: - In this paper we present several novel efficient techniques and multidimensional data structures which can improve the decision making process in many domains. We consider onli...
We propose a modified alternate direction method for solving convex quadratically constrained quadratic semidefinite optimization problems. The method is a first-order method, the...
: Since Keynes (1930) and Hicks (1939) propounded their theory of normal backwardation, the issue of whether hedgers must pay speculators an insurance premium has remained controve...
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
: Following celebrated failures stakeholders begin to ask questions about how to improve the systems and processes they operate, manage or depend on. In this process it is easy to ...