Bertsimas Dimitris

Dimitris Bertsimas

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Found 61 papers in total
Optimal bidding in online auctions
Optimal bidding in online auctions
2009
Online auctions are arguably one of the most important and distinctly new applications...
Algorithmic Prediction of Health-Care Costs
Algorithmic Prediction of Health-Care Costs
2008
The rising cost of health care is one of the world's most important problems....
Dynamic pricing and inventory control for multiple products
Dynamic pricing and inventory control for multiple products
2005
A periodical multi–product pricing and inventory control problem with...
Approximating integrals of multivariate exponentials: A moment approach
Approximating integrals of multivariate exponentials: A moment approach
2008
We propose a method to calculate lower and upper bounds of some exponential...
Robust multiperiod portfolio management in the presence of transaction costs
Robust multiperiod portfolio management in the presence of transaction costs
2008
We study the viability of different robust optimization approaches to multiperiod...
Classification and regression via integer optimization
Classification and regression via integer optimization
2007
Motivated by the significant advances in integer optimization in the past decade, we...
A robust optimization approach to inventory theory
A robust optimization approach to inventory theory
2006
We propose a general methodology based on robust optimization to address the problem...
Simulation-based booking limits for airline revenue management
Simulation-based booking limits for airline revenue management
2005
Deterministic mathematical programming models that capture network effects play a...
The price of robustness
The price of robustness
2004
A robust approach to solving linear optimization problems with uncertain data was...
Solving asymmetric variational inequalities via convex optimization
Solving asymmetric variational inequalities via convex optimization
2006
Using duality, we reformulate the asymmetric variational inequality (VI) problem over...
Robust linear optimization under general norms
Robust linear optimization under general norms
2004
We explicitly characterize the robust counterpart of a linear programming problem with...
On dependent randomized rounding algorithms
On dependent randomized rounding algorithms
1999
In recent year, approximation algorithms based on randomized rounding of fractional...
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: the holding cost objective
From fluid relaxations to practical algorithms for high-multiplicity job-shop scheduling: the holding cost objective
2003
We design an algorithm for the high-multiplicity job-shop scheduling problem with the...
Restaurant revenue management
Restaurant revenue management
2003
We develop two classes of optimization models to maximize revenue in a restaurant...
An approximate dynamic programming approach to multidimensional knapsack problems
An approximate dynamic programming approach to multidimensional knapsack problems
2002
We present an Approximate Dynamic Programming (ADP) approach for the multidimensional...
On the relation between option and stock prices: A convex optimization approach
On the relation between option and stock prices: A convex optimization approach
2002
The idea of investigating the relation of option and stock prices based just on the...
Analysis of LP relaxations for multiway and multicut problems
Analysis of LP relaxations for multiway and multicut problems
1999
We introduce in this paper an exact nonlinear formulation of the multiway cut problem....
Multistage lot sizing problems via randomized rounding
Multistage lot sizing problems via randomized rounding
2001
We study the classical multistage lot sizing problem that arises in distribution and...
Hedging derivative securities and incomplete markets: An ε-arbitrage approach
Hedging derivative securities and incomplete markets: An ε-arbitrage approach
2001
Given a European derivative security with an arbitrary payoff function and a...
Probabilistic service level guarantees in make-to-stock manufacturing systems
Probabilistic service level guarantees in make-to-stock manufacturing systems
2001
We consider a model of a multiclass make-to-stock manufacturing system. External...
Large deviations analysis of the generalized processor sharing policy
Large deviations analysis of the generalized processor sharing policy
1999
In this paper we consider a stochastic server (modeling a multiclass communication...
A new algebraic geometry algorithm for integer programming
A new algebraic geometry algorithm for integer programming
2000
We propose a new algorithm for solving integer programming (IP) problems that is based...
Restless bandits, linear programming relaxations, and a primal–dual index heuristic
Restless bandits, linear programming relaxations, and a primal–dual index heuristic
2000
We develop a mathematical programming approach for the classical PSPACE-hard restless...
Bounds and policies for dynamic routing in loss networks
Bounds and policies for dynamic routing in loss networks
1999
We consider the problem of maximizing a weighted sum of expected rewards in...
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