This paper focuses on tractable instances of interval data minmax regret graph problems. More precisely, we provide polynomial and pseudopolynomial algorithms for sets of particul...
For general law invariant coherent measures of risk, we derive an equivalent representation of a risk-averse newsvendor problem as a meanrisk model. We prove that the higher the w...
We propose a method to calculate lower and upper bounds of some exponential multivariate integrals using moment relaxations and show that they asymptotically converge to the value...
Dimitris Bertsimas, Xuan Vinh Doan, Jean B. Lasser...
We present a new graph composition that produces a graph G from a given graph H and a fixed graph B called gear and we study its polyhedral properties. This composition yields cou...