| Publication | Date of Publication | Type |
|---|
| Problems and Solutions for Integer and Combinatorial Optimization: Building Skills in Discrete Optimization | 2024-02-28 | Paper |
| PCA Sparsified | 2023-08-23 | Paper |
| Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens | 2023-05-09 | Paper |
| Sparse solutions to an underdetermined system of linear equations via penalized Huber loss | 2022-04-22 | Paper |
| Provably optimal sparse solutions to overdetermined linear systems with non-negativity constraints in a least-squares sense by implicit enumeration | 2022-01-20 | Paper |
| Minimizers of sparsity regularized Huber loss function | 2021-05-11 | Paper |
| Codon optimization by 0-1 linear programming | 2020-05-06 | Paper |
| Competitive location and pricing on a line with metric transportation costs | 2020-01-08 | Paper |
| On envy-free perfect matching | 2019-05-17 | Paper |
| Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity | 2019-05-03 | Paper |
| Robust bilateral trade with discrete types | 2019-03-14 | Paper |
| Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines | 2019-03-12 | Paper |
| Robust trading mechanisms over 0/1 polytopes | 2018-12-06 | Paper |
| On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets | 2018-11-12 | Paper |
| Generalized second price auction is optimal for discrete types | 2018-09-03 | Paper |
| Delegated portfolio management under ambiguity aversion | 2018-08-27 | Paper |
| Structured Least Squares Problems and Robust Estimators | 2018-07-09 | Paper |
| On explicit solutions of a two-echelon supply chain coordination game | 2018-05-28 | Paper |
| Joint mixability of some integer matrices | 2018-05-24 | Paper |
| Robust auction design under multiple priors by linear and integer programming | 2018-03-02 | Paper |
| Optimal allocation with costly inspection and discrete types under ambiguity | 2017-11-24 | Paper |
| Non-linear pricing by convex duality | 2017-10-11 | Paper |
| Robust screening under ambiguity | 2017-05-15 | Paper |
| The robust Merton problem of an ambiguity averse investor | 2017-01-31 | Paper |
| Equilibrium in an ambiguity-averse mean-variance investors market | 2016-06-23 | Paper |
| On robust mean-variance portfolios | 2016-05-31 | Paper |
| Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity | 2016-05-23 | Paper |
| Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming | 2015-09-22 | Paper |
| Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity | 2015-06-17 | Paper |
| Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming | 2014-03-19 | Paper |
| Buyer's quantile hedge portfolios in discrete-time trading | 2014-02-20 | Paper |
| Static and dynamic VaR constrained portfolios with application to delegated portfolio management | 2014-02-07 | Paper |
| Calibrated American option pricing by stochastic linear programming | 2014-02-07 | Paper |
| The Best Gain-Loss Ratio is a Poor Performance Measure | 2014-01-23 | Paper |
| OSPF routing with optimal oblivious performance ratio under polyhedral demand uncertainty | 2013-10-24 | Paper |
| Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model | 2013-04-15 | Paper |
| Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets | 2013-02-07 | Paper |
| Gain-loss based convex risk limits in discrete-time trading | 2012-12-07 | Paper |
| A dual representation of gain–loss hedging for European claims in discrete time | 2012-08-23 | Paper |
| The Robust Network Loading Problem Under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations | 2012-07-28 | Paper |
| An integer programming model for pricing American contingent claims under transaction costs | 2012-06-20 | Paper |
| A Hybrid Polyhedral Uncertainty Model for the Robust Network Loading Problem | 2011-05-09 | Paper |
| A model and case study for efficient shelf usage and assortment analysis | 2010-12-22 | Paper |
| Gain-loss pricing under ambiguity of measure | 2010-03-09 | Paper |
| Optimal oblivious routing under linear and ellipsoidal uncertainty | 2009-11-23 | Paper |
| Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming | 2009-11-17 | Paper |
| Pricing American contingent claims by stochastic linear programming | 2009-08-13 | Paper |
| On semidefinite bounds for maximization of a non-convex quadratic objective over thel1unit ball | 2009-07-06 | Paper |
| Measures of model uncertainty and calibrated option bounds | 2009-05-12 | Paper |
| An improved probability bound for the approximate S-lemma | 2008-01-21 | Paper |
| Robust scenario optimization based on downside-risk measure for multi-period portfolio selection | 2007-11-14 | Paper |
| Virtual Private Network Design Under Traffic Uncertainty | 2007-05-29 | Paper |
| Restricted robust uniform matroid maximization under interval uncertainty | 2007-05-10 | Paper |
| Parallel image restoration using surrogate constraint methods | 2007-02-14 | Paper |
| Provisioning virtual private networks under traffic uncertainty | 2007-02-02 | Paper |
| On the S-procedure and some variants | 2007-01-05 | Paper |
| An exact algorithm for the capacitated vertex \(p\)-center problem | 2006-06-30 | Paper |
| Huber approximation for the non-linear \(l_{1}\) problem | 2005-11-04 | Paper |
| Robust profit opportunities in risky financial portfolios | 2005-08-25 | Paper |
| A note on robust 0-1 optimization with uncertain cost coefficients | 2005-05-06 | Paper |
| On robust solutions to linear least squares problems affected by data uncertainty and implementation errors with application to stochastic signal modeling | 2004-11-23 | Paper |
| A COMPARATIVE STUDY OF PARALLEL DECOMPOSITIONS FOR MULTICOMMODITY FLOW PROBLEMS∗ | 2004-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4435426 | 2003-11-10 | Paper |
| On closed-form solutions of a resource allocation problem in parallel funding of R\& D projects | 2002-08-25 | Paper |
| Continuation method for nonlinear complementarity problems via normal maps | 2002-08-18 | Paper |
| An algorithm with long steps for the simultaneous block projections approach for the linear feasibility problem | 2002-01-27 | Paper |
| The robust spanning tree problem with interval data | 2001-12-05 | Paper |
| A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications | 2000-08-14 | Paper |
| l1 solution of linear inequalities | 2000-07-20 | Paper |
| A characterization of the optimal set of linear programs based on the augmented lagrangian | 2000-03-21 | Paper |
| Bound constrained quadratic programming via piecewise quadratic functions | 1999-09-23 | Paper |
| Newton's method for linear inequality systems | 1999-09-23 | Paper |
| A Finite Continuation Algorithm for Bound Constrained Quadratic Programming | 1999-02-22 | Paper |
| A smooth penalty function algorithm for network-structured problems | 1998-10-06 | Paper |
| A penalty continuation method for the \(\ell_\infty\) solution of overdetermined linear systems | 1998-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375655 | 1998-03-01 | Paper |
| Implementation of QR up- and downdating on a massively parallel computer | 1997-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4331898 | 1997-02-13 | Paper |
| A New Finite Continuation Algorithm for Linear Programming | 1997-02-03 | Paper |
| On Smoothing Exact Penalty Functions for Convex Constrained Optimization | 1995-09-05 | Paper |
| New characterizations of \(\ell_ 1\) solutions to overdetermined systems of linear equations | 1995-02-13 | Paper |
| A Network Model to Maximize Navy Personnel Readiness and Its Solution | 1994-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035640 | 1993-05-18 | Paper |
| Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm | 1993-04-01 | Paper |
| Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization | 1993-01-16 | Paper |
