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Robert J. Vanderbei · Study

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Robert J. Vanderbei

4 works· latest 2003· 2 institutionscluster: provisionalORCID 0000-0003-2414-1695

h-index4

i104

Citations2,109

Works here4

83

90

95

03

Most cited in this library

Robust Optimization of Large-Scale Systems1995 · 1,959 citations
Frontiers of Stochastically Nondominated Portfolios2003 · 92 citations
Markov Strategies for Optimal Control Problems Indexed by a Partially Ordered Set1983 · 33 citations
Optimal Switching Between a Pair of Brownian Motions1990 · 25 citations

Works

4 shown

Frontiers of Stochastically Nondominated Portfolios

Econometrica·2003·2 authors·Open access

92citations

Robust Optimization of Large-Scale Systems

Operations Research·1995·3 authors

1,959citations

Optimal Switching Between a Pair of Brownian Motions

The Annals of Probability·1990·3 authors·Open access

25citations

Markov Strategies for Optimal Control Problems Indexed by a Partially Ordered Set

The Annals of Probability·1983·2 authors·Open access

33citations