Citation: D. Bertsimas et al., Hedging derivative securities and incomplete markets: An epsilon-arbitrageapproach, OPERAT RES, 49(3), 2001, pp. 372-397
Citation: D. Bertsimas et Ic. Paschalidis, Probabilistic service level guarantees in make-to-stock manufacturing systems, OPERAT RES, 49(1), 2001, pp. 119-133
Citation: D. Bertsimas et Ss. Patterson, The traffic flow management rerouting problem in air traffic control: A dynamic network flow approach, TRANSP SCI, 34(3), 2000, pp. 239-255
Citation: D. Bertsimas et J. Nino-mora, Restless bandits, linear programming relaxations, and a primal-dual index heuristic, OPERAT RES, 48(1), 2000, pp. 80-90
Citation: D. Bertsimas et al., Estimation of time-varying parameters in statistical models: An optimization approach, MACH LEARN, 35(3), 1999, pp. 225-245
Citation: D. Bertsimas et J. Nino-mora, Optimization of multiclass queueing networks with changeover times via theachievable region approach: Part I, the single-station case, MATH OPER R, 24(2), 1999, pp. 306-330
Citation: D. Bertsimas et J. Nino-mora, Optimization of multiclass queueing networks with changeover times via theachievable region approach: Part II, the multi-station case, MATH OPER R, 24(2), 1999, pp. 331-361
Citation: D. Bertsimas et G. Mourtzinou, Decomposition results for general polling systems and their applications, QUEUEING S, 31(3-4), 1999, pp. 295-316
Citation: D. Bertsimas et D. Gamarnik, Asymptotically optimal algorithms for job shop scheduling and packet routing, J ALGORITHM, 33(2), 1999, pp. 296-318
Citation: D. Bertsimas et al., Portfolio construction through mixed-integer programming at Grantham, Mayo, Van Otterloo and Company, INTERFACES, 29(1), 1999, pp. 49-66
Citation: D. Bertsimas et Cp. Teo, From valid inequalities to heuristics: A unified view of primal-dual approximation algorithms in covering problems, OPERAT RES, 46(4), 1998, pp. 503-514