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Systemic Risk and Security Management
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Systemic Risk and Security Management (2011)Systemic Risk and Security ManagementIntroduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Stochastic Optimization Methods (2008)Stochastic Optimization Metho…Efficient algorithms to solve Bayesian Stackelberg games for security applications (2008)Efficient algorithms to solve…Applications of Stochastic Programming (2005)Applications of Stochastic Pr…Dynamic Stochastic Optimization (2004)Dynamic Stochastic Optimizati…Optimization of conditional value-at-risk (2000)Optimization of conditional v…The Theory of Moral Hazard and Unobservable Behaviour: Part I (1999)The Theory of Moral Hazard an…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Robust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…Expert Judgment in Risk Analysis and Management: Process, Context, and Pitfalls (1992)Expert Judgment in Risk Analy…Moral Hazard and Nonmarket Institutions: Dysfunctional Crowding Out or Peer Monitoring? (1991)Moral Hazard and Nonmarket In…Eliciting probabilities from experts in complex technical problems (1991)Eliciting probabilities from …Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Stochastic Optimization Problems with Incomplete Information on Distribution Functions (1985)Stochastic Optimization Probl…The Optimal Structure of Incentives and Authority within an Organization (1976)Moral Hazard and Observability (1979)A Theory of Social Custom, of Which Unemployment May be One Consequence (1980)Are Immigrant Remittance Flows a Source of Capital for Development? (2003)Economics of Social Capital* (2005)Social capital, economic growth and regional development (2005)A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Alternative Approaches to the Theory of Choice in Risk-Taking Situations (1951)The Economic Theory of Agency: The Principal's Problem. (1973)The Economics of Career Concerns, Part I: Comparing Information Structures (1999)An Agency Theoretic Analysis of the Professionalized Family Firm (2009)Procyclical Leverage and Value-at-Risk (2013)Decisions with Multiple Objectives (1993)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Robust optimization – A comprehensive survey (2007)Chance-Constrained Programming (1959)Linear Programming Under Uncertainty (2004)Assessing solution quality in stochastic programs (2006)Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2010)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
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  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
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  • 1991Moral Hazard and Nonmarket Institutions: Dysfunctional Crowding Out or Peer Monitoring?372 cited
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  • 1985Stochastic Optimization Problems with Incomplete Information on Distribution Functions82 cited
  • 2004Dynamic Stochastic Optimization60 cited
  • 2008Efficient algorithms to solve Bayesian Stackelberg games for security applications

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