Bertsimas, Dimitris - Laboratory for Information and Decision Systems, Department of Electrical Engineering and Computer Science, Massachusetts Institute of Technology (MIT)

• Digital Object Identifier (DOI) 10.1007/s10107-006-0702-z Math. Program., Ser. A 108, 135158 (2006)
• Submitted to Math Programming, manuscript No. On the Power and Limitations of Affine Policies in
• TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
• Electronic copy available at: http://ssrn.com/abstract=1312727 An Analysis of the Guaranteed Withdrawal
• Comput Optim Appl DOI 10.1007/s10589-007-9126-9
• Mathematical Programming 60 (1993) 145-166 145 North-Holland
• An Approximate Dynamic Programming Approach to Multidimensional
• The Traffic Flow Management Rerouting Problem in Air Traffic Control: A Dynamic
• THE MULTI-AIRPORTGROUND-HOLDINGPROBLEM IN AIR TRAFFICCONTROL
• Computational Approaches to Stochastic Vehicle Routing Dimitris Bertsimas Philippe Chervit Michael Peterson
• A Proposal for Network Air Traffic Flow Management Incorporating Fairness and Airline Collaboration
• Operations Research Letters 24 (1999) 105114 www.elsevier.com/locate/orms
• Improved Randomized Approximation Algorithms for Lot-Sizing Problems
• OPERATIONS RESEARCH Vol. 59, No. 1, JanuaryFebruary 2011, pp. 1731
• OPT^ CONTROLOF EECUTION COSTSFOR PORTFOLIOS
• This research was partially supported by the MIT Laboratory for Financial Engineering, the National Science Foundation (Grant No. SBR-9709976) and a Presidential Young Investigator
• Journal of Economic Dynamics & Control 28 (2004) 13531381 www.elsevier.com/locate/econbase
• PROBABILISTIC COMBINATORIAL OPTIMIZATION: MOMENTS, SEMIDEFINITE PROGRAMMING, AND ASYMPTOTIC BOUNDS
• Digital Object Identifier (DOI) 10.1007/s10107-006-0710-z Math. Program., Ser. B 108, 251274 (2006)
• Queueing Syst (2007) 56: 2739 DOI 10.1007/s11134-007-9028-7
• Operations Research Letters 36 (2008) 205210 www.elsevier.com/locate/orl
• PROBABILISTIC SERVICE LEVEL GUARANTEES IN MAKE-TO-STOCK MANUFACTURING SYSTEMS
• MULTISTAGE LOT SIZING PROBLEMS VIA RANDOMIZED ROUNDING
• Operations Research Letters 34 (2006) 481490 www.elsevier.com/locate/orl
• J. Appl.Prob.28, 873-885 (1991) Printedin Israel
• Queueing Systems 10 (1992) 153-184 153 Transient and busy period analysis
• Adv. Appl. Prob. 28, 588-625 (1996) Printed in N. Ireland
• OPERATIONS RESEARCH Vol. 53, No. 1, JanuaryFebruary 2005, pp. 90106
• Revenue Management in a Dynamic Network Environment
• Dynamic Pricing; A Learning Approach Dimitris Bertsimas and Georgia Perakis
• OPERATIONS RESEARCH Vol. 55, No. 6, NovemberDecember 2007, pp. 11201135
• Robust Discrete Optimization Under Ellipsoidal Uncertainty Sets Dimitris Bertsimas Melvyn Sim y
• OPERATIONS RESEARCH Vol. 52, No. 1, JanuaryFebruary 2004, pp. 3553
• Digital Object Identifier (DOI) 10.1007/s10107-003-0396-4 Math. Program., Ser. B 98: 4971 (2003)
• Robust and Data-Driven Optimization: Modern Decision-Making Under Uncertainty
• Robust optimization in electromagnetic scattering problems Dimitris Bertsimas, Omid Nohadani,a
• Computers & Operations Research 35 (2008) 317 www.elsevier.com/locate/cor
• OPERATIONS RESEARCH Vol. 00, No. 0, Xxxxx 0000, pp. 000000
• Robust chirped mirrors Omid Nohadani,1,
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 35, No. 2, May 2010, pp. 284305
• OPERATIONS RESEARCH Vol. 58, No. 4, Part 2 of 2, JulyAugust 2010, pp. 12201234
• INFORMS Journal on Computing Articles in Advance, pp. 115
• A Geometric Characterization of the Power of Finite Adaptability in Multi-stage Stochastic and Adaptive Optimization
• A R T I C L E S BOUNDS AND POLICIES FOR DYNAMIC ROUTING IN LOSS
• Journal of Algorithms 33, 296-318 (1999) Article ID jagm.1999.1047,available online at http://www.idealibrary.com on IDE+L3
• QueueingSystems21 (1995)337-389 337 The achievable region method in the optimal control of
• RESTLESS BANDITS, LINEAR PROGRAMMING RELAXATIONS, AND A PRIMAL-DUAL INDEX HEURISTIC
• The Probabilistic Minimum Spanning Tree Dimitris J. Bertsimas
• A PRIORI OPTIMIZATION DIMITRIS J. BERTSIMAS
• Adv. Appl. Prob. 25, 947-978 (1993) Printed in N. Ireland
• Fairness in Air Traffic Flow Management Dimitris Bertsimas
• A Hierarchy of Suboptimal Policies for the Multi-period, Multi-echelon, Robust Inventory Problem
• An Accelerated First-Order Method for Solving Unconstrained Polynomial Optimization Problems
• An Optimization Approach to Credit Risk Dimitris Bertsimas Dessislava Pachamanovay
• An Asymptotic Determination of the Minimum Spanning Tree and Minimum Matching Constants in Geometrical
• Analysis of LP Relaxations for Multiway and Multicut Problems
• Joint network pricing and resource allocation Dimitris Bertsimas Sanne de Boer y
• Tight Bounds On Expected Order Statistics Dimitris Bertsimas
• Machine Learning 35, 225245 (1999) c 1999 Kluwer Academic Publishers. Manufactured in The Netherlands.
