Scenario reduction revisited: fundamental limits and guarantees von Rujeerapaiboon, Napat, Schindler, Kilian, Kuhn, Daniel, Wiesemann, Wolfram

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Robust multidimensional pricing: separation without regret von Koçyiğit, Çağıl, Rujeerapaiboon, Napat, Kuhn, Daniel

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Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with... von Rujivan, Sanae, Sutchada, Athinan, Chumpong, Kittisak, Rujeerapaiboon, Napat

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Resilience of long chain under disruption von Rujeerapaiboon, Napat, Zhong, Yuanguang, Zhu, Dan

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Robust Growth-Optimal Portfolios von Rujeerapaiboon, Napat, Kuhn, Daniel, Wiesemann, Wolfram

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Code and Data Repository for Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions von Koçyiğit, Çağıl, Kuhn, Daniel, Rujeerapaiboon, Napat

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A Planner-Trader Decomposition for Multimarket Hydro Scheduling von Schindler, Kilian, Rujeerapaiboon, Napat, Kuhn, Daniel, Wiesemann, Wolfram

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Regret Minimization and Separation in Multi-Bidder, Multi-Item Auctions von Koçyiğit, Çağıl, Kuhn, Daniel, Rujeerapaiboon, Napat

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Optimal deployment of an equitable CAV platoonable corridor on road networks with mixed traffic flow von Zhu, Dan, Xie, Tingting, Liu, Yang, Zou, Bo, Rujeerapaiboon, Napat

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A revised approach for risk-averse multi-armed bandits under CVaR criterion von Khajonchotpanya, Najakorn, Xue, Yilin, Rujeerapaiboon, Napat

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Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization von Rujeerapaiboon, Napat, Schindler, Kilian, Kuhn, Daniel, Wiesemann, Wolfram

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Chebyshev Inequalities for Products of Random Variables von Rujeerapaiboon, Napat, Kuhn, Daniel, Wiesemann, Wolfram

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Target-Oriented Regret Minimization for Satisficing Monopolists von Rujeerapaiboon, Napat, Wei, Yize, Xue, Yilin

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Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance von Choi, Byung-Geun, Rujeerapaiboon, Napat, Jiang, Ruiwei

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Robust growth-optimal portfolios von Rujeerapaiboon, Napat

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Robust Data-Driven CARA Optimization von Chen, Li, Ramachandra, Arjun, Rujeerapaiboon, Napat, Sim, Melvyn

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A Planner-Trader Decomposition for Multi-Market Hydro Scheduling von Schindler, Kilian, Rujeerapaiboon, Napat, Kuhn, Daniel, Wiesemann, Wolfram

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Robust Conic Satisficing von Ramachandra, Arjun, Rujeerapaiboon, Napat, Sim, Melvyn

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A Planner-Trader Decomposition for Multi-Market Hydro Scheduling von Schindler, Kilian, Rujeerapaiboon, Napat, Kuhn, Daniel, Wiesemann, Wolfram

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Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance von Choi, Byung-Geun, Rujeerapaiboon, Napat, Jiang, Ruiwei

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