All Stories

  1. Dynamic Pricing of Relocating Resources in Large Networks

    Article • ACM SIGMETRICS Performance Evaluation Review, December 2019, ACM (Association for Computing Machinery)

    David Brown

  2. Information Relaxation Bounds for Infinite Horizon Markov Decision Processes

    Article • Operations Research, October 2017, INFORMS

    David Brown

  3. Information Relaxations, Duality, and Convex Stochastic Dynamic Programs

    Article • Operations Research, December 2014, INFORMS

    David Brown

  4. Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats

    Article • Operations Research, June 2013, INFORMS

    David Brown

  5. Aspirational Preferences and Their Representation by Risk Measures

    Article • Management Science, November 2012, INFORMS

    David Brown

  6. Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds

    Article • Management Science, October 2011, INFORMS

    David Brown

  7. Optimal Portfolio Liquidation with Distress Risk

    Article • Management Science, November 2010, INFORMS

    David Brown

  8. Information Relaxations and Duality in Stochastic Dynamic Programs

    Article • Operations Research, August 2010, INFORMS

    David Brown, Peng Sun

  9. A Soft Robust Model for Optimization Under Ambiguity

    Article • Operations Research, August 2010, INFORMS

    David Brown

  10. Constructing Uncertainty Sets for Robust Linear Optimization

    Article • Operations Research, December 2009, INFORMS

    David Brown

  11. Satisficing Measures for Analysis of Risky Positions

    Article • Management Science, January 2009, INFORMS

    David Brown