94 Rockefeller Road
Piscataway, NJ 08854
United States
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
SSRN RANKINGS
in Total Papers Citations
Convex analysis, stochastic optimization, risk measures, mean-variance models, duality
risk management, portfolio optimization, coherent measures of risk, scenario tree generation, stochastic programming
Risk, convex analysis, conjugate duality, dynamic programming
Multiple products, newsvendor, risk averse, coherent risk measure, diversification
Supply chain management, risk analysis, expected utility theory
Preferences, Utility Functions, Rank Dependent Utility Functions, Separation, Choquet Representation
Non-cooperative games, Nash equilibrium, joint constraints, quasi-variational inequalities, exact penalty, subgradient projection, proximal point algorithm, partial regularization, saddle points, Ky Fan or Nikaidô-Isoda functions, Subject Classification: 90C25, Subject Classification: 91A10
