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Selected recent publications
 

Karthik, K, Melvyn Sim and J Uichanco, "Tractable Robust Expected Utility and Risk Models for Portfolio Optimization". Mathematical Finance, (2008) (Forthcoming) 

Bertsimas, D, V Doan, K Karthik and Chung-Piaw Teo,
Models for minimax stochastic programs with risk aversion. Mathematics of Operations Research, (2008) (Forthcoming)

Loch, C and Yaozhong Wu, Social preferences and supply chain performance: An experimental study. Management Science, 54, no. 11, 2008

 

Xiu, N, L Kong and Jie Sun, A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems. SIAM Journal on Optimization, 19, no. 3, 1028-1047, 2008

 

Lim, V K G, Thompson S.H. Teo and J Y Chin, Bosses and their e-manners: Cyber incivility and gender matters at the workplace. Communications of the ACM, 51, no. 12, 1-3, 2008

 

Sun, D F, Jie Sun and LW Zhang, The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming. Mathematical Programming, 114, no. 2, 349-391, 2008

 

CAO, C and James S.K. Ang, Busy period for the first subsystem in a matched queueing network. European Journal of Operational Research, 187, no. 1, 327-334, 2008

 

Sun, D F and Jie Sun, Loewner's operator and spectral functions in Euclidean Jordan algebras. Mathematics of Operations Research, 33, no. 2, 421-445, 2008

 

Yaozhong Wu, C Loch and L Van der Heyden, A model of fair process and its limits. Manufacturing and Service Operations Management, 10, no. 4, 637-653, 2008

 

Tong Wang and Beril Toktay, Inventory Management with Advance Demand Information and Flexible Delivery. Management Science, 54, no. 4, 716-732, 2008

 

Melvyn Sim, K Karthik and D Pachamanova, Incorporating asymmetric distributional information in robust Value-at-Risk optimization. Management Science, 54, no. 3, 573-585, 2008

 

H. Brian Hwarng and N Xie, Understanding supply chain dynamics: a chaos perspective. European Journal of Operational Research, 184, no. 3, 1163-1178, 2008

 

MENG, F, G Y Zhao, Mark Goh and Robert De Souza, Lagrangian-dual functions and Moreau-Yosida regularization. SIAM Journal on Optimization, 19, no. 1, 39-61, 2008

 

Melvyn Sim, X Chen and P Sun, "A robust optimization perspective on stochastic programming". Operations Research, 55, no. 6, 1058‑1071, 2007


Melvyn Sim, X Chen, P Sun and D Simchi‑levi, "Risk aversion in inventory management". Operations Research
, 55, no. 5, 828‑842, 2007

 
CAO, C, James S.K. Ang and H Ye, "Busy period for the first subsystem in a matched queueing network". European Journal of Operational Research
, 187, no. 1, 327‑334, 2007


Popescu, Ioana and Yaozhong Wu, "Dynamic pricing strategics with reference effects". Operations Research
, 55, no. 3, 413‑429, 2007


Chung-Piaw Teo, L Snyder and M Daskin, "The stochastic location model with risk pooling". European Journal of Operational Research
, 179, no. 3, 1221‑1238, 2007

Jie Sun, "Error Bounds for Degenerate Cone Inclusion Problems". Mathematics of Operations Research
, 30, 701‑717, 2007


Melvyn Sim, N B Karthik and D Pachamanova, "Incorporating Asymmetric Distributional Information in Robust Value‑at‑Risk Optimization". Management Science
, 54, no. 3, 573‑585, 2007


Chung-Piaw Teo, R Edwin and J Shu, "Designing two‑echelon supply networks". European Journal of Operational Research
, 178, no. 2, 449‑462, 2007

 
James S.K. Ang, H Ye and C Cao, "Model and algorithm for multi‑period sea cargo mix problem". European Journal of Operational Research
, 180, 1381‑1393, 2007


He, Y. and Jie Sun, "Second Order Sufficient Conditions for Error Bounds in Banach Spaces". SIAM Journal on Optimization
, 17, 795‑805, 2006


Chung-Piaw Teo, L QIAN and J Sethuraman, "Many‑to‑one stable matching: fairness and geometry". Mathematics of Operations Research
, 31, no. 3. 581‑596, 2006