Bradley Sturt

University of Illinois at Chicago - Department of Information and Decision Sciences

University Hall, Room 2404, M/C 294

Chicago, IL 60607-7124

United States

http://brad-sturt.github.io/

SCHOLARLY PAPERS

2

DOWNLOADS

197

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Nonparametric Algorithm for Optimal Stopping Based on Robust Optimization

Number of pages: 88 Posted: 05 Mar 2021 Last Revised: 21 Jun 2022
Bradley Sturt
University of Illinois at Chicago - Department of Information and Decision Sciences
Downloads 107 (342,542)
Citation 2

Abstract:

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robust optimization; optimal stopping; options pricing

2.

The Value of Robust Assortment Optimization Under Ranking-based Choice Models

Number of pages: 56 Posted: 07 Feb 2022
Bradley Sturt
University of Illinois at Chicago - Department of Information and Decision Sciences
Downloads 90 (382,764)

Abstract:

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assortment planning, robust optimization, nonparametric choice modeling