• Digital Object Identifier (DOI) 10.1007/s101070100272 Math. Program., Ser. A 92: 61102 (2002)
• Operations Research Letters 32 (2004) 510516 www.elsevier.com/locate/dsw
• RESTAURANT REVENUE MANAGEMENT DIMITRIS BERTSIMAS
• Robust and data-driven approaches to call centers Dimitris Bertsimas
• IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 40,NO. 12, DECEMBER 1995 2063 Branching Bandits and Klimov's Problem
• Fairness, Efficiency and Flexibility in Organ Allocation for Kidney Transplantation
• Queueing Systems 32 (1999) 319349 319 Large deviations analysis of the generalized processor
• The Air Traffic Flow Management Problem: An Integer Optimization Approach
• LOCATINGDISCRETIONARYSERVICEFACILITIES,II: MAXIMIZINGMARKETSIZE, MINIMIZINGINCONVENIENCE
• * Corresponding author. Tel.: (617) 253-0920; fax: (781) 863-9695; e-mail: alo@mit.edu. Journal of Financial Markets 1 (1998) 1--50
• FROM FLUID RELAXATIONS TO PRACTICAL ALGORITHMS FOR HIGH-MULTIPLICITY JOB-SHOP SCHEDULING: THE HOLDING
• Mathematical Programming 80 (1998) 63 89 Rounding algorithmsfor coveringproblems
• ON THE RELATION BETWEEN OPTION AND STOCK PRICES: A CONVEX OPTIMIZATION APPROACH
• A Characterization of the Efficiency-Fairness Dimitris Bertsimas
• THE AIR TRAFFICFLOWMANAGEMENTPROBLEMWITH ENROUTECAPACITIES
• ELSEVIER Operations Research Letters 21 (1997) 123-132 The parsimonious property of cut covering problems
• Queueing Systems 25 (1997) 115155 115 Transient laws of non-stationary queueing systems and
• FROM VALID INEQUALITIES TO HEURISTICS: A UNIFIED VIEW OF PRIMAL-DUAL APPROXIMATION ALGORITHMS IN
• Queueing Systems 31 (1999) 295316 295 Decomposition results for general polling systems and
• Solving Convex Programs by Random Walks DIMITRIS BERTSIMAS AND SANTOSH VEMPALA
• Digital Object Identifier (DOI) 10.1007/s10107-005-0686-0 Math. Program., Ser. B 107, 231273 (2006)
• Models and Algorithms for Transient Queueing Congestion at Airports
• Mathematical Programming 63 (1994) 2345 23 North-Holland
• J Glob Optim DOI 10.1007/s10898-009-9496-x
• A NEW ALGORITHM FOR STATE-CONSTRAINED SEPARATED CONTINUOUS LINEAR PROGRAMS
• SUBMITTED TO IEEE TRANSACTIONS ON POWER SYSTEMS, MARCH 2011 1 Adaptive Robust Optimization for the Security
• A Hierarchy of Near-Optimal Policies for Multi-stage Adaptive Optimization
• Performance Analysis of Queueing Networks via Robust Optimization Dimitris Bertsimas
• Bounds on some contingent claims with non-convex payoff based on multiple assets
• OPERATIONS RESEARCH Vol. 00, No. 0, Xxxxx 0000, pp. 000000
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 35, No. 3, August 2010, pp. 580602
• A General Purpose Local Search Algorithm for Binary Optimization
• SIAM J. OPTIM. c 2005 Society for Industrial and Applied Mathematics Vol. 15, No. 3, pp. 780804
• OPERATIONS RESEARCH Vol. 56, No. 6, NovemberDecember 2008, pp. 13821392
• Theory and applications of Robust Optimization Dimitris Bertsimas
• A New Algebraic Geometry Algorithm for Integer Programming
• MATHEMATICS OF OPERATIONS RESEARCH Vol. 35, No. 2, May 2010, pp. 363394
• An Algorithm For Cardinality Constrained Quadratic Optimization Dimitris Bertsimas \Lambda Romy Shioda y
• Optimal Bidding in On-line Auctions Dimitris Bertsimas Je rey Hawkinsy
• An Accelerated First-Order Method for Solving Unconstrained Polynomial Optimization Problems
• OPERATIONS RESEARCH Vol. 54, No. 1, JanuaryFebruary 2006, pp. 150168
• Copyright 1999, Institute for Operations Research and the Management Sciences
• Moment Problems and Semide nite Optimization Dimitris Bertsimas Ioana Popescu y
• Mathematical Programming77 (1997) 321-333 On the worst case complexity of potential