David B. Brown

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Dimitris BertsimasBoeing Professor of Operations Research, MITDirección de correo verificada de mit.edu
James E. SmithTuck School of Business at DartmouthDirección de correo verificada de dartmouth.edu
Constantine CaramanisProfessor of Electrical and Computer Engineering, UT AustinDirección de correo verificada de utexas.edu
Melvyn SimProfessor and Provost's Chair, NUS Business SchoolDirección de correo verificada de nus.edu.sg
Santiago BalseiroAssociate Professor, Columbia UniversityDirección de correo verificada de columbia.edu
Enrico De GiorgiUniversity of St.GallenDirección de correo verificada de unisg.ch
Peng SunDuke UniversityDirección de correo verificada de duke.edu
Miguel Sousa LoboINSEADDirección de correo verificada de insead.edu
Bruce CarlinProfessor of Finance, UCLADirección de correo verificada de anderson.ucla.edu
a ben talprofessor of operations research, Technion, israel Institute of technologyDirección de correo verificada de ie.technion.ac.il
Chen ChenNew York University ShanghaiDirección de correo verificada de nyu.edu
Jingwei ZhangThe Chinese University of Hong Kong, ShenzhenDirección de correo verificada de cuhk.edu.cn
Martin HaughImperial College LondonDirección de correo verificada de ic.ac.uk
Cagin UruFuqua School of Business, Duke UniversityDirección de correo verificada de duke.edu

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David B. Brown

The Fuqua School of Business, Duke University

Dirección de correo verificada de duke.edu - Página principal

Algorithms for Decision-Making Optimization Stochastic Models AI for Energy & Sustainability


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
Theory and applications of robust optimization D Bertsimas, DB Brown, C Caramanis SIAM review 53 (3), 464-501, 2011	3113	2011
Constructing uncertainty sets for robust linear optimization D Bertsimas, DB Brown Operations research 57 (6), 1483-1495, 2009	468	2009
Information relaxations and duality in stochastic dynamic programs DB Brown, JE Smith, P Sun Operations research 58 (4-part-1), 785-801, 2010	294	2010
A soft robust model for optimization under ambiguity A Ben-Tal, D Bertsimas, DB Brown Operations research 58 (4-part-2), 1220-1234, 2010	225	2010
Dynamic portfolio optimization with transaction costs: Heuristics and dual bounds DB Brown, JE Smith Management Science 57 (10), 1752-1770, 2011	207	2011
Satisficing measures for analysis of risky positions DB Brown, M Sim Management Science 55 (1), 71-84, 2009	175	2009
Constrained stochastic LQC: a tractable approach D Bertsimas, DB Brown IEEE Transactions on automatic control 52 (10), 1826-1841, 2007	119	2007
Optimal portfolio liquidation with distress risk DB Brown, BI Carlin, MS Lobo Management Science 56 (11), 1997-2014, 2010	99	2010
Aspirational preferences and their representation by risk measures DB Brown, ED Giorgi, M Sim Management Science 58 (11), 2095-2113, 2012	89*	2012
Dynamic pricing of relocating resources in large networks SR Balseiro, DB Brown, C Chen ACM SIGMETRICS Performance Evaluation Review 47 (1), 29-30, 2019	80	2019
Large deviations bounds for estimating conditional value-at-risk DB Brown Operations Research Letters 35 (6), 722-730, 2007	78	2007
Index policies and performance bounds for dynamic selection problems DB Brown, JE Smith Management Science 66 (7), 3029-3050, 2020	77	2020
Optimal sequential exploration: Bandits, clairvoyants, and wildcats DB Brown, JE Smith Operations research 61 (3), 644-665, 2013	68	2013
Information relaxations, duality, and convex stochastic dynamic programs DB Brown, JE Smith Operations Research 62 (6), 1394-1415, 2014	65	2014
Information relaxation bounds for infinite horizon Markov decision processes DB Brown, MB Haugh Operations Research 65 (5), 1355-1379, 2017	42	2017
Approximations to stochastic dynamic programs via information relaxation duality SR Balseiro, DB Brown Operations Research 67 (2), 577-597, 2019	33	2019
Dynamic programs with shared resources and signals: Dynamic fluid policies and asymptotic optimality DB Brown, J Zhang Operations Research 70 (5), 3015-3033, 2022	21	2022
Information relaxations and duality in stochastic dynamic programs: A review and tutorial DB Brown, JE Smith Foundations and Trends® in Optimization 5 (3), 246-339, 2022	15	2022
Static routing in stochastic scheduling: Performance guarantees and asymptotic optimality SR Balseiro, DB Brown, C Chen Operations Research 66 (6), 1641-1660, 2018	15	2018
Risk and robust optimization DB Brown Massachusetts Institute of Technology, 2006	13	2006

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