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Dynamic Programs with Shared Resources and Signals : Dynamic Fluid Policies a…
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Brown, David B.Zhang, Jingwei

We consider a sequential decision problem involving shared resources and signals in which a decision maker repeatedly observes some exogenous information (the signal), modeled as a finite-state Mar…

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Approximations to Stochastic Dynamic Programs via Information Relaxation Duality
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Brown, David B.Balseiro, Santiago R.

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Static Routing in Stochastic Scheduling: Performance Guarantees and Asymptoti…
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Brown, David B.Chen ChenBalseiro, Santiago R.

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Information Relaxations and Duality in Stochastic Dynamic Programs
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Smith, James EPeng, SunBrown, David B

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A Soft Robust Model for Optimization Under Ambiguity
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Ben-Tal, AharonBertsimas, DimitrisBrown, David B

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Constructing uncertainty sets for robust linear optimization
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Bertsimas, DimitrisBrown, David B.

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Satisficing measures for analysis of risky positions
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Sim, MelvynBrown, David B.

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Dynamic Portfolio Optimization with Transaction Costs : Heuristics and DUal B…
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Smith, James EBrown, David B

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Optimal Portfolio Liquidation with Distress Risk
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Lobo, Miguel SousaBrown, David BCarlin, Bruce Ian

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Information Relaxations, Duality, and Convex Stochastic Dynamic Programs
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Smith, James E.Brown, David B.

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Susanti, Ida - Hardjowahono, Bayu Seto - Sriwahyuti, Tuti
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Rheological Properties of PHPA Polymer Support Fluids
Lam, Carlos - Martin, Peter J. - Jefferis, Stephan A.
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Application of the homotopy perturbation method to the nonlinear pendulum
Belendez, A [et al.]
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Terrorism and violence in Southeast Asia : transnational challenges to states and regional stability
Smith, Paul J.