the Presence of Transaction Costs

Robust chirped mirrors

A Learning Approach for Interactive Marketing to A Customer Segment

Classification and Regression via Integer OptimizationClassification and Regression via Integer Optimization

Constrained Stochastic LQC: A Tractable Approach

Performance bounds on queueing systems: an SDP approach

Robust Optimization in Electromagnetic Scattering ProblemsRobust Optimization in Electromagnetic Scattering Problems

A Robust Optimization Approach to Inventory Theory

Bounds on Linear PDEs via Semidefinite Optimization

Persistence in Discrete Optimization under Data Uncertainty