Scenario decomposition of risk-averse multistage stochastic programming problems RA Collado, D Papp, A Ruszczyński Annals of Operations Research 200 (1), 147-170, 2012 | 64 | 2012 |
Network interdiction–models, applications, unexplored directions RA Collado, D Papp Rutcor Res Rep, RRR4, Rutgers University, New Brunswick, NJ, 2012 | 27 | 2012 |
Quantile optimization for heavy-tailed distribution using asymmetric signum functions JH Kim, WB Powell, RA Collado Princeton University, 2011 | 14 | 2011 |
Network interdiction–models, applications RA Collado, D Papp unexplored directions. Technical report, RUTCOR Technical Report RRR 4-2012 …, 2012 | 8 | 2012 |
Time series forecasting with a learning algorithm: an approximate dynamic programming approach R Collado, GG Creamer 22nd International Conference on Computational Statistics (COMPSTAT), 2016 | 7 | 2016 |
Resource allocation for contingency planning: An inexact proximal bundle method for stochastic optimization S Moazeni, RA Collado European Journal of Operational Research 291 (3), 1008-1023, 2021 | 5 | 2021 |
Risk-averse stochastic path detection R Collado, S Meisel, L Priekule European Journal of Operational Research 260 (1), 195-211, 2017 | 5 | 2017 |
Scenario decomposition of risk-averse two stage stochastic programming problems R Collado Rutcor Research Report, 2012 | 2 | 2012 |
Scenario decomposition of risk-averse stochastic optimization problems R Collado Rutgers University-Graduate School-New Brunswick, 2010 | 1 | 2010 |
Metalearning of time series: an approximate dynamic programming approach RA Collado, GG Creamer Quantitative Finance 23 (4), 539-551, 2023 | | 2023 |
Risk-averse dynamic arbitrage in illiquid markets S Moazeni, R Collado, A Zhang Journal of Risk, Forthcoming, 2018 | | 2018 |
THRESHOLD RISK MEASURES PART 1: FINITE HORIZON RA COLLADO, WB POWELL | | 2013 |
Euclidean traveling salesman on orientable surfaces R Collado Rutcor Research Report, 2012 | | 2012 |
Scenario decomposition of risk-averse stochastic optimization problems RAC Soto Rutgers The State University of New Jersey, School of Graduate Studies, 2010 | | 2010 |
Extension of the semidefinite characterization of sum of squares functional systems to algebraic structures R Collado DIMACS Technical Report, 2009 | | 2009 |
On convex polytopes in the plane “containing" and “avoid- ing" zero C Ricardo Dimacs Technical Report, 2002 | | 2002 |